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Extremal generators and extremal distributions for the continuous s-convex stochastic orderings

✍ Scribed by Michel Denuit; Etienne De Vylder; Claude Lefèvre


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
178 KB
Volume
24
Category
Article
ISSN
0167-6687

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✍ D. J. Dupuis 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 83 KB

The Generalized Extreme Value distribution (GEVD) was introduced by Jenkinson (1955; Quarterly Journal of the Meteorological Society 81, 158±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