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Estimating return levels from maxima of non-stationary random sequences using the Generalized PWM method
return levels non-stationary random sequences Generalized PWM method
2009/11/2
Since the pioneering work of Landwehr et al. (1979), Hosking et al. (1985) and their collaborators, the Probability Weighted Moments (PWM) method has been very popular, simple and efficient to estimat...