Un peu de bibliographie des GPWM

• Ribereau, P., Guillou, A. and Naveau, P. (2008) Estimating return levels from maxima of non-stationary random sequences, accepted in Non Linear Processes in Geophysics
• Diebolt, J., Guillou, A., Naveau, P. and Ribereau, P. (2008) Improving probability-weighted moments methods for the generalized extreme value distribution, REVSTAT, 6(1) Special issue on "Statistics and related fields", pp33-50
• Diebolt, J., Guillou, A. and Rached, I. (2007) Approximation of the distribution of excesses through a generalized probability-weighted moments method, J. Statist Plann. Inference, 137, pp. 841-857.
• Diebolt, J., Guillou, A. and Rached, I. (2004) A new look at probability-weighted moments estimators, C. R. Acad. Sci. Paris, Ser. I 338 pp. 629–634
• Hosking, J.R.M. and Wallis, J.R. (1987) Parameter and quantille estimation for the Generalized Pareto distribution, Technometrics 29(3) pp. 339-349
• Hosking, J.R.M., Wallis, J.R. and Wood E.F. (1985) Estimation of the Generalized Extreme-Value Distribution by the method of Probability-Weighted Moments, Technometrics 27(3) pp. 251-261