A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution.
Tereza SimkováJan PicekPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- maximum likelihood
- maximum likelihood estimator
- gaussian distribution
- maximum likelihood estimates
- wide range
- expectation maximization
- parameter estimation
- uniformly distributed
- high precision
- gaussian mixture model
- central limit theorem
- exponential family
- em algorithm
- graphical models
- least squares
- lower bound
- statistical analysis
- confidence intervals
- likelihood function
- genetic algorithm
- data sets