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...

Fuld beskrivelse

Bibliografiske detaljer
Main Authors: Serge B. Provost, Abdus Saboor, Gauss M. Cordeiro, Muhammad Mansoor
Format: Article
Sprog:English
Udgivet: Instituto Nacional de Estatística | Statistics Portugal 2018-02-01
Serier:Revstat Statistical Journal
Fag:
extreme value theory
generalized extreme value distribution
goodness-of-fit statistics
Gumbel distribution
moments
Monte Carlo simulations
Online adgang:https://revstat.ine.pt/index.php/REVSTAT/article/view/232

Internet

https://revstat.ine.pt/index.php/REVSTAT/article/view/232

Lignende værker