Results 271 to 280 of about 67,239 (298)

Plotting Positions for the Generalized Extreme Value Distribution: A Critique

2021
Plotting ordered ranked data is a standard graphical technique applied in many hydrologic and water resource fields that utilizes the plotting position formula. This graphical approach mainly deals with assigning a probability of occurrence to extreme events like floods, rainfall, etc.
Sonali Swetapadma, C. S. P. Ojha
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Parameter and quantile estimation for the generalized extreme‐value distribution

Environmetrics, 1994
AbstractThe generalized extreme‐value distribution (GEVD) was introduced by Jenkinson (1955). It is now widely used to model extremes of natural and environmental data. The GEVD has three parameters: a location parameter (−∞ < Λ < ∞), a scale parameter (α > 0) and a shape parameter (−∞ < k < ∞). The traditional methods of estimation (e.g.
Enrique Castillo, Ali S. Hadi
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Unbiased plotting positions for the general extreme value distribution

Journal of Hydrology, 1986
Probability plots maintain their popularity for flood frequency analysis, and are used to fit distributions, to identify outliers and to assess goodness-of-fit. If the objective of a plot is to determine quantiles or distribution parameters then one must employ unbiased plotting positions, defined as the mean of the rth order statistic in samples from ...
Nigel W. Arnell, Max Beran, J.R.M. Hosking   +2 more
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Development of plotting position for the general extreme value distribution

Journal of Hydrology, 2012
summary Probability plotting positions are used to graphically display the annual maximum rainfall or flood and to estimate the exceedance probabilities of those values. Therefore, the graphical approach using plotting positions has been applied in many hydrology and water resource engineering fields.
Sooyoung Kim, Hongjoon Shin, Kyoungwon Joo, Jun-Haeng Heo   +3 more
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A hybrid estimator for generalized pareto and extreme-value distributions

Communications in Statistics - Theory and Methods, 1998
The methods of moments and probability-weighted moments are the most commonly used methods for estimating the parameters of the generalized Pareto distribution and generalized extreme-value distributions. These methods, however, frequently lead to nonfeasible estimates in the sense that the supports inferred from the estimates fail to contain all ...
D.J. Dupuis, M. Tsao
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GENERATING MECHANISMS OF, AND PARAMETER ESTIMATORS FOR, THE EXTREME VALUE DISTRIBUTION

Australian Journal of Statistics, 1984
SummaryIdentified types of extreme value distributions are obtained from a basic form by variable transformation or truncation. The truncated distribution form is naturally generated as the extreme of a Poisson process with a randomly distributed size of each point event.
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Estimation for a four parameter generalized extreme value distribution

Communications in Statistics - Theory and Methods, 1992
Estimation is considered for a class of models which are simple extensions of the generalized extreme value (GEV) distribution, suitable for introducing time dependence into models which are otherwise only spatially dependent. Maximum likelihood estimation and the method of probability weighted moment estimation are identified as most useful for ...
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Practical strategies for generalized extreme value‐based regression models for extremes

Environmetrics, 2022
Daniela Castro-Camilo, Raphaël Huser, Håvard Rue   +2 more
exaly  

Estimation of the Generalized Extreme-Value Distribution by the Method of Probability-Weighted Moments

Technometrics, 1985
J R M Hosking, Eric F Wood
exaly   +2 more sources

Maximum likelihood estimation of the parameters of the generalized extreme-value distribution

Biometrika, 1980
P. Prescott, A. T. Walden
openaire   +1 more source