<b>Is the Conditional Density Network more suitable than the Maximum likelihood for fitting the Generalized Extreme Value Distribution?

The Generalized Extreme value Distribution (GEV) has been widely used to assess the probability of extreme weather events and the parameter estimation method is a key factor for improving its quantile estimates. On such background, this study aimed to indicate under which conditions (sample size and...

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Bibliographic Details
Main Authors: Monica Cristina Meschiatti, Gabriel Constantino Blain
Format: Article
Language:English
Published: Universidade Estadual de Maringá 2015-10-01
Series:Acta Scientiarum: Technology
Subjects:
Online Access:http://186.233.154.254/ojs/index.php/ActaSciTechnol/article/view/27660