A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data

DOI10.1080/00949655.2015.1107909MaRDI QIDQ5222475zbMATH OpenOpenAlexWikidataFDO

Authors Eliane C. Pinheiro, Silvia L. P. Ferrari

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.02708

zbMATH Keywords

generalized extreme value distributionkurtosisGumbel distributionheavy-tailed distributionnon-identifiable modelwind speed

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• An adjusted boxplot for skewed distributions
• An introduction to statistical modeling of extreme values
• Comparing downside risk measures for heavy tailed distributions
• Detecting parameter redundancy
• Discrimination among some parametric models
• Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
• Generalized Gumbel distribution
• Heavy-Tail Phenomena
• Nonparametric Analysis of Univariate Heavy‐Tailed Data
• Numerical Optimization
• On the transmuted extreme value distribution with application
• Order statistics from the type i generalized logistic distribution
• Small-sample likelihood inference in extreme-value regression models
• Small-sample one-sided testing in extreme value regression models
• Sur la distribution limite du terme maximum d'une série aléatoire
• The beta Gumbel distribution
• The four-parameter kappa distribution
• The new class of Kummer beta generalized distributions

Cited in

(11)

• Invited article by M. Gidea: Extreme events and emergency scales
• Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
• Generalized logistic distribution and its regression model
• The exponentiated Gumbel type-2 distribution: properties and application
• Extended generalized extreme value distribution with applications in environmental data
• New generalized extreme value distribution with applications to extreme temperature data
• Two-species diffusion-annihilation process on the fully-connected lattice: probability distributions and extreme value statistics
• Generalized Gumbel distribution
• Random sequential adsorption of k-mers on the fully-connected lattice: probability distributions of the covering time and extreme value statistics
• Using the gh distribution to model extreme wind speeds.
• Probability models and some mathematical techniques on parameter estimation for daily rainfall extremes: application to daily rainfall in southern Thailand

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Uses Software

• Ox

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