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Estimating Moments: GEV and GPD
This lecture covers the estimation of moments for random variables, focusing on the Generalized Extreme Value (GEV) and Generalized Pareto Distribution (GPD) models. The instructor explains the concept of moment estimation, the limitations of moment estimators, and the conditions required for moment estimation in GEV. The lecture also delves into L-moment estimation, probability-weighted moments, and the use of L-moment estimators for robust parameter estimation. Practical examples, such as estimating rainfall parameters in Venezuela, are used to illustrate the concepts discussed.
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