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...

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Dettagli Bibliografici
Autori principali:	Serge B. Provost, Abdus Saboor, Gauss M. Cordeiro, Muhammad Mansoor
Natura:	Articolo
Lingua:	English
Pubblicazione:	Instituto Nacional de Estatística \| Statistics Portugal 2018-02-01
Serie:	Revstat Statistical Journal
Soggetti:	extreme value theory generalized extreme value distribution goodness-of-fit statistics Gumbel distribution moments Monte Carlo simulations
Accesso online:	https://revstat.ine.pt/index.php/REVSTAT/article/view/232

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