LQ-moment: Application to the generalized extreme value

Ani Shabri, Abdul Aziz Jemain

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)115-120
Number of pages6
JournalJournal of Applied Sciences
Volume7
Issue number1
Publication statusPublished - 1 Jan 2007

Fingerprint

Extreme Values
Quantile
Moment
Estimator
L-moments
Linear Interpolation
Generalized Extreme Value Distribution
Moment Method
Estimate
Monte Carlo Simulation

Keywords

  • HD quantile
  • Kernal quantile
  • L-moment
  • LQ-moments

ASJC Scopus subject areas

  • General

Cite this

Shabri, A., & Jemain, A. A. (2007). LQ-moment: Application to the generalized extreme value. Journal of Applied Sciences, 7(1), 115-120.

LQ-moment : Application to the generalized extreme value. / Shabri, Ani; Jemain, Abdul Aziz.

In: Journal of Applied Sciences, Vol. 7, No. 1, 01.01.2007, p. 115-120.

Research output: Contribution to journalArticle

Shabri, A & Jemain, AA 2007, 'LQ-moment: Application to the generalized extreme value', Journal of Applied Sciences, vol. 7, no. 1, pp. 115-120.
Shabri, Ani ; Jemain, Abdul Aziz. / LQ-moment : Application to the generalized extreme value. In: Journal of Applied Sciences. 2007 ; Vol. 7, No. 1. pp. 115-120.
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