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The Kumaraswamy GEV distribution - University of Manchester

The Kumaraswamy GEV distribution - University of Manchester

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<strong>Kumaraswamy</strong>, P. (1980). Generalized probability density-function for double-bounded random-processes. Journal <strong>of</strong><br />

Hydrology, 46, 79-88.<br />

Leadbetter, M. R., Lindgren, G. and Rootzén, H. (1987). Extremes and Related Properties <strong>of</strong> Random Sequences and<br />

Processes. Springer Verlag, New York.<br />

Ponnambalam, K., Seifi, A. and Vlach, J. (2001). Probabilistic design <strong>of</strong> systems with general <strong>distribution</strong>s <strong>of</strong><br />

parameters. International Journal <strong>of</strong> Circuit <strong>The</strong>ory and Applications, 29, 527-536.<br />

R Development Core Team (2011). A Language and Environment for Statistical Computing. R Foundation for Statistical<br />

Computing. Vienna, Austria.<br />

Resnick, S. I. (2008). Extreme Values, Regular Variation, and Point Processes. Springer Verlag, New York.<br />

Tolikas, K. and Gettinby, G. D. (2009). Modelling the <strong>distribution</strong> <strong>of</strong> the extreme share returns in Singapore. Journal <strong>of</strong><br />

Empirical Finance, 16, 254-263.<br />

Zwiers, F. W., Zhang, X. and Feng, Y. (2011). Anthropogenic influence on long return period daily temperature<br />

extremes at regional scales. Journal <strong>of</strong> Climate, 24, 881-892.<br />

S.Eljabri (<strong>University</strong> <strong>of</strong> <strong>Manchester</strong>) Kum-<strong>GEV</strong> Distribution MRSc, Sep 28,2012 36 / 39

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