Universiti Teknologi Malaysia Institutional Repository

LQ-moments: application to the extreme value type I distribution

Shabri, Ani and Jemain, Abdul Aziz (2006) LQ-moments: application to the extreme value type I distribution. Journal of Applied Sciences, 6 (5). pp. 993-997. ISSN 1812-5654

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Official URL: http://dx.doi.org/10.3923/jas.2006.993.997

Abstract

The objective of this study is to develop improved LQ-moments that do not impose restrictions on the value of p and α such as the median, trimean or the Gastwirth but we explore an extended class of LQMOM with consideration combinations of p and α values in the range 0 and 0.5. The popular quantile estimator namely the Weighted Kernel Quantile (WKQ) estimator will be proposed to estimate the quantile function. The performances of the proposed estimators of the Extreme Values Type 1 (EV1) distribution were compared with the estimators based on conventional LMOM, MOM (method of moments), ML (method of maximum likelihood) and the LQ-moments based on LIQ (linear interpolation quantile) for various sample sizes and return periods.

Item Type:Article
Uncontrolled Keywords:L-moments, linear interpolation quantile, LQ-moments, quik estimator, the weighted kernel quantile
Divisions:Science
ID Code:9051
Deposited By: Nurunnadiah Baharum
Deposited On:27 Jul 2009 03:29
Last Modified:27 Jul 2009 03:29

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