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A mixture transmuted generalized extreme value distribution: Definition and properties [PDF]
EPJ Web of ConferencesExtreme events are often described using generalized extreme value models, which are crucial for quantifying their impact. In prior studies, researchers have utilized the quadratic rank transmutation map to construct a comprehensive family of probability
Yang Yu, Sun HongGuang, Xu Zheng
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Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [PDF]
تحقیقات مالی, 2016 This paper examines whether combining Generalized Hyperbolic Skew-t distribution, recently introduced in the field of insurance, and Extreme Value Theory (EVT) could result in a modeling of loss function that could model central value as well as extreme ...
Saeed Bajalan +2 more
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Modeling climate extremes using the four-parameter kappa distribution for r-largest order statistics
Weather and Climate Extremes, 2023 Accurate estimation of the T-year return levels of climate extremes using statistical distribution is a critical step in the projection of future climate and in engineering design for disaster response.
Yire Shin, Jeong-Soo Park
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Cramer-von Mises and Anderson-Darling goodness of fit tests for extreme value distributions with unknown parameters [PDF]
, 2004 The use of goodness of fit tests based on Cramer-von Mises and Anderson-Darling statistics is discussed, with reference to the composite hypothesis that a sample of observations comes from a distribution, FH, whose parameters are unspecified.
Laio, Francesco, Francesco Laio
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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
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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
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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
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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
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Numerical Convergence of the Block-Maxima Approach to the Generalized Extreme Value Distribution [PDF]
Journal of Statistical Physics, 2011 In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory.
Faranda, Davide +3 more
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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
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