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
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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
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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
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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
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The Generalized Pareto distribution applied to rainfall depths [PDF]
Hydrological Sciences Journal, 1986 The Generalized Pareto distribution is fitted to Dutch peaks-over-threshold (POT) rainfall series. Maximum likelihood (ML) estimation of the parameters is discussed, with particular reference to bias reduction for the scale and shape parameter. The improvement of the fit in the right tail by left censoring of POT series is discussed, and the dependence
van Montfort, M.A.J., Witter, J.V.
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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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Multivariate generalized Pareto distributions: Parametrizations, representations, and properties [PDF]
Journal of Multivariate Analysis, 2018 20 ...
Rootzen, Holger +2 more
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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
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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
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