Data: mat/CitySize_100.mat
T =   4 


 k =  10 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.7178 (0.2706) 
sigma_mle = 1.6132 (0.8879) 
mu_mle = 2.1984 (0.6786) 
MLEs 90th quantile of GEV:  11.25 
95 percent CI for Xsi:   0.27 to   1.40 
95 percent CI for 90th GEV quantile:   3.92 to    NaN 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.01 
   Test that mu = sigma/xsi and xsi = 1:   0.40 
   Test for constant parameters (Nyblom)    0.27 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.37 


 k =  20 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.7266 (0.1851) 
sigma_mle = 1.5710 (0.7811) 
mu_mle = 2.1575 (0.6454) 
MLEs 90th quantile of GEV:  11.09 
95 percent CI for Xsi:   0.43 to   1.16 
95 percent CI for 90th GEV quantile:   4.12 to    NaN 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.00 
   Test that mu = sigma/xsi and xsi = 1:   1.12 
   Test for constant parameters (Nyblom)    0.31 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.13 


 k =  30 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.6508 (0.1338) 
sigma_mle = 1.3440 (0.5642) 
mu_mle = 2.0177 (0.5243) 
MLEs 90th quantile of GEV:   8.89 
95 percent CI for Xsi:   0.43 to   0.93 
95 percent CI for 90th GEV quantile:   3.92 to  31.43 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.18 
   Test that mu = sigma/xsi and xsi = 1:   1.57 
   Test for constant parameters (Nyblom)    1.11 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.06 


 k =  40 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.7097 (0.1303) 
sigma_mle = 1.5141 (0.6552) 
mu_mle = 2.1222 (0.5895) 
MLEs 90th quantile of GEV:  10.52 
95 percent CI for Xsi:   0.49 to   0.99 
95 percent CI for 90th GEV quantile:   4.40 to  39.42 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.02 
   Test that mu = sigma/xsi and xsi = 1:   2.15 
   Test for constant parameters (Nyblom)    0.73 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.03 


 k =  50 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.6753 (0.1146) 
sigma_mle = 1.4103 (0.5666) 
mu_mle = 2.0576 (0.5348) 
MLEs 90th quantile of GEV:   9.51 
95 percent CI for Xsi:   0.49 to   0.91 
95 percent CI for 90th GEV quantile:   4.31 to  30.47 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.22 
   Test that mu = sigma/xsi and xsi = 1:   2.14 
   Test for constant parameters (Nyblom)    0.46 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.01 


 k =  60 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.6159 (0.0979) 
sigma_mle = 1.2252 (0.4430) 
mu_mle = 1.9259 (0.4496) 
MLEs 90th quantile of GEV:   7.89 
95 percent CI for Xsi:   0.45 to   0.81 
95 percent CI for 90th GEV quantile:   3.92 to  21.43 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   1.28 
   Test that mu = sigma/xsi and xsi = 1:   2.03 
   Test for constant parameters (Nyblom)    0.43 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.06 


 k =  70 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.6437 (0.0945) 
sigma_mle = 1.3119 (0.4745) 
mu_mle = 1.9898 (0.4754) 
MLEs 90th quantile of GEV:   8.63 
95 percent CI for Xsi:   0.49 to   0.83 
95 percent CI for 90th GEV quantile:   4.21 to  23.35 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   1.15 
   Test that mu = sigma/xsi and xsi = 1:   2.03 
   Test for constant parameters (Nyblom)    0.68 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.02 


 k =  80 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.6531 (0.0888) 
sigma_mle = 1.3381 (0.4710) 
mu_mle = 2.0065 (0.4741) 
MLEs 90th quantile of GEV:   8.87 
95 percent CI for Xsi:   0.51 to   0.83 
95 percent CI for 90th GEV quantile:   4.40 to  22.78 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   1.39 
   Test that mu = sigma/xsi and xsi = 1:   2.18 
   Test for constant parameters (Nyblom)    0.68 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.02 


 k =  90 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.6808 (0.0843) 
sigma_mle = 1.4353 (0.4965) 
mu_mle = 2.0783 (0.4936) 
MLEs 90th quantile of GEV:   9.73 
95 percent CI for Xsi:   0.53 to   0.85 
95 percent CI for 90th GEV quantile:   4.79 to  24.80 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   1.04 
   Test that mu = sigma/xsi and xsi = 1:   2.24 
   Test for constant parameters (Nyblom)    1.01 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.01 


 k = 100 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.6789 (0.0428) 
sigma_mle = 1.4014 (0.2435) 
mu_mle = 2.0365 (0.2547) 
MLEs 90th quantile of GEV:   9.48 
95 percent CI for Xsi:   0.55 to   0.87 
95 percent CI for 90th GEV quantile:   4.98 to  26.24 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.95 
   Test that mu = sigma/xsi and xsi = 1:   2.30 
   Test for constant parameters (Nyblom)    0.91 
   pvalue for Joint Test for constant parameters (Nyblom), mu = sigma/xi, and xsi = 1    0.04 
