Results 1 to 10 of about 49,841 (200)
Quantile estimation for the generalized pareto distribution with application to finance [PDF]
Yugoslav Journal of Operations Research, 2012 Generalized Pareto distributions (GPD) are widely used for modeling excesses over high thresholds (within the framework of the POT-approach to modeling extremes).
Jocković Jelena
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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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Smooth tail index estimation [PDF]
, 2007 Both parametric distribution functions appearing in extreme value theory - the generalized extreme value distribution and the generalized Pareto distribution - have log-concave densities if the extreme value index gamma is in [-1,0].
Balabdaoui F. +10 more
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Statistical Modelling of Extreme Data of Air Pollution in Pekanbaru City
InPrime, 2019 Air pollution is a phenomenon that is often discussed, especially regarding air quality in urban areas. This has become a major contributor to health problems and environmental issues in Asian countries, such as Indonesia, especially Riau Province.
Ari Pani Desvina +2 more
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Modelling extreme rainfall events in Kigali city using generalized Pareto distribution
Meteorological Applications, 2022 Extreme rain events have caused numerous issues and have had a significant impact on agriculture, human activities, ecology, infrastructure, and casualties.
Edouard Singirankabo +1 more
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Distributional regression models for Extended Generalized Pareto distributions
, 2022 The Extended Generalized Pareto Distribution (EGPD) (Naveau et al. 2016) is a family of distribution that has been introduced to model the full range of a positive random variable but with the lower and the upper tails distributed according to the peaks-over-threshold methodology.
Carrer, Noémie Le, Gaetan, Carlo
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On the modelling of the excesses of galaxy clusters over high-mass thresholds
, 2012 In this work we present for the first time an application of the Pareto approach to the modelling of the excesses of galaxy clusters over high-mass thresholds.
Asensio Ramos +42 more
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Second-order refined peaks-over-threshold modelling for heavy-tailed distributions [PDF]
, 2008 Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics.
Beirlant, Jan +2 more
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Generalized Pareto Model Based on Particle Swarm Optimization for Anomaly Detection
IEEE Access, 2019 Anomaly detection of time series has been widely used in various fields. Most detection methods depend either on assumptions about data distribution or manual threshold setting.
Yan Huang +5 more
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Generalized decomposition and cross entropy methods for many-objective optimization [PDF]
, 2012 Decomposition-based algorithms for multi-objective optimization problems have increased in popularity in the past decade. Although their convergence to the Pareto optimal front (PF) is in several instances superior to that of Pareto-based algorithms ...
Fleming, P.J. +2 more
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