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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
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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
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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
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A New Heavy Tailed Class of Distributions Which Includes the Pareto
Risks, 2019 In this paper, a new heavy-tailed distribution, the mixture Pareto-loggamma distribution, derived through an exponential transformation of the generalized Lindley distribution is introduced.
Deepesh Bhati +2 more
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Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis
Meteorology, 2023 The reliability of extreme wind speed predictions at large mean recurrence intervals (MRI) is assessed by bootstrapping samples from representative known distributions.
Nicholas John Cook
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Discrete New Generalized Pareto Distribution
StatisticaIn this paper we propose a discrete analogue of New Generalized Pareto distribution as a new discrete model using general approach of discretization of continuous distribution. The structural properties of the new distribution are discussed.
Kuttan Pillai Jayakumar, Jiji Jose
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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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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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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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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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