SFB 303 Discussion Paper No. B-175

Author: Christopeit, N.
Title: Estimating Parameters of an Extreme Value Distribution by the Method of Moments
Abstract: The paper shows that the method of moments provides simple and consistent estimates of the parameters of extreme value distributions used to approximate the distribution of maxima of grouped observations. As an illustrion, the distribution of earthquake magnitudes in the middle Rhein region is estimated.
Creation-Date: December 1990
Unfortunately this paper is not available online. Please contact us to order a hardcopy.

SFB 303 Homepage

17.02.1998, © Webmaster