R.A. Brualdi, A.J. Hoffman
Linear Algebra and Its Applications
We use the method of probability-weighted moments to derive estimators of the parameters and quantiles of the generalized extreme-value distribution. We investigate the properties of these estimators in large samples, via asymptotic theory, and in small and moderate samples, via computer simulation. Probability-weighted moment estimators have low variance and no severe bias, and they compare favorably with estimators obtained by the methods of maximum likelihood or sextiles. The method of probability-weighted moments also yields a convenient and powerful test of whether an extreme-value distribution is of Fisher-Tippett Type I, II, or III. © 1985 Taylor & Francis Group, LLC.
R.A. Brualdi, A.J. Hoffman
Linear Algebra and Its Applications
Fausto Bernardini, Holly Rushmeier
Proceedings of SPIE - The International Society for Optical Engineering
Ziv Bar-Yossef, T.S. Jayram, et al.
Journal of Computer and System Sciences
Harpreet S. Sawhney
IS&T/SPIE Electronic Imaging 1994