Mixed methods for fitting the GEV distribution

@inproceedings{Ailliot2008MixedMF,
  title={Mixed methods for fitting the GEV distribution},
  author={Pierre Ailliot},
  year={2008}
}
The generalised extreme-value (GEV) distribution is widely used for modelling and characterising extremes. It is a flexible 3-parameter distribution that combines three extreme-value distributions within a single framework: the Gumbel, Frechet and Weibull. Common methods used for estimating the GEV parameters are the method of maximum likelihood and the method of L-moments. This paper generalises the mixed maximum likelihood and L-moments GEV estimation procedures proposed by Morrison and Smith… CONTINUE READING

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