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

DOI10.1007/BF01544179zbMATH Open0722.60046MaRDI QIDQ756268FDOQ756268

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

Publication date: 1991

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

Recommendations

• Testing extreme value models
• Publication:3486670
• On a basis for peaks over threshold modeling
• scientific article; zbMATH DE number 1454116
• Statistical inference for a binomial-generalized Pareto compound extreme value distribution model

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

• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• 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

This page was built for publication: The first and the second e of the extreme value distribution, EV1

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q756268)