Results 21 to 30 of about 42,879 (261)

A fast, single-iteration ensemble Kalman smoother for sequential data assimilation [PDF]

Geoscientific Model Development, 2022
Ensemble variational methods form the basis of the state of the art for nonlinear, scalable data assimilation, yet current designs may not be cost-effective for real-time, short-range forecast systems.
C. Grudzien, C. Grudzien, M. Bocquet
doaj   +1 more source

Minimum-Variance Reduced-Bias Tail Index and High Quantile Estimation

Revstat Statistical Journal, 2008
Heavy tailed-models are quite useful in many fields, like insurance, finance, telecommunications, internet traffic, among others, and it is often necessary to estimate a high quantile, i.e., a value that is exceeded with a probability p, small.
Frederico Caeiro , M. Ivette Gomes
doaj   +1 more source

Scalable statistics of correlated random variables and extremes applied to deep borehole porosities [PDF]

Hydrology and Earth System Sciences, 2015
We analyze scale-dependent statistics of correlated random hydrogeological variables and their extremes using neutron porosity data from six deep boreholes, in three diverse depositional environments, as example.
A. Guadagnini, S. P. Neuman, T. Nan, M. Riva, C. L. Winter   +4 more
doaj   +1 more source

An Overview and Open Research Topics in Statistics of Univariate Extremes

Revstat Statistical Journal, 2012
This review paper focuses on statistical issues arising in modeling univariate extremes of a random sample. In the last three decades there has been a shift from the area of parametric statistics of extremes, based on probabilistic asymptotic results in
Jan Beirlant , Frederico Caeiro , M. Ivette Gomes   +2 more
doaj   +1 more source

Intercomparison of annual precipitation indices and extremes over global land areas from in situ, space-based and reanalysis products

Environmental Research Letters, 2020
A range of in situ , satellite and reanalysis products on a common daily 1° × 1° latitude/longitude grid were extracted from the Frequent Rainfall Observations on Grids database to help facilitate intercomparison and analysis of precipitation extremes on
Lisa V Alexander, Margot Bador, Rémy Roca, Steefan Contractor, Markus G Donat, Phuong Loan Nguyen   +5 more
doaj   +1 more source

A New Extreme Detection Method for Remote Compound Extremes in Southeast China

Frontiers in Earth Science, 2021
The compound heat wave and extreme precipitation events are responsible for severe damages to the environment and human societies. Although major advances have been made in understanding the compound extremes (e.g., drought and heat wave), little is ...
Luqing Wang, Qinglin Zhao, Si Gao, Si Gao, Wei Zhang, Wei Zhang, Li Feng   +6 more
doaj   +1 more source

Condensation and extreme value statistics [PDF]

Journal of Statistical Mechanics: Theory and Experiment, 2008
We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density the marginal distribution for the mass at a single site develops a bump, $p_{\rm cond}(m)$, at large mass $m$. This
Evans, Martin R., Majumdar, Satya N.
openaire   +2 more sources

Direct Reduction of Bias of the Classical Hill Estimator

Revstat Statistical Journal, 2005
In this paper we are interested in an adequate estimation of the dominant component of the bias of Hill’s estimator of a positive tail index γ, in order to remove it from the classical Hill estimator in different asymptotically equivalent ways.
Frederico Caeiro , M. Ivette Gomes , Dinis Pestana   +2 more
doaj   +1 more source

Stochastic Comparisons of Extreme Order Statistics in the Heterogeneous Exponentiated Scale Model [PDF]

Journal of Statistical Theory and Applications (JSTA), 2017
The effect of heterogeneity on order statistics has attracted much attention in recent decades. In this paper, first, we discuss stochastic comparisons of extreme order statistics from independent heterogeneous exponentiated scale samples.
Esmaeil Bashkar, Hamzeh Torabi, Rasool Roozegar   +2 more
doaj   +1 more source

Extreme Values of Permutation Statistics

The Electronic Journal of Combinatorics
We investigate extreme values of Mahonian and Eulerian distributions arising from counting inversions and descents of random elements of finite Coxeter groups. To this end, we construct a triangular array of either distribution from a sequence of Coxeter groups with increasing ranks. To avoid degeneracy of extreme values, the number of i.i.d.
Philip Dörr, Thomas Kahle
openaire   +3 more sources