Parameter and quantile estimation for th
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D. J. Dupuis
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Article
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1999
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John Wiley and Sons
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English
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The Generalized Extreme Value distribution (GEVD) was introduced by Jenkinson (1955; Quarterly Journal of the Meteorological Society 81, 158ยฑ171) 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