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Trend Analysis of Extreme Values
2011In 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
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Application of Extreme Value Theory for Before-After Road Safety Analysis
Transportation Research Record, 2019Because of well-recognized quality and quantity problems associated with historical crash data, traffic conflict techniques have been increasingly used in before-after safety analysis in recent years.
Lai Zheng, T. Sayed
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IT Design for Resiliency Using Extreme Value Analysis
2021Safety-critical systems are designed to operate millions of hours without losing or harming life. Millions of hours enable events with small occurrence probability to materialise. Owing to this, rare events have to be factored when designing for millions of safe operating hours.
Szilárd Bozóki, András Pataricza
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Problems in the extreme value analysis
Structural Safety, 2008Engineering 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 ...
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Application of extreme value analysis to Weibull data
Quarterly Journal of the Royal Meteorological Society, 1983AbstractIn the application of extreme value analysis it is usually assumed that the size of the samples from which the extreme values are obtained is sufficiently large for the asymptotic extreme value distribution to be used. The necessary sample size depends upon the population distribution and this is generally not known; but assuming a Weibull ...
DJT CARTER, PG CHALLENOR
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A time-variant extreme-value event evolution method for time-variant reliability analysis
Mechanical systems and signal processing, 2019In this paper, we propose a time-variant extreme-value event evolution method (TEEM). The time-evolution process of extreme-value event is firstly proposed in this paper.
M. Ping, Xu Han, C. Jiang, X. Xiao
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Before-after safety analysis using extreme value theory: A case of left-turn bay extension.
Accident Analysis and Prevention, 2018There is growing interest in the use of traffic conflicts in before and after safety evaluations because of well-recognized quality and quantity problems associated with historical crash records.
Lai Zheng, T. Sayed, Ahmed Tageldin
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Bivariate Extreme Value Analysis of Rainfall and Temperature in Nigeria
Environmental Modelling and Assessment, 2021Q. Chukwudum, S. Nadarajah
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Bayesian analysis of the extreme value of a time history
Reliability Engineering & System Safety, 1988Abstract This paper addresses the problem of estimating the peak factor of a stationary Gaussian process from the analysis of a single sample record of short duration. Successive extrema of the sample are ordered by decreasing magnitude and used to update the distribution of the maximum likelihood of the peak factor.
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