Results 21 to 30 of about 5,202,137 (253)
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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The exponentiated generalized Pareto distribution
, 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 ...
Adebanji, Tinuke +3 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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Inference for double Pareto lognormal queues with applications [PDF]
, 2008 In this article we describe a method for carrying out Bayesian inference for the double Pareto lognormal (dPlN) distribution which has recently been proposed as a model for heavy-tailed phenomena. We apply our approach to inference for the dPlN/M/1 and
Lillo Rodríguez, Rosa Elvira +3 more
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Generalized Pareto distribution based on generalized order statistics and associated inference [PDF]
, 2019 In this paper, we have considered the generalized Pareto distribution. Various structural properties of the distribution are derived including (quantile function, explicit expressions for moments, mean deviation, Bonferroni and Lorenz curves and Renyi ...
Malik, Mansoor Rashid, Kumar, Devendra
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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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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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Advanced Engineering Materials, EarlyView.Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt +8 more
wiley +1 more source
On Fitting of Generalized Pareto Distribution [PDF]
, 2013 The Pareto distribution is to model the income data set of a society The distribution is appropriate to the situations in which an equilibrium exists in distribution of small to large There exists many generalization approaches to the distribution In ...
Dr. T .A. Raja
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