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摘要
In this article, L-moments, LQ-moments and TL-moments of the generalized Pareto and generalized extreme-value distributions are derived up to the fourth order. The first three L-, LQ- and TL-moments are used to obtain estimators of their parameters. Performing a simulation study, high-quantile estimates based on L-, LQ-, and TL-moments are compared to the maximum likelihood estimate with respect to their samplemean squared error. This consists of identifying an optimal combination of parameters alpha and p both considered in the range [ 0, 0.5] for estimating quantiles by LQ-moments. The results show L-moment and maximum likelihood methods outperform other methods.
- 出版日期2017
