MAXIMUM LIKELIHOOD ESTIMATION;
GENERALIZED EXTREME VALUE (GEV) DISTRIBUTION;
NONREGULARITY;
PROBABILITY WEIGHTED MOMENTS;
3 PARAMETER WEIBULL;
EXTRAPOLATION;
D O I:
10.1080/03610929208830906
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
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 fitting these models. The relative merits of these methods, and others, is discussed in the context of estimation for the GEV distribution. with particular reference to the non-regularity of the GEV distribution for particular parameter values. In the case of maximum likelihood estimation, first and second derivatives of the log likelihood are evaluated for the models.
机构:
Mahasarakham Univ, Digital Innovat Res Cluster Integrated Disaster Ma, Kantarawichai 44150, Maha Sarakham, ThailandMahasarakham Univ, Digital Innovat Res Cluster Integrated Disaster Ma, Kantarawichai 44150, Maha Sarakham, Thailand
Phoophiwfa, Tossapol
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机构:
Laosuwan, Teerawong
Volodin, Andrei
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机构:
Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, CanadaMahasarakham Univ, Digital Innovat Res Cluster Integrated Disaster Ma, Kantarawichai 44150, Maha Sarakham, Thailand
Volodin, Andrei
Papukdee, Nipada
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机构:
Rajamangala Univ Technol, Dept Appl Stat, Isan Khon Kaen Campus, Khon Kaen 40000, ThailandMahasarakham Univ, Digital Innovat Res Cluster Integrated Disaster Ma, Kantarawichai 44150, Maha Sarakham, Thailand
Papukdee, Nipada
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Suraphee, Sujitta
Busababodhin, Piyapatr
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机构:
Mahasarakham Univ, Digital Innovat Res Cluster Integrated Disaster Ma, Kantarawichai 44150, Maha Sarakham, ThailandMahasarakham Univ, Digital Innovat Res Cluster Integrated Disaster Ma, Kantarawichai 44150, Maha Sarakham, Thailand