Results 111 to 120 of about 31,327 (245)

Revisiting the Use of the Gumbel Distribution: A Comprehensive Statistical Analysis Regarding Modeling Extremes and Rare Events

open access: yesMathematics
The manuscript presents the applicability of the Gumbel distribution in the frequency analysis of extreme events in hydrology. The advantages and disadvantages of using the distribution are highlighted, as well as recommendations regarding its proper use.
Cristian Gabriel Anghel
doaj   +1 more source

Extremos Intense rainfall study of Goiânia/GO by modeling maximum annual events using Gumbel and Generalized Extreme Value distributions [PDF]

open access: diamond, 2017
José Alexandre Pinto Coelho Filho   +2 more
openalex   +1 more source

Indexes to Measure Dependence between Clinical Diagnostic Tests: A Comparative Study Indices para medir dependencia entre pruebas para diagn'ostico cl'inico: un estudio comparativo

open access: yesRevista Colombiana de Estadística, 2011
In many practical situations, clinical diagnostic procedures include two or more biological traits whose outcomes are expressed on a continuous scale and are then dichotomized using a cut point.
JOS'E RAFAEL TOVAR, JORGE ALBERTO ACHCAR
doaj  

Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form [PDF]

open access: yes
A new state space approach is proposed to model the time- dependence in an extreme value process. The generalized extreme value distribution is extended to incorporate the time-dependence using a state space representation where the state variables ...
Jouchi Nakajima   +3 more
core  

Bayesian Analysis of Flood Prediction Using Mixture Models of Weighted Inverse Rayleigh and Gumbel Type‐II Distributions

open access: yesJournal of Flood Risk Management
This article develops a two‐component mixture model combining the weighted Inverse Rayleigh (WIR) distribution and Gumbel Type‐II distribution for the estimation and prediction of flood events.
Muhammad Ishfaq   +2 more
doaj   +1 more source

Robust correlation coefficient goodness-of-fit test for the Gumbel distribution

open access: yesJournal of Biostatistics and Epidemiology, 2018
Background & Aim: A single outlier can even have a large disturbing effect on a classical statistical method that is optimal under the classical assumptions.
Abbas Mahdavi
doaj  

Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002 [PDF]

open access: yes
This paper calculates implied recovery rates and implied default probabilities in a risk neutral setting for Argentine US-Dollar Eurobonds during the Argentine crisis from 2000 to 2002.
Jochen R. Andritzky
core  

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