Penalized likelihood approach for the four-parameter kappa distribution.

ABSTRACT: The four-parameter kappa distribution (K4D) is a generalized form of some commonly used distributions such as generalized logistic, generalized Pareto, generalized Gumbel, and generalized extreme value (GEV) distributions. Owing to its flexibility, the K4D is widely applied in modeling in several fields such as hydrology and climatic change. For the estimation of the four parameters, the maximum likelihood approach and the method of L-moments are usually employed. The L-moment estimator (LME) method works well for some parameter spaces, with up to a moderate sample size, but it is sometimes not feasible in terms of computing the appropriate estimates. Meanwhile, using the maximum likelihood estimator (MLE) with small sample sizes shows substantially poor performance in terms of a large var

SUBMITTER: Papukdee N 

PROVIDER: S-EPMC9041713 | biostudies-literature | 2022

REPOSITORIES: biostudies-literature