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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Váldodahkkit: Serge B. Provost, Abdus Saboor, Gauss M. Cordeiro, Muhammad Mansoor
Materiálatiipa: Artihkal
Giella:English
Almmustuhtton: Instituto Nacional de Estatística | Statistics Portugal 2018-02-01
Ráidu:Revstat Statistical Journal
Fáttát:
extreme value theory
generalized extreme value distribution
goodness-of-fit statistics
Gumbel distribution
moments
Monte Carlo simulations
Liŋkkat:https://revstat.ine.pt/index.php/REVSTAT/article/view/232

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

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