Extreme Value Distributions: An Overview of Estimation and Simulation
The generalized extreme value distribution (GEVD) and various extreme value distributions are commonly applied in air pollution, telecommunications, operational risk management, finance, insurance, material sciences, economics, and hydrology, among many other industries that deal with extreme events...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2022-01-01
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Series: | Journal of Probability and Statistics |
Online Access: | http://dx.doi.org/10.1155/2022/5449751 |