A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data

DOI10.1080/00949655.2015.1107909OpenAlexW2592905339WikidataQ57496444 ScholiaQ57496444MaRDI QIDQ5222475

Eliane C. Pinheiro, Silvia L. P. Ferrari

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.02708

zbMATH Keywords

kurtosisheavy-tailed distributionGumbel distributiongeneralized extreme value distributionnon-identifiable modelwind speed

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Generalized logistic distribution and its regression model ⋮ Invited article by M. Gidea: Extreme events and emergency scales ⋮ The exponentiated Gumbel type-2 distribution: properties and application ⋮ Two-species diffusion-annihilation process on the fully-connected lattice: probability distributions and extreme value statistics ⋮ Random sequential adsorption of k-mers on the fully-connected lattice: probability distributions of the covering time and extreme value statistics

Uses Software

• Ox

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