A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution

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dc.contributor.authorŠimková Terezacs
dc.contributor.authorPicek Jancs
dc.date.accessioned2018-09-25T12:10:19Z
dc.date.available2018-09-25T12:10:19Z
dc.date.issued2016-01-01cs
dc.format.extent20cs
dc.identifier.doi10.1080/03610918.2016.1188206
dc.identifier.issn1532-4141cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/30636
dc.language.isoengcs
dc.publisherInforma UK Limitedcs
dc.relation.ispartofseries0cs
dc.relation.urihttps://www.tandfonline.com/doi/pdf/10.1080/03610918.2016.1188206cs
dc.subjectGeneralized extreme-value distributioncs
dc.subjectGeneralized Pareto distributioncs
dc.subjectL-momentcs
dc.subjectLQ-momentcs
dc.subjectTL-momentcs
dc.titleA comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distributionen
dc.titleA comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distributioncs
local.citation.epage5991-6010cs
local.citation.spage5991-6010cs
local.identifier.publikace4086
local.identifier.wok000415033700006en
local.relation.issue8cs
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