Improved Probability-Weighted Moments and Two-Stage Order Statistics Methods of Generalized Extreme Value Distribution
This study evaluates six parameter estimation methods for the generalized extreme value (GEV) distribution: maximum likelihood estimation (MLE), two probability-weighted moments (PWM-UE and PWM-PP), and three robust two-stage order statistics estimators (TSOS-ME, TSOS-LMS, and TSOS-LTS). Their perfo...
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| Format: | Article |
| Language: | English |
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MDPI AG
2025-07-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/14/2295 |
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