Date
2017-10Type
ArticleJournal title
Taylor & FrancisIssue
Vol. 20 No. 46Author(s)
sumaya saleh eljabrisaralees nadarajah
Pages
10203 - 10235Abstract
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.