ESTIMATING PARAMETERS OF AN EXTREME-VALUE DISTRIBUTION BY THE METHOD OF MOMENTS

被引：18

作者：

CHRISTOPEIT, N ^{[1
]}

机构：

[1] RHEIN FRIEDRICH WILHELMS UNIV BONN,INST OKONOMETRIE & OPERAT RES,D-53113 BONN,GERMANY

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1994年 / 41卷 / 02期

关键词：

EXTREME VALUE DISTRIBUTIONS; METHOD OF MOMENTS; CONSISTENCY;

D O I：

10.1016/0378-3758(94)90162-7

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：

The paper shows that the method of moments provides simple and consistent estimates of the parameters of extreme value distributions used to approximate the distribution of maxima of grouped observations. As an illustration, the distribution of earthquake magnitudes in the middle Rhein region is estimated.

引用

页码：173 / 186

页数：14

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