Results 1 to 10 of about 490,818 (297)
GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY [PDF]
International Journal of Bifurcation and Chaos, 2012 We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight into the local stability properties of dynamical systems. The indicator performs faster than others based on the iteration of the tangent map since it requires only the evolution of the original systems and, in the chaotic ...
Faranda, Davide +3 more
openaire +4 more sources
Al-Jabar, 2016 Extreme event such as extreme rainfall have been analyzed and most concern for the country all around the world. There are two common distribution for extreme value which are Generalized Extreme Value distribution and Generalized Pareto distribution ...
Achi Rinaldi
doaj +1 more source
暴雨灾害, 2022 The study on the return period of extreme precipitation can improve the understanding of precipitation regularity, which is of great significance for preventing urban waterlogging, farmland waterlogging.
Pan CHENG +5 more
doaj +1 more source
An application of extreme value theory in modelling extreme share returns [PDF]
, 2008 Extreme value theory (EVT) methods are used to investigate the asymptotic distribution/s of the extreme minima and maxima of the Athens Stock Exchange daily returns over the period 1976–2001.
Tolikas, K
core +1 more source
Mixing properties in the advection of passive tracers via recurrences and extreme value theory [PDF]
, 2014 In this paper we characterize the mixing properties in the advection of passive tracers by exploiting the extreme value theory for dynamical systems. With respect to classical techniques directly related to the Poincar\'e recurrences analysis, our method
Faranda, Davide +2 more
core +5 more sources
An Overview of Statistical Methods for Studying the Extreme Rainfalls in Mediterranean
Proceedings, 2017 Extreme rainfall is one of the most devastating natural events. The frequency and intensity of these events has increased. This trend will likely continue as the effects of climate change become more pronounced.
Georgia Lazoglou +1 more
doaj +1 more source
Earth and Space Science, 2019 Incorrect estimation of extreme values of daily precipitation can have severe consequences in hydrological and engineering applications. Recent advances in the study of extreme precipitation have shown that the Metastatistical Extreme Value Distribution (
Harald Schellander +2 more
doaj +1 more source
Atmosphere, 2021 A Bayesian hierarchical framework with a Gaussian copula and a generalized extreme value (GEV) marginal distribution is proposed for the description of spatial dependencies in data.
J. Agustín García +3 more
doaj +1 more source
Improving Probability-Weighted Moment Methods for the Generalized Extreme Value Distribution
Revstat Statistical Journal, 2008 In 1985 Hosking et al. estimated with the so-called Probability-Weighted Moments (PWM) method the parameters of the Generalized Extreme Value (GEV) distribution, the latter being classically fitted to maxima of sequences of independent and identically ...
Jean Diebolt +3 more
doaj +1 more source
Statistical modeling of maximum temperature in Guinea [PDF]
Anais da Academia Brasileira de CiênciasA statistical analysis of maximum temperature from twelve weather stations in parts of Guinea is provided. Using maximum likelihood estimation, maximum temperature data was fitted by the Generalized Extreme Value distribution. Data from all of the twelve
MALICK KEBE, SARALEES NADARAJAH
doaj +1 more source