Multi-Quantile Estimators for the parameters of Generalized Extreme Value distribution

Sen Lin, Ao Kong, Robert Azencott

We introduce and study Multi-Quantile estimators for the parameters $(\hat{I}¾,\ddot{I}ƒ,\hat{I}¼)$ of Generalized Extreme Value (GEV) distributions to provide a robust approach to extreme value m…