Universiti Teknologi Malaysia Institutional Repository

LQ-moment: application to the generalized extreme value

Shabri, Ani and Jemain, Abdul Aziz (2007) LQ-moment: application to the generalized extreme value. Journal of Applied Sciences, 7 (1). pp. 115-120. ISSN 1812-5654

Full text not available from this repository.

Official URL: http://dx.doi.org/10.3923/jas.2007.115.120


The LQ-moments are analogous to L-moments, found always exists, easier to compute and have the same potential as L-moment were re-visited. The efficiency of the Weighted Kernal Quantile (WKQ), HD (Harrell and Davis) quantile the weighted HD quantiles estimators compared with the Linear Interpolation Quantile (LIQ) estimator to estimate the sample of the LQ-moments. In this study we discuss of the quantile estimator of the LQ-moments method to estimate the parameters of the Generalized Extreme Value (GEV) distribution. In order to determine which quantile estimator is the most suitable for the LQ-moment, the Monte Carlo simulation was considered. The result shows that the WKQ is considered as the best quantile estimator compared with the HDWQ, HDQ and LIQ estimator.

Item Type:Article
Uncontrolled Keywords:HD quantile, kernal quantile, L-moment, LQ-moments
Subjects:Q Science > QA Mathematics
ID Code:7645
Deposited By: Maznira Sylvia Azra Mansor
Deposited On:13 Jan 2009 03:28
Last Modified:12 May 2009 07:06

Repository Staff Only: item control page