ESTIMATION OF THE GENERALIZED EXTREME-VALUE DISTRIBUTION BY THE METHOD OF PROBABILITY-WEIGHTED MOMENTS

被引：907
作者：
HOSKING, JRM
WALLIS, JR
WOOD, EF
机构：
[1] IBM CORP,RES CTR,YORKTOWN HEIGHTS,NY 10598
[2] PRINCETON UNIV,DEPT CIVIL ENGN,PRINCETON,NJ 08540
来源：
TECHNOMETRICS | 1985年 / 27卷 / 03期
关键词：
D O I：
10.2307/1269706
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：
引用
收藏
页码：251 / 261
页数：11
相关论文
共 25 条
[1]  
CHENG RCH, 1983, J ROY STAT SOC B MET, V45, P394
[2]   ASYMPTOTIC DISTRIBUTION OF LINEAR COMBINATIONS OF FUNCTIONS OF ORDER STATISTICS WITH APPLICATIONS TO ESTIMATION [J].
CHERNOFF, H ;
GASTWIRTH, JL ;
JOHNS, MV .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (01) :52-+
[3]   LINEAR ESTIMATES OF PARAMETERS IN EXTREME VALUE DISTRIBUTION [J].
DOWNTON, F .
TECHNOMETRICS, 1966, 8 (01) :3-&
[4]   LINEAR ESTIMATES WITH POLYNOMIAL COEFFICIENTS [J].
DOWNTON, F .
BIOMETRIKA, 1966, 53 :129-&
[5]  
FISHERTIPETT, 1928, P CAMBRIDGE PHIL SOC, V24, P180
[6]  
FRASER DAS, 1957, NONPARAMETERIC METHO
[7]  
Gradshteyn I. S., 2014, TABLE INTEGRALS SERI
[8]   PROBABILITY WEIGHTED MOMENTS - DEFINITION AND RELATION TO PARAMETERS OF SEVERAL DISTRIBUTIONS EXPRESSABLE IN INVERSE FORM [J].
GREENWOOD, JA ;
LANDWEHR, JM ;
MATALAS, NC ;
WALLIS, JR .
WATER RESOURCES RESEARCH, 1979, 15 (05) :1049-1054
[9]  
Griffiths D.A., 1980, APPL STAT, V29, P58, DOI DOI 10.2307/2346411
[10]   A PLOTTING RULE FOR EXTREME PROBABILITY PAPER [J].
GRINGORTEN, II .
JOURNAL OF GEOPHYSICAL RESEARCH, 1963, 68 (03) :813-+
123