{"id":"https://openalex.org/W2399276699","doi":"https://doi.org/10.1080/03610918.2016.1188206","title":"A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution","display_name":"A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution","publication_year":2016,"publication_date":"2016-05-28","ids":{"openalex":"https://openalex.org/W2399276699","doi":"https://doi.org/10.1080/03610918.2016.1188206","mag":"2399276699"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2016.1188206","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2016.1188206","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052205438","display_name":"Tereza \u0160imkov\u00e1","orcid":"https://orcid.org/0000-0003-0632-915X"},"institutions":[{"id":"https://openalex.org/I147009085","display_name":"Technical University of Liberec","ror":"https://ror.org/02jtk7k02","country_code":"CZ","type":"education","lineage":["https://openalex.org/I147009085"]}],"countries":["CZ"],"is_corresponding":true,"raw_author_name":"Tereza \u0160imkov\u00e1","raw_affiliation_strings":["Department of Applied Mathematics, Technical University of Liberec, Studentsk\u00e1 1402/2, Liberec, Czech Republic"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Technical University of Liberec, Studentsk\u00e1 1402/2, Liberec, Czech Republic","institution_ids":["https://openalex.org/I147009085"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049465005","display_name":"Jan Picek","orcid":"https://orcid.org/0000-0002-2562-2389"},"institutions":[{"id":"https://openalex.org/I147009085","display_name":"Technical University of Liberec","ror":"https://ror.org/02jtk7k02","country_code":"CZ","type":"education","lineage":["https://openalex.org/I147009085"]}],"countries":["CZ"],"is_corresponding":false,"raw_author_name":"Jan Picek","raw_affiliation_strings":["Department of Applied Mathematics, Technical University of Liberec, Studentsk\u00e1 1402/2, Liberec, Czech Republic"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Technical University of Liberec, Studentsk\u00e1 1402/2, Liberec, Czech Republic","institution_ids":["https://openalex.org/I147009085"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5052205438"],"corresponding_institution_ids":["https://openalex.org/I147009085"],"apc_list":null,"apc_paid":null,"fwci":0.4504,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.68917251,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"46","issue":"8","first_page":"5991","last_page":"6010"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9944000244140625,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9890000224113464,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.8688449859619141},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7978237867355347},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7270330190658569},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.6128354072570801},{"id":"https://openalex.org/keywords/l-moment","display_name":"L-moment","score":0.6073038578033447},{"id":"https://openalex.org/keywords/generalized-pareto-distribution","display_name":"Generalized Pareto distribution","score":0.6054571270942688},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.6020506024360657},{"id":"https://openalex.org/keywords/maximum-likelihood","display_name":"Maximum likelihood","score":0.5610414743423462},{"id":"https://openalex.org/keywords/generalized-method-of-moments","display_name":"Generalized method of moments","score":0.47463521361351013},{"id":"https://openalex.org/keywords/order-statistic","display_name":"Order statistic","score":0.46165478229522705},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.45717719197273254},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4526621103286743},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.4113464057445526},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.35451993346214294},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.17155861854553223},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.11214977502822876}],"concepts":[{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.8688449859619141},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7978237867355347},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7270330190658569},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.6128354072570801},{"id":"https://openalex.org/C1797436","wikidata":"https://www.wikidata.org/wiki/Q6456145","display_name":"L-moment","level":3,"score":0.6073038578033447},{"id":"https://openalex.org/C133514767","wikidata":"https://www.wikidata.org/wiki/Q5532448","display_name":"Generalized Pareto distribution","level":3,"score":0.6054571270942688},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6020506024360657},{"id":"https://openalex.org/C49781872","wikidata":"https://www.wikidata.org/wiki/Q1045555","display_name":"Maximum likelihood","level":2,"score":0.5610414743423462},{"id":"https://openalex.org/C162748667","wikidata":"https://www.wikidata.org/wiki/Q683131","display_name":"Generalized method of moments","level":3,"score":0.47463521361351013},{"id":"https://openalex.org/C44082924","wikidata":"https://www.wikidata.org/wiki/Q1767128","display_name":"Order statistic","level":2,"score":0.46165478229522705},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.45717719197273254},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4526621103286743},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4113464057445526},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.35451993346214294},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.17155861854553223},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11214977502822876},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2016.1188206","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2016.1188206","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W153507385","https://openalex.org/W264864116","https://openalex.org/W1481794564","https://openalex.org/W1900405403","https://openalex.org/W1991826714","https://openalex.org/W2020095886","https://openalex.org/W2025226153","https://openalex.org/W2026216142","https://openalex.org/W2046634821","https://openalex.org/W2050017654","https://openalex.org/W2056199992","https://openalex.org/W2056708116","https://openalex.org/W2065131348","https://openalex.org/W2154172869","https://openalex.org/W2159689047","https://openalex.org/W2327768964"],"related_works":["https://openalex.org/W3207158863","https://openalex.org/W2621623949","https://openalex.org/W3104492748","https://openalex.org/W2948998474","https://openalex.org/W4389855300","https://openalex.org/W2047947128","https://openalex.org/W2587066997","https://openalex.org/W2590280148","https://openalex.org/W2160729256","https://openalex.org/W2529620828"],"abstract_inverted_index":{"In":[0],"this":[1],"article,":[2],"L-moments,":[3],"LQ-moments":[4],"and":[5,11,27,47,74,92],"TL-moments":[6,28,48],"of":[7,34,66,71],"the":[8,19,52,79],"generalized":[9,12],"Pareto":[10],"extreme-value":[13],"distributions":[14],"are":[15,29,49],"derived":[16],"up":[17],"to":[18,31,51,58],"fourth":[20],"order.":[21],"The":[22,88],"first":[23],"three":[24],"L-,":[25,45],"LQ-":[26],"used":[30],"obtain":[32],"estimators":[33],"their":[35,59],"parameters.":[36],"Performing":[37],"a":[38],"simulation":[39],"study,":[40],"high-quantile":[41],"estimates":[42],"based":[43],"on":[44],"LQ-,":[46],"compared":[50],"maximum":[53,93],"likelihood":[54,94],"estimate":[55],"with":[56],"respect":[57],"sample":[60],"mean":[61],"squared":[62],"error.":[63],"This":[64],"consists":[65],"identifying":[67],"an":[68],"optimal":[69],"combination":[70],"parameters":[72],"\u03b1":[73],"p":[75],"both":[76],"considered":[77],"in":[78],"range":[80],"[0,":[81],"0.5]":[82],"for":[83],"estimating":[84],"quantiles":[85],"by":[86],"LQ-moments.":[87],"results":[89],"show":[90],"L-moment":[91],"methods":[95],"outperform":[96],"other":[97],"methods.":[98]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-03-06T13:50:29.536080","created_date":"2025-10-10T00:00:00"}
