Modelling extremal events using Gnedenko distributions

DOI10.1088/0305-4470/32/7/003MaRDI QIDQ4258358zbMATH OpenOpenAlexWikidataFDO

Authors Henri-François Raynaud, Thierry E. Huillet

Publication date 4 April 2000

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/32/7/003

zbMATH Keywords

earthquake magnitudeGnedenko distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) General quantum mechanics and problems of quantization (81S99)

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(7)

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• L-moments of the Birnbaum-Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data
• The maximum earthquake in future T years: checking by a real catalog
• Estimating generalized state density of near-extreme events and its applications in analyzing stock data
• On rare and extreme events
• ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS

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