Extreme Value Distributions: An Overview of Estimation and Simulation
Author(s) -
Bashir Ahmed Albashir Abdulali,
Mohd Aftar Abu Bakar,
Kamarulzaman Ibrahim,
Noratiqah Mohd Ariff
Publication year - 2022
Publication title -
journal of probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 1687-9538
pISSN - 1687-952X
DOI - 10.1155/2022/5449751
Subject(s) - extreme value theory , statistics , estimator , mathematics , mean squared error , generalized extreme value distribution , statistic , goodness of fit , estimation , econometrics , method of moments (probability theory) , economics , management
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