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T. S. T. Wong

1 paper here

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  • math.ST1

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most citedA note on the estimation of extreme value distributions using maximum product of spacings

33 citations · 33 across the 1 of their papers we have counts for

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math.ST2007★ 33 cited

A note on the estimation of extreme value distributions using maximum product of spacings

T. S. T. Wong, W. K. Li

The maximum product of spacings (MPS) is employed in the estimation of the Generalized Extreme Value Distribution (GEV) and the Generalized Pareto Distribution (GPD). Efficient est…

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