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Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
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This article is published in Annals of Mathematics.The article was published on 1943-07-01. It has received 2037 citations till now.read more
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Estimating return periods for daily precipitation extreme events over the Brazilian Amazon
TL;DR: In this article, the authors modeled the occurrence of daily precipitation extreme events and estimated the return period of these events through the extreme value theory (GEV) and the generalized Pareto distribution (GPD).
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An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000
TL;DR: In this paper, the suitability of the following distributions is investigated: Normal, Frechet, Gumbel, Weibull, Generalized Extreme Value (GEV), Generalized Pareto and Generalized Logistic (GL).
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Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
TL;DR: In this article, reduced-bias versions of a simple generalization of the classical Hill estimator of a positive extreme value index (EVI) are put forward, which can be regarded as the logarithm of the mean-of-order-0 of a certain set of statistics.
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Estimation of extreme quantiles from heavy and light tailed distributions
TL;DR: In this article, an estimator of tau which is independent of theta is proposed, which allows to estimate extreme quantiles from Pareto-type and Weibull tail-distributions in an unifi ed way.