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GEVFIT: Stata module to module to fit a generalized extreme value distribution by maximum likelihood

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Author Info
Scott Merryman () (Risk Management Agency, USDA)

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Abstract

gevfit fits a three parameter gev distribution, optionally as dependent on covariates.

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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456892.

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Programming language: Stata
Requires: Stata version 10.0
Date of creation: 28 Nov 2007
Date of revision: 22 Feb 2008
Handle: RePEc:boc:bocode:s456892

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Related research
Keywords: generalized extreme value distribution; maximum likelihood;

Statistics
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This page was last updated on 2009-11-10.

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