Modelling extremal events using Gnedenko distributions
Thierry Huillet; Henri-Francois Raynaud
Журнал:
Journal of Physics A: Mathematical and General
Дата:
1999-02-19
Аннотация:
We address the problem of fitting a Gnedenko distribution to a realization of an IID sample, thereby deciding upon the heavy/light character of the upper tail of the phenomenon under study. An illustration based on earthquake magnitude data is supplied.
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