S.M.S. Shah, P.E. O'Connell, et al.
Journal of Hydrology
The method of probability weighted moments is used to derive estimators of the parameters and quantiles of the generalised extreme-value distribution. The properties of these estimators are investigated in large samples via asymptotic theory and in small and moderate samples via computer simulation.-from Authors
S.M.S. Shah, P.E. O'Connell, et al.
Journal of Hydrology
Lilian Shiao-Yen Wu, Jeffrey S. Pai, et al.
Statistics and Probability Letters
J.R.M. Hosking, Nalini Ravishanker
Journal of Time Series Analysis
J.R.M. Hosking
Journal of Statistical Planning and Inference