On statistical intercomparison of EV1 estimators by Monte Carlo simulation Academic Article uri icon


  • Extreme value type 1 distribution parameters and quantiles were estimated by methods of moments, maximum likelihood estimation, probability weighted moments, entropy, mixed moments, least squares and incomplete means for Monte Carlo samples generated from two sampling cases: purely random process and serially correlated process. The performance of these estimators was statistically inter-compared. Additionally, a bias correction was made to the method of moments-quantile estimator. The corrected estimator provided nearly unbiased quantile estimates even for small samples and high nonexceedance probabilities. 1987.

published proceedings

  • Advances in Water Resources

author list (cited authors)

  • Arora, K., & Singh, V. P.

citation count

  • 11

complete list of authors

  • Arora, Kishore||Singh, Vijay P

publication date

  • June 1987