Skip to main content

Univariate Extremes; Statistical Choice

  • Chapter
Statistical Extremes and Applications

Part of the book series: NATO ASI Series ((ASIC,volume 131))

Abstract

Different procedures for choosing between Fréchet, Gumbel and Weibull models to fit data are described in the paper. The first one is the one presented by the author which using von Mises-Jenkinson unifying form, has a locally optimal behaviour at the neighbourhood of Gumbel distribution. After, approaches developed by van Montfort, van Montfort and Otten, Galambos and Gomes are described, as well as a modified use of probability paper.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 259.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 329.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 329.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Galambos, J. (1980), “A Statistical Test for Extreme Value Distributions”, Coll. Math. Soc. Janos Bolyai 32, Budapest, pp. 221–230.

    Google Scholar 

  • Gomes, M. Ivette (1982), “A Note on Statistical Choice of Univariate Extreme Models”, Act. I X, Jorn. Hispano-Lusas Mat., to be pubi.

    Google Scholar 

  • Jenkinson, A.F. (1955), “The Frequency Distribution of the Annual Maximum (or Minimum) Values of Meteorological Elements, Quat. J. Roy. Meteorol. Soc. 81, pp. 158–171.

    Google Scholar 

  • Pickands, James, III (1975), “Statistical Inference Using Extreme Order Statistics”, Ann. Stat., vol. 3, pp. 119–131.

    Article  MathSciNet  MATH  Google Scholar 

  • Tiago de Oliveira, J. (1981), “Statistical Choice of Univariate Extreme Models”, Stat. Distr. in Scient. Work, C. Taillie et al. (eds.), vol. 6, pp. 367–387, D. Reidel Publ. Co.

    Google Scholar 

  • Tiago de Oliveira, J. (1982), “Decision and Modelling for Extremes”, Some Recent Advances in Statistics, J. Tiago de Oliveira and B. Epstein (eds.), pp. 101–110, Academic Press.

    Google Scholar 

  • Tiago de Oliveira, J. (1982’), “The 6-method for Obtention of Asymptotic Distributions; Applications”, Publ. Inst. Stat. Univ. Paris, XXVII, pp. 49–70.

    Google Scholar 

  • Tiago de Oliveira, J. (1983), “Statistical Choice of Non-Separated Models”, to be publ.

    Google Scholar 

  • Tiago de Oliveira, J. (1983’), “Probability Paper and Plotting Positions - a New Approach”, to be publ.

    Google Scholar 

  • von Montfort, M.A.J. (1973), “An Asymmetric Test of the Type of Distribution of Extremes”, Meded. Landbouwhogeschool Wageningen (73–18), pp. 1–15.

    Google Scholar 

  • von Montfort, M.A.J. and Otten, Albert (1978), “On Testing a Shape Parameter in Presence of a Location and a Scale Parameter”, Math. Operations forsch, Stat., Ser. Statistics, vol. 9, n9, pp. 91–104.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1984 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

de Oliveira, J.T. (1984). Univariate Extremes; Statistical Choice. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_7

Download citation

  • DOI: https://doi.org/10.1007/978-94-017-3069-3_7

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics