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Original Articles

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

Pages 23-38 | Received 29 Jan 1996, Published online: 20 Mar 2007

References

  • Dupuis , D.J. 1996 . Estimating the Probability of Obtaining Nonfeasible Parameter Estimates of the Generalized Pareto Distribution . Journal of Statistical Computation and Simulation , 54 : 197 – 209 .
  • Dupuis D. J. Field C. A. Robust Estimation of Extremes 1996 Submitted manuscript
  • Fisher , R.A. and Tippett , L.H.C. Limiting Forms of the Frequency Distribution of the Largest and the Smallest Member of a Sample . Proceedings of the Cambridge Philosophical Society . Vol. 24 , pp. 180 – 190 .
  • Hosking , J.R.M. , Wallis , J.R. and Wood , E.F. 1985 . Estimation of the Generalized Extreme-Value Distribution by the Method of Probability-Weighted Moments . Technometrics , 27 : 251 – 261 .
  • Greenwood , J.A. , Landwehr , J.M. , Matalas , N.G. and Wallis , J.R. 1979 . Probability-Weighted Moments: Definition and Relation to Parameters of Several Distributions Expressable in Inverse Form . Water Resources Research , 15 : 1049 – 1054 .
  • Jenkinson , A.F. 1955 . The Frequency Distribution of the Annual Maximum (or Minimum) of Meteorological Elements . Quarterly Journal of the Royal Meteorological Society , 81 : 158 – 171 .
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  • Press , W.H. , Teukolsky , S.A. , Vetterling , W.T. and Flannery , B.P. 1992 . Numerical Recipes in Fortran Cambridge, New York

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