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Journal of Statistical Computation and Simulation Volume 56, 1996 - Issue 1
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Original Articles

Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution

D.J. Dupuis Department of Applied Mathematics, Technical University of Nova Scotia Halifax, Nova Scotia, B3J 2X4, Canada
Pages 23-38 | Received 29 Jan 1996, Published online: 20 Mar 2007

Citations (5)

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Read on this site (1)

D.J. Dupuis & M. Tsao. (1998) A hybrid estimator for generalized pareto and extreme-value distributions. Communications in Statistics - Theory and Methods 27:4, pages 925-941.
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Articles from other publishers (4)

John F. EnglandJr.Jr., José D. Salas & Robert D. Jarrett. (2003) Comparisons of two moments-based estimators that utilize historical and paleoflood data for the log Pearson type III distribution. Water Resources Research 39:9.
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D.J. Dupuis. (2001) Fitting log-F models robustly, with an application to the analysis of extreme values. Computational Statistics & Data Analysis 35:3, pages 321-333.
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D. J. Dupuis. (1999) Parameter and quantile estimation for the generalized extreme-value distribution: a second look. Environmetrics 10:1, pages 119-124.
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D. J. Dupuis & C. A. Field. (2008) Robust estimation of extremes. Canadian Journal of Statistics 26:2, pages 199-215.
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