On the transmuted extreme value distribution with application

DOI10.1016/J.NA.2009.01.168zbMATH Open1238.60018OpenAlexW2004044457MaRDI QIDQ419941FDOQ419941

Publication date: 20 May 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2009.01.168

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zbMATH Keywords

generalized extreme value distribution Gumbel distribution return level transmutation map

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)

Cites Work

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The Skew-normal Distribution and Related Multivariate Families*
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Airline spill analysis using Gumbel and Moyal probability distributions

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