Estimating parameters of an extreme value distribution by the method of moments
type: Item
instance of: scholarly article
title: Estimating parameters of an extreme value distribution by the method of moments
zbMATH Open document ID: 0798.62033
DOI: 10.1016/0378-3758(94)90162-7
published in: Journal of Statistical Planning and Inference
publication date: 1994-09-13T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 638272
zbMATH Keywords: weak consistency
zbMATH Keywords: method of moments
zbMATH Keywords: extreme value distributions
zbMATH Keywords: distribution of maxima of grouped observations
zbMATH Keywords: distribution of earthquake magnitudes
author: Norbert Christopeit
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)90162-7
OpenAlex ID: W2008970974
cites work: On the estimation of the extreme-value index and large quantile estimation
cites work: A moment estimator for the index of an extreme-value distribution
cites work: Q4162318
cites work: Q3259350
cites work: Extremal theory for stochastic processes
cites work: Q3994591
cites work: Q3771297
description: scientific article; zbMATH DE number 638272