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

DOI10.1080/00949655.2015.1107909OpenAlexW2592905339WikidataQ57496444 ScholiaQ57496444MaRDI QIDQ5222475FDOQ5222475

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• An adjusted boxplot for skewed distributions
• The beta Gumbel distribution
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• Generalized Gumbel distribution
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• Discrimination among some parametric models
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• Order statistics from the type i generalized logistic distribution
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• Small-sample one-sided testing in extreme value regression models
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• Comparing downside risk measures for heavy tailed distributions
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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
• Probability models and some mathematical techniques on parameter estimation for daily rainfall extremes: application to daily rainfall in southern Thailand
• Using the \(gh\) distribution to model extreme wind speeds.

Uses Software

• Ox

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