On the characteristic functions for extreme value distributions

DOI10.1007/S10687-012-0151-4zbMath1329.60016OpenAlexW2046892211MaRDI QIDQ907379

Tibor K. Pogány, Saralees Nadarajah

Publication date: 25 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-012-0151-4

zbMATH Keywords

characteristic functionextreme value distribution of type 2extreme value distribution of type 3Fox's \(H\) functionWright generalized hypergeometric {\(\Psi\)} function

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characteristic functions; other transforms (60E10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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