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On robustness of large quantile estimates of log-Gumbel and log-logistic distributions to largest element of the observation series : Monte Carlo results vs. first order approximation

Author
STRUPCZEWSKI, W. G1 ; KOCHANEK, K1 ; WEGLARCZYK, S2 ; SINGH, V. P3
[1] Water Resources Department, Institute of Geophysics, Polish Academy of Sciences, Ksiecia Janusza 64, 01-452 Warsaw, Poland
[2] Institute of Water Engineering and Water Management, Cracow Technical University, Warszawska 24, 31-155 Cracow, Poland
[3] Department of Civil and Environmental Engineering, Louisiana State University, Baton Rouge, Louisiana, 70803-6405, United States
Source

Stochastic environmental research and risk assessment (Print). 2005, Vol 19, Num 4, pp 280-291, 12 p ; ref : 20 ref

ISSN
1436-3240
Scientific domain
Environment; Geology; Mathematics
Publisher
Springer, Berlin
Publication country
Germany
Document type
Article
Language
English
Author keyword
L-moments Largest element Log-Gumbel Log-logistic Maximum likelihood Moments Monte-Carlo simulation Outliers Parameter estimation methods Probability distributions Quantiles Random sample Robustness Bias
Keyword (fr)
Butte témoin Echantillonnage Etude expérimentale Maximum vraisemblance Méthode Monte Carlo Probabilité Simulation
Keyword (en)
outliers sampling experimental studies maximum likelihood Monte Carlo analysis probability simulation
Keyword (es)
Muestreo Probabilidad Simulación
Classification
Pascal
001 Exact sciences and technology / 001E Earth, ocean, space / 001E01 Earth sciences / 001E01O Engineering and environment geology. Geothermics / 001E01O02 Natural hazards: prediction, damages, etc

Pascal
001 Exact sciences and technology / 001E Earth, ocean, space / 001E01 Earth sciences / 001E01O Engineering and environment geology. Geothermics / 001E01O04 Pollution, environment geology

Discipline
Earth sciences
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
17136401

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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