Results 281 to 290 of about 50,402 (312)

Multi objective elk herd optimization for efficient structural design. [PDF]

open access: yesSci Rep
Patel P   +7 more
europepmc   +1 more source

A double generalized Pareto distribution

Statistics & Probability Letters, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nadarajah, Saralees   +2 more
openaire   +2 more sources

Parameter estimation of the generalized Pareto distribution—Part I

Journal of Statistical Planning and Inference, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Zea Bermudez, P., Kotz, Samuel
openaire   +3 more sources

Multivariate Generalized Pareto Distributions

2010
In analogy to the univariate case, we introduce certain multivariate generalized Pareto df (GPD) of the form W = 1 + log(G) for the statistical modelling of multivariate exceedances, see Section 5.1. Various results around the multivariate peaks-over-threshold approach are compiled in Section 5.2. The peaks-overthreshold stability of a multivariate GPD
Michael Falk   +2 more
openaire   +1 more source

Likelihood inference for generalized Pareto distribution

Computational Statistics & Data Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joan del Castillo, Isabel Serra
openaire   +2 more sources

Transmuted Generalized Pareto Distribution

المجلة العلمیة لقطاع کلیات التجارة, 2016
In this article, we generalize the generalized Pareto Distribution usingthe quadratic transmuted map studied by Shaw et al. (2009). The properties of thisdistribution are derived and the estimation of the model parameters is discussed,estimating parameters by the method of maximum likelihood and provide theobserved information matrix.
openaire   +1 more source

Multivariate distributions with generalized Pareto conditionals

Statistics & Probability Letters, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arnold, Barry C.   +2 more
openaire   +2 more sources

Pareto and Generalized Pareto Distributions

2008
More than one hundred years after its introduction, Pareto’s proposed model for fitting income distributions continues to be heavily used. A variety of generalizations of this model have been proposed including discrete versions, together with natural multivariate extensions.
openaire   +1 more source

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