Improved Probability-Weighted Moments and Two-Stage Order Statistics Methods of Generalized Extreme Value Distribution

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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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Bibliographic Details
Main Author:	Autcha Araveeporn
Format:	Article
Language:	English
Published:	MDPI AG 2025-07-01
Series:	Mathematics
Subjects:	generalized extreme value maximum likelihood estimation probability-weighted moments two-stage order statistics
Online Access:	https://www.mdpi.com/2227-7390/13/14/2295
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