Results 21 to 30 of about 64,674 (254)
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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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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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
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Spatial Patterns in the Extreme Dependence of Ozone Pollution between Cities in China’s BTH Region
Atmosphere, 2023 Ozone pollution in China has become increasingly severe in recent years. Considering the damage that extreme ozone pollution may cause and the fact that the occurrence of extreme ozone pollution among different locations may be related, this paper uses ...
Lu Deng, Siqi Sheng
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