Results 31 to 40 of about 1,747,393 (329)
Sampling local properties of attractors via Extreme Value Theory [PDF]
, 2014 We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed dynamical system.
Faranda, Davide +3 more
core +5 more sources
Testing Conditions and Estimating Parameters in Extreme Value Theory
Revstat Statistical Journal, 2019 Extreme Value Theory has been asserting itself as one of the most important statistical theories for the applied sciences providing a solid theoretical basis for deriving statistical models describing extreme or even rare events.
Helena Penalva +3 more
doaj +1 more source
Safety analysis of passing maneuvers using extreme value theory
IATSS Research, 2017 The increased availability of detailed trajectory data sets from naturalistic, observational, and simulation-based studies, is a key source for potential improvements in the development of detailed safety models that explicitly account for vehicle ...
Haneen Farah, Carlos Lima Azevedo
doaj +1 more source
Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis
Risks, 2022 Heavy tailedness and interconnectedness widely exist in stock returns and large insurance claims, which contributes to huge losses for financial institutions.
Navya Jayesh Mehta, Fan Yang
doaj +1 more source
Spatial Clustering of Extreme Annual Precipitation in Uruguay
Revista Brasileira de Meteorologia, 2023 The main objective of this work is to study the existence of spatial patterns maximum annual rainfall (through daily observations) within the territory of Uruguay and to show the application of two new statistical tools recently proposed.
Florencia Santiñaque +2 more
doaj +1 more source
Analysis of Extreme Wind Pressure Based on Extreme Value Distribution Theory
AtmosphereWhen extreme wind pressure is predicted based on the extreme value distribution theory, the sampling time–distance and sample volume of wind pressure data are important influencing factors. To discuss and analyze the influence of time–distance and sample
Weihu Chen, Yuji Tian, Fan Bai
doaj +1 more source
New extreme rainfall projections for improved climate resilience of urban drainage systems
Climate Services, 2023 Climate services must provide robust estimates of future changes to precipitation extremes to inform flood risk management and to assess the resilience of existing urban drainage systems in a changing climate.
Steven C. Chan +5 more
doaj +1 more source
Extreme value theory applied to the millennial sunspot number series [PDF]
, 2018 In this work, we use two decadal sunspot number series reconstructed from cosmogenic radionuclide data (14C in tree trunks, SN-14C and 10Be in polar ice, SN-10Be) and the Extreme Value Theory to study variability of solar activity during the last 9 ...
Acero, F. J. +4 more
core +2 more sources
Apriorist self-interest: How it embraces altruism and is not vacuous [PDF]
, 1997 This essay is part of an attempt to reconcile two extreme views in economics: the (neglected) subjective, apriorist approach and the (standard) objective, scientific (i.e., falsifiable) approach.
Lester, J. C.
core +1 more source
A global climatological model of extreme geomagnetic field fluctuations
Journal of Space Weather and Space Climate, 2020 This paper presents a multi-parameter global statistical model of extreme horizontal geomagnetic field fluctuations (dBH/dt), which are a useful input to models assessing the risk of geomagnetically induced currents in ground infrastructure.
Rogers Neil C. +4 more
doaj +1 more source