Generalized Gumbel model for r-largest order statistics, with an application to peak streamflow.

ABSTRACT: The effective use of available information in extreme value analysis is critical because extreme values are scarce. Thus, applying the r-largest order statistics (rLOS) instead of the block maxima is encouraged in general. The Gumbel distribution for rLOS (rGD) has been employed for modeling the r-largest data. However, the rGD is not flexible enough to capture the variability of the r-largest data because only two parameters are used. This study extends the rGD to the generalized Gumbel distribution for rLOS (rGGD) to address this problem, which incorporates three parameters including a shape parameter. We derive some probability functions of the rGGD. The maximum likelihood estimation, delta method, entropy difference test for r selection, and cross-validated likelihood are considered fo

SUBMITTER: Shin Y 

PROVIDER: S-EPMC11880537 | biostudies-literature | 2025 Mar

REPOSITORIES: biostudies-literature