Extended generalized extreme value distribution with applications in environmental data

DOI10.15672/HJMS.20159514081MaRDI QIDQ4977249zbMATH OpenOpenAlexFDO

Authors Fernando Nascimento, Marcelo Bourguignon, Jeremias Leão

Publication date 16 August 2017

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hjms.20159514081

zbMATH Keywords

environmental and economic dataextreme value theorygeneralized classes of distributionsgeneralized extreme value distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to environmental and related topics (62P12)

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Cited in

(13)

• A Bayesian approach to extended models for exceedance
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
• Regression models for exceedance data: a new approach
• Skew generalized extreme value distribution: probability-weighted moments estimation and application to block maxima procedure
• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• CONSTRUCTION OF STATISTICAL CRITERIA TAKING INTO ACCOUNT THE INFLUENCE OF THE EXTREMAL ENVIRONMENT
• scientific article; zbMATH DE number 7280240 (Why is no real title available?)
• L-moments of the Birnbaum-Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data
• A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data
• Probability models and some mathematical techniques on parameter estimation for daily rainfall extremes: application to daily rainfall in southern Thailand
• Bayesian time-varying quantile regression to extremes
• Application of nonparametric approach to extreme value inference in distribution estimation of sample maximum and its properties
• Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation

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