Modelling extremal events using Gnedenko distributions

DOI10.1088/0305-4470/32/7/003zbMATH Open0933.60058OpenAlexW2022448168WikidataQ124881829 ScholiaQ124881829MaRDI QIDQ4258358FDOQ4258358

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

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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)

Cited In (7)

• Explaining the seismic moment of large earthquakes by heavy and extremely heavy tailed models
• Periodic point processes: theory and application
• 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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