The first and the second e of the extreme value distribution, EV1

DOI10.1007/BF01544179zbMATH Open0722.60046MaRDI QIDQ756268FDOQ756268

Authors: M. A. J. van Montfort, A. Otten 

Publication date: 1991

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

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zbMATH Keywords

Poisson modelgeneralized Pareto distributionpeak over thresholdextreme-value distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Distribution theory (60E99)

Cites Work

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Cited In (5)

• Winter peak electricity load forecasting in South Africa using extreme value theory
• Statistical inference for a binomial-generalized Pareto compound extreme value distribution model
• Comparing extreme models when the sign of the extreme value index is known
• Parameter estimation for 2-parameter generalized Pareto distribution by POME
• A comparative evaluation of the estimators of the three-parameter generalized pareto distribution

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