Results 1 to 10 of about 239,534 (99)
Atmosphere, 2023 The intensification of global warming under the influence of human activities has directly led to an increase in the magnitude of changes in the climate system, further exacerbating the impact on the global water cycle and making extreme weather events ...
Ting Chen, Jie Gao, Tianqi Ao
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Extreme Value Index Estimation by Means of an Inequality Curve
Mathematics, 2020 A characterizing property of Zenga (1984) inequality curve is exploited in order to develop an estimator for the extreme value index of a distribution with regularly varying tail.
Emanuele Taufer +4 more
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Mean-of-Order-p Location-Invariant Extreme Value Index Estimation
Revstat Statistical Journal, 2016 A simple generalisation of the classical Hill estimator of a positive extreme value index (EVI) has been recently introduced in the literature. Indeed, the Hill estimator can be regarded as the logarithm of the mean of order p = 0 of a certain set of ...
M. Ivette Gomes +2 more
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Improving Second Order Reduced Bias Extreme Value Index Estimation
Revstat Statistical Journal, 2007 Classical extreme value index estimators are known to be quite sensitive to the number k of top order statistics used in the estimation. The recently developed second order reduced-bias estimators show much less sensitivity to changes in k. Here, we are
M. Ivette Gomes +2 more
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Kernel-type estimator for the extreme value index of air temperature
Lietuvos Matematikos Rinkinys, 2017 The article authors obtained of kernel-type estimator for the extreme value index of maximum air temperature.
Arvydas Jokimaitis, Darius Petronaitis
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Modelling Dependencies of Stock Indices During Covid-19 Pandemic by Extreme-Value Copula
JTAM (Jurnal Teori dan Aplikasi Matematika), 2023 Quantifying dependence among variables is the core of all modelling efforts in financial models. In the recent years, copula was introduced to model the dependence structure among financial assets return, and its application developed fast.
Retno Budiarti +3 more
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An Overview and Open Research Topics in Statistics of Univariate Extremes
Revstat Statistical Journal, 2012 This review paper focuses on statistical issues arising in modeling univariate extremes of a random sample. In the last three decades there has been a shift from the area of parametric statistics of extremes, based on probabilistic asymptotic results in
Jan Beirlant +2 more
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The distribution of minimum air temperature in Lithuania
Lietuvos Matematikos Rinkinys, 2019 The article authors detected distribution estimates of minimum air temperature in Lithuania. Also estimated ultimate minimum temperature record.
Arvydas Jokimaitis, Darius Petronaitis
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Statistics of Extremes in Athletics
Revstat Statistical Journal, 2011 TV shows on any athletic event make clear that those who want gold medals cannot dispense statistics. And the statistics more appealing to champions and coachers are the extreme order statistics, and in particular maximum (or minimum) values and records.
Lígia Henriques-Rodrigues +2 more
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Trends and variability of extreme climate indices in the Boucle du Mouhoun (Burkina Faso)
Georeview, 2023 The main objective of this study is to analyse the trends and variability of extreme weather indices in the Boucle du Mouhoun region of Burkina Faso.
Songanaba ROUAMBA +4 more
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