Linear combination of Gumbel random variables

DOI10.1007/s00477-006-0063-4zbMath1268.62019OpenAlexW2047765845MaRDI QIDQ1001499

Saralees Nadarajah

Publication date: 18 February 2009

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-006-0063-4

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Related Items (5)

Structural estimation of switching costs for peaking power plants ⋮ When is coarseness not a curse? Comparative statics of the coarse random utility model ⋮ On the characteristic functions for extreme value distributions ⋮ Exact distribution of the linear combination ofpGumbel random variables ⋮ On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance

Cites Work

• Analysis of extreme hydrologic events with Gumbel distributions: Marginal and additive cases
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