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diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/GumbelMADEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/GumbelMADEstimator.java
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+package de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator;
+
+/*
+ This file is part of ELKI:
+ Environment for Developing KDD-Applications Supported by Index-Structures
+
+ Copyright (C) 2013
+ Ludwig-Maximilians-Universität München
+ Lehr- und Forschungseinheit für Datenbanksysteme
+ ELKI Development Team
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU Affero General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ GNU Affero General Public License for more details.
+
+ You should have received a copy of the GNU Affero General Public License
+ along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+import de.lmu.ifi.dbs.elki.math.statistics.distribution.GumbelDistribution;
+import de.lmu.ifi.dbs.elki.utilities.documentation.Reference;
+import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer;
+
+/**
+ * Parameter estimation via median and median absolute deviation from median
+ * (MAD).
+ * 
+ * Reference:
+ * <p>
+ * D. J. Olive<br />
+ * Applied Robust Statistics<br />
+ * Preprint of an upcoming book, University of Minnesota
+ * </p>
+ * 
+ * @author Erich Schubert
+ * 
+ * @apiviz.has GumbelDistribution - - estimates
+ */
+@Reference(title = "Applied Robust Statistics", authors = "D. J. Olive", booktitle = "Applied Robust Statistics", url="http://lagrange.math.siu.edu/Olive/preprints.htm")
+public class GumbelMADEstimator extends AbstractMADEstimator<GumbelDistribution> {
+  /**
+   * Static instance.
+   */
+  public static final GumbelMADEstimator STATIC = new GumbelMADEstimator();
+
+  /**
+   * Private constructor, use static instance!
+   */
+  private GumbelMADEstimator() {
+    // Do not instantiate
+  }
+
+  @Override
+  public GumbelDistribution estimateFromMedianMAD(double median, double mad) {
+    // TODO: Work around degenerate cases?
+    return new GumbelDistribution(median + 0.4778 * mad, 1.3037 * mad);
+  }
+
+  @Override
+  public Class<? super GumbelDistribution> getDistributionClass() {
+    return GumbelDistribution.class;
+  }
+
+  /**
+   * Parameterization class.
+   * 
+   * @author Erich Schubert
+   * 
+   * @apiviz.exclude
+   */
+  public static class Parameterizer extends AbstractParameterizer {
+    @Override
+    protected GumbelMADEstimator makeInstance() {
+      return STATIC;
+    }
+  }
+}