Abstract
The maximum product of spacings (MPS) method is discussed from the standpoint of information theory. MPS parameter and quantile estimates for the generalized Pareto distribution and the two parameter log-logistic distribution are compared with the maximum likelihood(ML) and probability weighted moment (PWM) estimates.
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Fitzgerald, D.L. Maximum product of spacings estimators for the generalized pareto and log-logistic distributions. Stochastic Hydrol Hydraul 10, 1–15 (1996). https://doi.org/10.1007/BF01581791
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DOI: https://doi.org/10.1007/BF01581791