The generalized extreme value distribution

DOI10.1016/S0165-1765(03)00035-1zbMath1254.60019MaRDI QIDQ1927324

Turan G. Bali

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

extreme value theorygeneralized extreme value distributiongeneralized Pareto distributionBox-Cox GEV distribution

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

Related Items (11)

Bayesian approaches for analyzing earthquake catastrophic risk ⋮ Truncated skewed type III generalized logistic distribution: risk measurement applications ⋮ Capturing information in extreme events ⋮ Extreme value distributions: an overview of estimation and simulation ⋮ Subbotin graphical models for extreme value dependencies with applications to functional neuronal connectivity ⋮ Long-tail longitudinal modeling of insurance company expenses ⋮ Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations ⋮ An imputation-based approach for parameter estimation in the presence of ambiguous censoring with application in industrial supply chain ⋮ ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA ⋮ Goodness-of-fit tests for the Gompertz distribution ⋮ Sparse regression for extreme values

Cites Work

• Statistical inference using extreme order statistics
• Sur la distribution limite du terme maximum d'une série aléatoire
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