A comparative analysis of L-moments, maximum likelihood, and maximum product of spacing methods for the four-parameter kappa distribution in extreme value analysis

Abstract The study has investigated the implications of three estimation methods, namely L-moments, Maximum Likelihood, and Maximum Product of Spacing (MPS), for fitting the four-parameter Kappa Distribution (KAPD) in extreme value analysis using Monte Carlo simulations. The accuracy of the estimate...

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Autori principali:	Muhammad Shafeeq ul Rehman Khan, Zamir Hussain, Sadaf Sher, Muhammad Amjad, Faisal Baig, Ishfaq Ahmad, Hamd Ullah
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	Nature Portfolio 2025-01-01
Serie:	Scientific Reports
Soggetti:	Extreme quantiles, Kappa distribution L-moments Maximum product of spacing Shape parameters
Accesso online:	https://doi.org/10.1038/s41598-024-84056-1
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