Results 31 to 40 of about 50,402 (312)
Robust Estimation of the Generalized Pareto Distribution
Extremes, 2001 A median estimator is constructed for the parameters \(\gamma\), \(\sigma\) of the generalized Pareto distribution \(F(x)=1-(1+\gamma x/\sigma)^{-1/\gamma}\) by i.i.d. samples. Asymptotic normality of the estimator is demonstrated and the limit covariance matrix is evaluated.
Peng, L, Welsh, Alan
openaire +1 more source
On the average uncertainty for systems with nonlinear coupling [PDF]
, 2016 The increased uncertainty and complexity of nonlinear systems have motivated investigators to consider generalized approaches to defining an entropy function.
Kon, Mark A. +2 more
core +1 more source
Dynamic multi‐objective optimisation of complex networks based on evolutionary computation
IET Networks, EarlyView., 2022 Abstract As the problems concerning the number of information to be optimised is increasing, the optimisation level is getting higher, the target information is more diversified, and the algorithms are becoming more complex; the traditional algorithms such as particle swarm and differential evolution are far from being able to deal with this situation ...
Linfeng Huang
wiley +1 more source
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
doaj +1 more source
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
doaj +1 more source
Scattering statistics of rock outcrops: Model-data comparisons and Bayesian inference using mixture distributions [PDF]
, 2019 The probability density function of the acoustic field amplitude scattered by the seafloor was measured in a rocky environment off the coast of Norway using a synthetic aperture sonar system, and is reported here in terms of the probability of false ...
Anthony P. Lyons +16 more
core +2 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Generalized Pareto Copulas: A Key to Multivariate Extremes
, 2018 This paper reviews generalized Pareto copulas (GPC), which turn out to be a key to multivariate extreme value theory. Any GPC can be represented in an easy analytic way using a particular type of norm on $\mathbb{R}^d$, called $D$-norm.
Falk, Michael +2 more
core +1 more source