Mixed-tail quantile functions for extreme value analysis
Statistical Modelling: An International Journal
Published online on August 05, 2026
Abstract
Statistical Modelling, Ahead of Print.
This article introduces a parametric mixed-tail quantile model which flexibly combines Gumbel, Fréchet and Weibull tail behaviours through weighted quantile functions. Unlike classical extreme value models, our approach simultaneously captures multiple ...
This article introduces a parametric mixed-tail quantile model which flexibly combines Gumbel, Fréchet and Weibull tail behaviours through weighted quantile functions. Unlike classical extreme value models, our approach simultaneously captures multiple ...