Characterization of the frequency of extreme events by the Generalized Pareto Distribution
, 2000 Based on recent results in extreme value theory, we use a new technique for the statistical estimation of distribution tails. Specifically, we use the Gnedenko-Pickands-Balkema-de Haan theorem, which gives a natural limit law for peak-over-threshold ...
Pisarenko, V. F., Sornette, D.
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A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
Mathematics, 2023 Estimation based on probability-weighted moments is a well-established method and an excellent alternative to the classic method of moments or the maximum likelihood method, especially for small sample sizes. In this research, we developed a new class of
Frederico Caeiro, Ayana Mateus
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Extreme Value Theory, Generalized Pareto Distribution, Maximum Likelihood Estimation, Peaks Over Threshold, Perubahan Iklim [PDF]
, 2013 Jawa Timur memiliki potensi besar dalam sektor pertanian,khususnya produksi padi. Lima kabupatenpenghasil padi terbesar di Jawa Timur adalah Kabupaten Banyuwangi, Bojonegoro,Jember, Lamongan, dan Ngawi.
Sari, Y. D. (Yustika) +1 more
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Statistical modeling of the net worth of billionaires in Africa
Scientific AfricanAfrica has the potential to become an economic giant, yet we are aware of no papers modeling the net worth of billionaires in Africa. In this note, we fit the lognormal, Pareto type I, Fréchet, Weibull, generalized extreme value, gamma, log logistic ...
Saralees Nadarajah, Adamu Abubakar Umar
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An Overview of Statistical Methods for Studying the Extreme Rainfalls in Mediterranean
Proceedings, 2017 Extreme rainfall is one of the most devastating natural events. The frequency and intensity of these events has increased. This trend will likely continue as the effects of climate change become more pronounced.
Georgia Lazoglou +1 more
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A Generalization of Exponentiated Pareto-I Distribution with Applications
Journal of Applied Science and EngineeringAccording to earlier research, transmuting a standard distribution often results in a compound distribution that performs better and is more flexible. In light of this fact, this article proposes two novel generalized versions of the exponentiated Pareto-
Hussein Eledum, S.I. Ansari
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Estimasi Value-at-Risk Dengan Pendekatan Extreme Value Theory-Generalized Pareto Distribution (STUDI KASUS IHSG 1997-2004) [PDF]
, 2006 Dalam paper ini, akan diperkenalkan suatu metode dalam perhitungan VaR yaitu VaR-GPD. Kelebihan metode ini adalah pendekatannya bahwa data mengikuti distribusi GPD (Generalized Pareto Distribution) yang mengakomodasi bentuk distribusi empiris data yang ...
Effendie, A. R. (Adhitya) +1 more
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Cyclicality in Catastrophic and Operational Risk Measurements [PDF]
, 2003 Using equity returns for financial institutions we estimate both catastrophic and operational risk measures over the period 1973-2001. We find evidence of cyclical components in both the catastrophic and operational risk measures obtained from the ...
Allen, Linda
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Selecting the best distribution for modeling trends in low, medium, and extreme daily precipitation under climate change [PDF]
Advances in Statistical Climatology, Meteorology and OceanographyChanges in mean precipitation and the frequency and intensity of extreme precipitation represent one of the most consequential aspects of anthropogenic climate change. This study evaluates a set of statistical distributions for modeling trends across the
A. Haruna +3 more
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Estimation of Beta-Pareto Distribution Based on Several Optimization Methods
Mathematics, 2020 This paper is concerned with the maximum likelihood estimators of the Beta-Pareto distribution introduced in Akinsete et al. (2008), which comes from the mixing of two probability distributions, Beta and Pareto.
Badreddine Boumaraf +2 more
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