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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Bibliografski detalji
Glavni autori: Serge B. Provost, Abdus Saboor, Gauss M. Cordeiro, Muhammad Mansoor
Format: Članak
Jezik:English
Izdano: Instituto Nacional de Estatística | Statistics Portugal 2018-02-01
Serija:Revstat Statistical Journal
Teme:
extreme value theory
generalized extreme value distribution
goodness-of-fit statistics
Gumbel distribution
moments
Monte Carlo simulations
Online pristup:https://revstat.ine.pt/index.php/REVSTAT/article/view/232

Internet

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

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