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help for ^gevd^                                                   (STB-56: sg146)
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Parameter estimation for GEVD distribution
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   ^gevd^ varname [^if^ exp] [^in^ range] [^, centile(^#^)^ ^hybrid^]


Description
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^gevd^ estimates the parameters of the Generalised Extreme Value Distribution
(GEVD) by using the Probablity-Weigthed Moments (PWM) and optionally by using
the hybrid estimator proposed by Dupuis and Tsao (1998). The output provides 
estimates of the scale (^alpha^), shape (^k^) and location (^Psi^) parameters. 
Moreover percentiles are estimated if requested.


Options
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^centile(^k^)^ provides the k estimated percentiles which divide up the variable 
into k parts. For example ^centile(3)^ returns the tertile values, ^centile(4)^ the 
quartile values, and so on. 

^hybrid^ estimates the parameters of the GEVD by using the hybrid estimator
proposed by Dupuis and Tsao (1998).


Examples
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	. ^gevd varname^

	. ^gevd varname, centile(10)^

	. ^gevd varname, centile(10) hybrid^


Reference
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Dupuis D.J., Tsao M. (1998). A hybrid estimator for generalised pareto and
extreme-value distributions. Commun Statsit Theory Meth 27; 925-941.


Authors
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      Manuel G. Scotto
      University of Lisbon
      manoarmi@@mail.telepac.pt
 
      Aurelio Tobias
      Institut Municipal d'Investigacio Medica (IMIM)
      atobias@@imim.es