Results 21 to 30 of about 49,841 (200)

ESTIMASI PARAMETER DISTRIBUSI PARETO

Jurnal Diferensial, 2020
ABSTRAK Distribusi pareto (Generalized Pareto Distribution/GPD) diperkenalkan pertama kali oleh Pickands pada tahun 1975. Distribusi pareto lebih sering digunakan untuk pemodelan data ekstrim seperti hidrologi, klimatologi, dan udara.
Maria F Muda, Maria Kleden, Keristina Br. Ginting   +2 more
doaj   +1 more source

Robust Bayesian Inference of Generalized Pareto Distribution [PDF]

Afrika Statistika, 2016
Abstract. In this work, robust Bayesian estimation of the generalized Pareto distribution is proposed. The methodology is presented in terms of oscillation of posterior risks of the Bayesian estimators. By using a Monte Carlo simulation study, we show that, under a suitable generalized loss function, we can obtain a robust Bayesian estimator of the ...
MOKRANI, Fatiha, FELLAG, Hocine, NECIR, Abdelhakim   +2 more
openaire   +3 more sources

Temporal variations of the probability distribution of voronoi cells generated by earthquake epicenters

Frontiers in Earth Science, 2022
The area of the cells of Voronoi tessellations has been modelled through different probability distributions among which the most promising are the generalized gamma and tapered Pareto distributions.
Renata Rotondi, Elisa Varini
doaj   +1 more source

An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims

Risks, 2017
Generalized linear models might not be appropriate when the probability of extreme events is higher than that implied by the normal distribution. Extending the method for estimating the parameters of a double Pareto lognormal distribution (DPLN) in Reed ...
Enrique Calderín-Ojeda, Kevin Fergusson, Xueyuan Wu   +2 more
doaj   +1 more source

Value at Risk with Performing Exponential Generalized Autoregressive Conditional Heteroscedasticity–Generalized Pareto Distribution

Jurnal Ilmu Dasar, 2022
Stocks are an investment that many investors are interested in but often have a high risk. Value at Risk (VaR) is one tool that is often used in risk measurement.
Nadiyah Hafidah Sinambela, Di Asih I Maruddani, Arief Rachman Hakim   +2 more
doaj   +1 more source

Extreme Value Theory and the Solar Cycle [PDF]

, 2007
We investigate the statistical properties of the extreme events of the solar cycle as measured by the sunspot number. The recent advances in the methodology of the theory of extreme values is applied to the maximal extremes of the time series of sunspots.
A. Asensio Ramos, Bernstein, Bhavsar, Bhavsar, Cameron, Choudhuri, Dikpati, Du, Fisher, Li, Orfila, Pickands, Siscoe, Siscoe, Solanki, Verdes, Willis   +16 more
core   +1 more source

Estimation of the generalized Pareto distribution

Statistics & Probability Letters, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
del Castillo, Joan, Daoudi, Jalila
openaire   +3 more sources

Multivariate generalized Pareto distributions

Bernoulli, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rootzén, Holger, Tajvidi, Nader
openaire   +2 more sources

Rarefied particle motions on hillslopes – Part 4: Philosophy [PDF]

Earth Surface Dynamics, 2021
Theoretical and experimental work (Furbish et al., 2021a, b, c) indicates that the travel distances of rarefied particle motions on rough hillslope surfaces are described by a generalized Pareto distribution.
D. J. Furbish, T. H. Doane, T. H. Doane
doaj   +1 more source

A Pareto-smoothing method for causal inference using generalized Pareto distribution [PDF]

Neurocomputing, 2020
Abstract Causal inference aims to estimate the treatment effect of an intervention on the target outcome variable and has received great attention across fields ranging from economics and statistics to machine learning. Observational causal inference is challenging because the pre-treatment variables may influence both the treatment and the outcome ...
Fujin Zhu, Jie Lu, Adi Lin, Guangquan Zhang   +3 more
openaire   +1 more source