Data: mat/Disasters.mat
T = 522 
k =   6 
MLEs with Hessian-based SEs 
xsi_mle = 0.8421 (0.0955) 
sigma_mle = 0.8607 (0.1186) 
mu_mle = 0.4455 (0.0789) 
MLEs of lambda and Psi with tau = 1 
      Lambda:   0.60 
      Psi:   1.33 
MLEs 90th quantile of GEV:   6.22 
95 percent CI for Xsi:   0.66 to   1.06 
95 percent CI for 90th GEV quantile:   5.11 to   7.82 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   1.46 
   Test that mu = sigma/xsi and xsi = 1:   1.25 
   Test for constant parameters (Nyblom)   11.58 
