Results 41 to 50 of about 239,604 (162)
Using Shrinkage Estimators to Reduce Bias and MSE in Estimation of Heavy Tails
Revstat Statistical Journal, 2019 Bias reduction in tail estimation has received considerable interest in extreme value analysis. Estimation methods that minimize the bias while keeping the mean squared error (MSE) under control, are especially useful when applying classical methods ...
Jan Beirlant +2 more
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On Max-Semistable Laws and Extremes for Dynamical Systems
Entropy, 2021 Suppose (f,X,μ) is a measure preserving dynamical system and ϕ:X→R a measurable observable. Let Xi=ϕ∘fi−1 denote the time series of observations on the system, and consider the maxima process Mn:=max{X1,…,Xn}.
Mark P. Holland, Alef E. Sterk
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On Extreme Value Index Estimation under Random Censoring [PDF]
African Journal of Applied Statistics, 2018 Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it is a critical parameter needed in estimating extreme events such as quantiles and exceedance probabilities. In this
MINKAH, Richard +2 more
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A Note on Second Order Conditions in Extreme Value Theory: Linking General and Heavy Tail Conditions
Revstat Statistical Journal, 2007 Second order conditions ruling the rate of convergence in any first order condition involving regular variation and assuring a unified extreme value limiting distribution function for the sequence of maximum values, linearly normalized, have appeared in
M. Isabel Fraga Alves +3 more
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Heuristic Tools for the Estimation of The Extremal Index
Revstat Statistical Journal, 2018 Clustering of exceedances of a critical level is a phenomenon that concerns risk managers in many areas. The extremal index θ measures the propensity of the large observations in a dataset to cluster.
Marta Ferreira
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Atmosphere, 2023 Due to climate change, extreme temperature events are receiving increased attention. Based on the climate state deviation and threat score (TS), the ability of the Global/Regional Assimilation and Prediction System (GRAPES) ensemble model to forecast ...
Ruixin Wang +3 more
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Swimming performance index based on extreme value theory [PDF]
International Journal of Sports Science & Coaching, 2018 The International Swimming Federation has developed a points system that allows comparisons of results between different events. Such system is important for several reasons, since it is used as a criterion to rank swimmers in awards and selection procedures of national teams.
Daniel T Gomes +1 more
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PROPERTIES OF SELECTED SIGNIFICANCE TESTS FOR EXTREME VALUE INDEX
Acta Universitatis Lodziensis. Folia Oeconomica, 2014 The paper presents two tests verifying the hypothesis about the shape parameter of the generalized distribution of maximum statistic. It is called the extreme value index.
Dorota Pekasiewicz
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Extremal Trees for Logarithmic VDB Topological Indices
AxiomsVertex-degree-based (VDB) topological indices have been applied in the study of molecular structures and chemical properties. At present, the exponential VDB index has been studied extensively.
Zhenhua Su, Hanyuan Deng
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Extreme Value Theory in Application to Delivery Delays
Entropy, 2021 This paper uses the Extreme Value Theory (EVT) to model the rare events that appear as delivery delays in road transport. Transport delivery delays occur stochastically.
Marcin Fałdziński +2 more
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