Results 21 to 30 of about 50,402 (312)
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 +2 more
openaire +3 more sources
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
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 +16 more
core +1 more source
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 +2 more
doaj +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
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 +2 more
doaj +1 more source
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
Best fitting probability distributions for annual maximum discharge data of the river Kopili, Assam [PDF]
, 2009 In this study our main objective is to determine the best fitting probability distribution for annual maximum flood discharge data of river Kopili, Assam. Various probability distributions i.e. Gumbel (G), generalized extreme value (GEV), normal (N), log-
Bhuyan, Abhijit, Borah, Munindra
core +2 more sources
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 +3 more
openaire +1 more source
The exponentiated generalized Pareto distribution
Ife Journal of Science, 2005 Recently Gupta et al. (1998) introduced the exponentiated exponential distribution as a generalization of the standard exponential distribution. In this paper, we introduce a three-parameter generalized Pareto distribution, the exponentiated generalized Pareto distribution (EGP).
Adeyemi, Shola, Adebanji, Tinuke
openaire +3 more sources