文章基本信息

标题：LQ-Moments for Statistical Analysis of Extreme Events
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作者：Shabri, Ani ; Jemain, Abdul Aziz
期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2007
卷号：6
期号：1
页码：21
出版社：Wayne State University
摘要：Statistical analysis of extremes is conducted for predicting large return periods events. LQ-moments that are based on linear combinations are reviewed for characterizing the upper quantiles of distributions and larger events in data. The LQ-moments method is presented based on a new quick estimator using five points quantiles and the weighted kernel estimator to estimate the parameters of the generalized extreme value (GEV) distribution. Monte Carlo methods illustrate the performance of LQ-moments in fitting the GEV distribution to both GEV and non-GEV samples. The proposed estimators of the GEV distribution were compared with conventional L-moments and LQ-moments based on linear interpolation quantiles for various sample sizes and return periods. The results indicate that the new method has generally good performance and makes it an attractive option for estimating quantiles in the GEV distribution.
关键词：LQ-moments; L-moments; quick estimator; generalized extreme value; weighted kernel