Results 301 to 310 of about 492,581 (337)

General Extreme Value Distribution for the Minima

2021
The General Extreme Value (GEV) distribution is the general solution, found by Jenkinson (1955), to the Stability Postulate that all the extremes must comply with. The GEV distribution has been under study since 1955 and it has experienced a growing acceptance by the practicing engineers as the computing devices have improved every single year since ...
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The generalized extreme value distribution

Economics Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)

2008
In 2000, Ait-Sahalia and Lo have argued that Economic VaR (E-VaR) calculated under option market implied risk neutral density (RND) is a more relevant measure of risk than historically based VaR. As industry practice requires VaR at high confidence level of 99%, Extreme Economic Value at Risk (EE-VaR) based on the Generalized Extreme Value (GEV ...
Alentorn, A, Markose, SM
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A boosting algorithm for Generalized Extreme Value distributions

2020
<p>In weather and climate science statistical modeling is applied for manifold problems. Due to the increasing number of input variables, overfitting can easily deteriorate the performance for model predictions.  In order to avoid this, it is often meaningful to apply model selection approaches.
Madlen Peter, Alexander Pasternack, Henning Rust   +2 more
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Modeling extreme PM10 concentration in Malaysia using generalized extreme value distribution

AIP Conference Proceedings, 2015
Extreme PM10 concentration from the Air Pollutant Index (API) at thirteen monitoring stations in Malaysia is modeled using the Generalized Extreme Value (GEV) distribution. The data is blocked into monthly selection period. The Mann-Kendall (MK) test suggests a non-stationary model so two models are considered for the stations with trend.
Husna Hasan, Nadiah Mansor, Nur Hanim Mohd Salleh   +2 more
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Generalized Extreme Value Distribution

1998
The generalized extreme-value (GEV) distribution was introduced by Jenkinson (1955, 1969) and recommended by Natural Environment Research Council (1975) of Great Britain. The GEV distribution is the most widely accepted distribution for describing flood frequency data from the United Kingdom (Sinclair and Ahmad, 1988) and has also become popular ...
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Research on Extreme Value Distribution of Cutting Force in CNC Lathe Based on Generalized Extreme Value Distribution

2019 4th International Conference on System Reliability and Safety (ICSRS), 2019
The extreme value of cutting force is one of the important factors affecting the reliability of machine tools. Correctly establishing its distribution is an important prerequisite for the preparation of CNC machine tool cutting force spectrum and the reliability design of CNC machine tools.
Shengxu Wang, Guofa Li, Haiji Yang, Jialong He   +3 more
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Unbiased plotting positions for the general extreme value distribution

Journal of Hydrology, 1986
Probability plots maintain their popularity for flood frequency analysis, and are used to fit distributions, to identify outliers and to assess goodness-of-fit. If the objective of a plot is to determine quantiles or distribution parameters then one must employ unbiased plotting positions, defined as the mean of the rth order statistic in samples from ...
Nigel W. Arnell, Max Beran, J.R.M. Hosking   +2 more
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Modeling the distribution of extreme share return in Malaysia using Generalized Extreme Value (GEV) distribution

AIP Conference Proceedings, 2012
Extreme share return in Malaysia is studied. The monthly, quarterly, half yearly and yearly maximum returns are fitted to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are performed to test for stationarity, while Mann-Kendall (MK) test is for the presence of monotonic trend.
Husna Hasan, Noor Fadhilah Ahmad Radi, Suraiya Kassim   +2 more
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Estimation for a four parameter generalized extreme value distribution

Communications in Statistics - Theory and Methods, 1992
Estimation is considered for a class of models which are simple extensions of the generalized extreme value (GEV) distribution, suitable for introducing time dependence into models which are otherwise only spatially dependent. Maximum likelihood estimation and the method of probability weighted moment estimation are identified as most useful for ...
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