On the q-Generalized Extreme Value Distribution

On the q-Generalized Extreme Value Distribution

Asymmetrical models such as the Gumbel, logistic, Weibull and generalized extreme value distributions have been extensively utilized for modeling various random phenomena encountered for instance in the course of certain survival, financial or reliability studies. We hereby introduce q-analogues of...

Descripción completa

Detalles Bibliográficos
Autores principales:	Serge B. Provost, Abdus Saboor, Gauss M. Cordeiro, Muhammad Mansoor
Formato:	Artículo
Lenguaje:	English
Publicado:	Instituto Nacional de Estatística \| Statistics Portugal 2018-02-01
Colección:	Revstat Statistical Journal
Materias:	extreme value theory generalized extreme value distribution goodness-of-fit statistics Gumbel distribution moments Monte Carlo simulations
Acceso en línea:	https://revstat.ine.pt/index.php/REVSTAT/article/view/232

Ejemplares similares

Bivariate q- generalized extreme value distribution: A comparative approach with applications to climate related data
por: Laila A. Al-Essa, et al.
Publicado: (2024-04-01)

Bridging Extremes: The Invertible Bimodal Gumbel Distribution
por: Cira G. Otiniano, et al.
Publicado: (2023-11-01)

The Three Extreme Value Distributions: An Introductory Review
por: Alex Hansen
Publicado: (2020-12-01)

Statistical modelling of extreme values: Application to calculate extreme flow at river Rasina
por: Kovačević Miljan, et al.
Publicado: (2014-01-01)

Modelarea dinamicii temporale a doborâturilor produse de vânt, prin metoda evenimentelor extreme [Modeling of temporal dynamics of windthrow by extreme events method]
por: Popa I
Publicado: (1999-07-01)

Goodness-of-fit tests for extreme value distributions
por: Zainal Abidin, Nahdiya
Publicado: (2013)

Tolerance Interval for the Mixture Normal Distribution Based on Generalized Extreme Value Theory
por: Junjun Jiao, et al.
Publicado: (2024-04-01)

Linking Pareto-Tail Kernel Goodness-Offit Statistics with Tail Index at Optimal Threshold and Second Order Estimation
por: Yuri Goegebeur, et al.
Publicado: (2008-03-01)

Error Structure of Metastatistical and Generalized Extreme Value Distributions for Modeling Extreme Rainfall in Austria
por: Harald Schellander, et al.
Publicado: (2019-09-01)

The bounded inverse Weibull distribution: An extreme value alternative for application to environmental maxima?
por: Earl Bardsley, et al.
Publicado: (2021-01-01)

Analytical advances in homeowner flood risk quantification considering insurance, building replacement value, and freeboard
por: Md Adilur Rahim, et al.
Publicado: (2023-10-01)

TL-moments of the exponentiated generalized extreme value distribution
por: Noura A.T. Abu El-Magd
Publicado: (2010-10-01)

Optimization of Parameters in the Generalized Extreme-Value Distribution Type 1 for Three Populations Using Harmonic Search
por: Juan Pablo Molina-Aguilar, et al.
Publicado: (2019-05-01)

Estimating Parametersof Gumbel Distribution For Maximum Values By using Simulation
por: Baghdad Science Journal
Publicado: (2016-12-01)

Detecting Extreme Values with Order Statistics in Samples from Continuous Distributions
por: Lorentz Jäntschi
Publicado: (2020-02-01)

Estimation of Parameters of the Beta-Extreme Value Distribution
por: Zafar Iqbal, et al.
Publicado: (2008-09-01)

Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index
por: Katleho Makatjane, et al.
Publicado: (2021-03-01)

Combining Groundwater Flow Modeling and Local Estimates of Extreme Groundwater Levels to Predict the Groundwater Surface with a Return Period of 100 Years
por: Hans Kupfersberger, et al.
Publicado: (2020-09-01)

Probabilistic earthquake hazard parameterization for Indo-Burma region using extreme value approach
por: Vickey Sharma, et al.
Publicado: (2022-12-01)

Grey parameter estimation method for extreme value distribution of short-term wind speed data
por: Yichen Lv, et al.
Publicado: (2024-03-01)

Evaluation of Load Values Using the Gumbel Model
por: Wolinski S., et al.
Publicado: (2012-06-01)

Extreme Value Distributions in Hydrological Analysis in the Mekong Delta: A Case Study in Ca Mau and An Giang Provinces, Vietnam
por: Dang Cuong, et al.
Publicado: (2019-06-01)

Estimation of the generalized extreme-value distribution by the method of probability-weighted moments /
por: 260966 Hosking, J. R. M., et al.

The asymptotic of the distribution of the maxima of the nonidentically distributed random variables
por: Arvydas Jokimaitis
Publicado: (2004-12-01)

Some best‐fit probability distributions for at‐site flood frequency analysis of the Ume River
por: Samara Kousar, et al.
Publicado: (2020-09-01)

On the uncertainty of long-period return values of extreme daily precipitation
por: Michael F. Wehner, et al.
Publicado: (2024-03-01)

Application of Distribution Extreme Value for Analyzing of Extreme Temperatures in Kermanshah Province
por: Reza Afrousheh, et al.
Publicado: (2020-07-01)

A Goodness-of-Fit Test with Focus on Conditional Value at Risk
por: José Renato Haas Ornelas, et al.
Publicado: (2008-10-01)

A New Class of Reduced-Bias Generalized Hill Estimators
por: Lígia Henriques-Rodrigues, et al.
Publicado: (2024-09-01)

A New Version of Cubic Rank Transmuted Gumbel Distribution
por: Doaa Abd K. Elhertaniy
Publicado: (2023-03-01)

The Topp-Leone generalized extreme value distribution: Extreme value analysis and return level estimation of the PM2.5 in Chiang Mai, Thailand
por: Sirinapa Aryuyuen, et al.
Publicado: (2022-12-01)

Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption
por: Katleho Makatjane
Publicado: (2022-07-01)

Revisiting the link between extreme sea levels and climate variability using a spline-based non-stationary extreme value analysis
por: Jérémy Rohmer, et al.
Publicado: (2021-09-01)

Generalized Extreme Value Distribution for Modeling Earthquake Risk in Makran Subduction Zone Using Extreme Value Theory
por: Adil Rehman, et al.
Publicado: (2023-12-01)

Variability, Statistical Distributions and Trends of Precipitation Extremes on the Island of Sardinia, 1951–2000: Result Dependence on Network Density
por: P. Boi
Publicado: (2018-11-01)

Extreme value theory in engineering /
por: Castillo, Enrique, 1946-
Publicado: (1988)

The mathematical formula of the intravaginal ejaculation latency time (IELT) distribution of lifelong premature ejaculation differs from the IELT distribution formula of men in the general male population
por: Paddy K.C. Janssen, et al.
Publicado: (2016-03-01)

The Gumbel-Lomax Distribution: Properties and Applications
por: M.H. Tahir, et al.
Publicado: (2016-02-01)

Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk
por: Catalina Bolancé, et al.
Publicado: (2021-04-01)

Influence of Pacific Decadal Oscillation on global precipitation extremes
por: Wenguang Wei, et al.
Publicado: (2021-01-01)