Results 101 to 110 of about 5,727 (203)
A Conditional Tail Expectation Type Risk Measure for Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur +2 more
wiley +1 more source
Journal of Hydrology: Regional Studies, 2016 Study region: Narew River in Northeastern Poland. Study focus: Three methods for frequency analysis of snowmelt floods were compared. Two dimensional (2D) normal distribution and copula-based 2D probability distributions were applied to statistically ...
Bogdan Ozga-Zielinski +4 more
doaj +1 more source
Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Grasping Hydrological Droughts in Highly Hydropower Regulated Alpine Watersheds
Water Resources Research, Volume 62, Issue 7, July 2026.Abstract Hydrological droughts in Alpine regions are increasingly shaped by human regulation, with hydropower operations playing a central role in modifying their statistical characteristics. This study examines how the representation of hydropower systems in hydrological models influences the identification and statistical characterization of drought.
Diego Avesani +4 more
wiley +1 more source
Sums, products, and ratios for the bivariate gumbel distribution
Mathematical and Computer Modelling, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
gumbel: The Gumbel-Hougaard Copula
The gumbel package provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based ...
Dutang, Christophe
core +1 more source
Assessing Basis Risk in Margin Insurance for Beef Cattle Farming in Brazil
Agricultural Economics, Volume 57, Issue 4, July 2026.ABSTRACT Price volatility in agricultural markets directly affects the financial viability of rural producers, particularly in sectors characterized by narrow profit margins and long production cycles, such as beef cattle production. Futures contracts and agricultural insurance are commonly used to mitigate this risk; however, both instruments are ...
Beatriz Salandin Dal Pozzo +1 more
wiley +1 more source
Log Pearson III Distribution and Gumbel Distribution Model for Rainfall Data in Pekanbaru (Peer Review) [PDF]
, 2019 Rainfall is very important for human life. Both high and low rainfall can cause some problems, ranging from flood to drought. We can see that flood can be found in several big cities, and one of them is in Pekanbaru. Therefore, rainfall data analysis
Rado Yendra, - +6 more
core +1 more source
Revista Brasileira de Meteorologia, 2008 Diversas distribuições teóricas de probabilidade incluindo a Normal, Gumbel, Fréchet, Weibull, Log-Normal e Pearson 3, foram ajustadas aos extremos anuais de precipitação máxima diária, temperatura máxima e mínima absolutas e velocidade instantânea do ...
Clóvis Angeli Sansigolo
doaj +1 more source