Parameter estimations of the generalized extreme value distributions for small sample size
The standard method of the maximum likelihood has poor performance in GEV parameter estimates for small sample data. This study aims to explore the Generalized Extreme Value (GEV) parameter estimation using several methods focusing on small sample size of an extreme event. We conducted simulation st...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/25714/1/Parameter%20estimations%20of%20the%20generalized%20extreme%20value%20distributions%20for%20small%20sample%20size.pdf https://eprints.ums.edu.my/id/eprint/25714/ https://doi.org/10.13189/ms.2020.081308 |
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