Results 221 to 230 of about 587,294 (261)

Bayesian Analysis of Extreme Values by Mixture Modeling

Extremes, 2003
It is supposed that the observed exceedances over some fixed threshold are generated by a Poisson process with intensity \[ \Lambda_y= ( 1+\xi(y-\mu)/ \psi)^{-1/\xi}, \] where \(\mu\) is the location, \(\psi\) is the scale and \(\xi\) is the shape parameter.
Bottolo, Leonardo   +3 more
openaire   +4 more sources

Extreme Value Analysis

2000
The extreme (upper or lower) parts of a sample, such as flood discharges; high concentration of air pollutants; claim sizes over a higher priority in reinsurance business; larger losses on financial markets; have exhibited an increasing risk potential during the last decades.
Rolf-Dieter Reiss, Michael Thomas
openaire   +1 more source

Extreme value analysis in biometrics

Biometrical Journal, 2009
AbstractWe review some approaches of extreme value analysis in the context of biometrical applications. The classical extreme value analysis is based on iid random variables. Two different general methods are applied, which will be discussed together with biometrical examples.
openaire   +4 more sources

Regional Extreme Value Analysis

2021
This chapter focuses on the occurrence of extreme natural hazards in non-instrumented locations, whose neighborhood contains sites for which measured data are available. The spatial regionalization approach developed here, which is based on the detection of regions that are homogeneous in terms of risk, allows to propose a localized quantification of ...
Jérôme Weiss, Marc Andreewsky
openaire   +1 more source

Extreme Value Analysis for Financial Risk Management

Annual Review of Statistics and Its Application, 2021
This article reviews methods from extreme value analysis with applications to risk assessment in finance. It covers three main methodological paradigms: the classical framework for independent and identically distributed data with application to risk estimation for market and operational loss data, the multivariate framework for cross-sectional ...
Nolde, N, Zhou, Chen
openaire   +1 more source

Problems in the extreme value analysis

Structural Safety, 2008
Engineering design for structural safety is largely based on the statistics of natural hazards. These statistics are utilized by applying the theory of extremes, which predicts a cumulative distribution function of the extreme events. The parameters of this distribution are found by a fit to the historical extremes and the probabilities of potentially ...
openaire   +3 more sources

Trend Analysis of Extreme Values

2011
In Dierckx and Teugels (Environmetrics 2:1–26) we concentrated on testing whether an instantaneous change occurs in the value of the extreme value index. This short article illustrates with an explicit example that in some cases the extreme value index seems to change gradually rather than instantaneously.
Goedele Dierckx, Jef Teugels
openaire   +1 more source

Home - About - Disclaimer - Privacy