Estimation and testing of quantiles of the extreme-value distribution
β Scribed by Khatab M. Hassanein; A.K.Md. Ehsanes Saleh; Edward F. Brown
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 757 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0378-3758
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The Generalized Extreme Value distribution (GEVD) was introduced by Jenkinson (1955; Quarterly Journal of the Meteorological Society 81, 158Β±171) as a model for extremes of natural phenomena such as sea level, rainfall, river heights and air pollutants. The GEVD is a three-parameter family with a lo
The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated. Compar