Extreme value models with application to drought data

被引：1

作者：

Nadarjah S. ^{[1
]}

机构：

[1] Department of Statistics, University of Nebraska, Lincoln

来源：

Allgemeines Statistisches Archiv | 2006年 / 90卷 / 3期

关键词：

Drought modeling; Extreme value distributions; Products of random variables;

D O I：

10.1007/s10182-006-0242-0

中图分类号：

学科分类号：

摘要：

The exact distributions of the productXY are derived whenX andY are independent random variables and come from the extreme value distribution of Type I, the extreme value distribution of Type II or the extreme value distribution of Type III. Of the, six possible combinations, only three yield closed-form expressions for the distribution ofXY. A detailed application of the results is provided to drought data from Nebraska. © Physica-Verlag 2006.

引用

页码：403 / 418

页数：15

共 36 条

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