Characteristic and Moment Generating Functions of Generalised Pareto (GP3) and Weibull Distributions

References (19)

1. 1 An Algorithm for the Machine Calculation of Complex Fourier Series [DOI]
2. 2 Regional Frequency Analysis [DOI]
3. 3 The Advanced Theory of Statistics [DOI]
4. 4 Estimation of the Generalized Extreme-Value Distribution by the Method of Probability-Weighted Moments [DOI]
5. 5 Parameter and Quantile Estimation for the Generalized Pareto Distribution [DOI]
6. 6 Bayesian analysis of extreme events with threshold estimation [DOI]
7. 7 Tests of the Generalized Pareto Distribution for Predicting Extreme Wind Speeds [DOI]
8. 8 Modified Weibull distribution for maximum and significant wave height simulation and prediction [DOI]
9. 9 Uncertainties of extreme rainfall quantiles estimated by a stochastic rainfall model and by a generalized Pareto distribution / Incertitudes des quantiles extrêmes de pluie estimés par un modèle stochastique d'averses et par une loi de Pareto généralisée [DOI]
10. 10 Quantile estimation for the generalized pareto distribution with application to finance [DOI]
11. 11 On the characteristic functions for extreme value distributions [DOI]
12. 12 Application of Weibull model for redefined significant wave height distributions [DOI]
13. 13 On Generalized Pareto Distributions
14. 14 Improved FFT approximations of probability functions based on modified quadrature rules [DOI]
15. 15 Characteristic and Moment Generating Functions of Three Parameter Weibull Distribution-an Independent Approach
16. 16 Estimation of Generalized Pareto Distribution from Censored Flood Samples using Partial L-moments [DOI]
17. 17 Actuarial modelling of extremal events using transformed generalized extreme value distributions and generalized pareto distributions
18. 18 IDENTIFICATION AND CHARACTERIZATION OF EXTREME RAINFALLS DISTRIBUTION IN MALANG RESIDENCE [DOI]
19. 19 Computing VAR and AVaR in Infinitely Divisible Distributions [DOI]

Cited by 12

Showing 3 of 12 known citations — external sources report more than can currently be individually listed.

Related research

• Edge-Complement Graphs – Another Approach — shares topic coverage
• Exponentiated Transmuted Generalized Inverse Weibull Distribution a Generalization of the Generalized Inverse Weibull Distribution — shares topic coverage
• Central Limit Theorem and Its Applications in Determining Shoe Sizes of University Students — shares topic coverage
• Odoma Distribution and Its Application — shares topic coverage
• Burr X Exponential – G Family of Distributions: Properties and Application — shares topic coverage