The Kumaraswamy GEV distribution

S. Eljabri and S. Nadarajah

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 20, 10203-10235

Abstract: The popular generalized extreme value (GEV) distribution has not been a flexible model for extreme values in many areas. We propose a generalization – referred to as the Kumaraswamy GEV distribution – and provide a comprehensive treatment of its mathematical properties. We estimate its parameters by the method of maximum likelihood and provide the observed information matrix. An application to some real data illustrates flexibility of the new model. Finally, some bivariate generalizations of the model are proposed.

Date: 2017
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DOI: 10.1080/03610926.2016.1231815

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