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Estimating parameters of an extreme value distribution by the method of moments

By N. Cristopeit and Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

Abstract

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 illustrion, the distribution of earthquake magnitudes in the middle Rhein region is estimatedAvailable from TIB Hannover: RO 3009(175) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman

Topics: 12C - Applied mathematics, EXTREME ORDER STATISTICS: M, EXTREME VALUE ESTIMATIONS
Year: 1990
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Provided by: OpenGrey Repository
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