The first and the second e of the extreme value distribution, EV1

DOI10.1007/BF01544179zbMath0722.60046MaRDI QIDQ756268

M. A. J. van Montfort, A. Otten

Publication date: 1991

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

Poisson modelgeneralized Pareto distributionpeak over thresholdextreme-value distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Distribution theory (60E99)

Related Items (2)

A comparative evaluation of the estimators of the three-parameter generalized pareto distribution ⋮ Parameter estimation for 2-parameter generalized Pareto distribution by POME

Cites Work

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