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Relevant bibliographies by topics / Extreme distribution theory

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Journal articles

Academic literature on the topic 'Extreme distribution theory'

Author: Grafiati

Published: 19 February 2023

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Journal articles on the topic "Extreme distribution theory"

1

Balkema, A. A., and L. De Haan. "A convergence rate in extreme-value theory." Journal of Applied Probability 27, no. 3 (1990): 577–85. http://dx.doi.org/10.2307/3214542.

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A uniform convergence rate is determined for maxima of i.i.d. random variables from a distribution in the domain of attraction of the double-exponential distribution. The result is proved under a second-order condition on the underlying distribution parallelling the one given in Smith (1982) for the domain of attraction of the bounded-below and bounded-above families of limit distributions.

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2

Balkema, A. A., and L. De Haan. "A convergence rate in extreme-value theory." Journal of Applied Probability 27, no. 03 (1990): 577–85. http://dx.doi.org/10.1017/s0021900200039127.

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A uniform convergence rate is determined for maxima of i.i.d. random variables from a distribution in the domain of attraction of the double-exponential distribution. The result is proved under a second-order condition on the underlying distribution parallelling the one given in Smith (1982) for the domain of attraction of the bounded-below and bounded-above families of limit distributions.

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3

Syed, Zishan Ali, Mohammad Mohammad Ahmed Almazah, Zahid Iqbal, and Ghulam Raza Khan. "The Risk Analysis and Modeling of Byco Petroleum in Pakistan Using Extreme Value Theory." Mathematical Problems in Engineering 2021 (September 21, 2021): 1–9. http://dx.doi.org/10.1155/2021/2366469.

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The extreme value theory (EVT) has been used to model and measure the distribution of extreme minima of Byco Petroleum in the Pakistan stock market over the period from 2005 to 2012. This paper covers the investigation of distributions that are mostly used in finance including the generalized extreme value (GEV), generalized logistics (GL), and generalized Pareto (GPA) distribution. L-moment ratio diagram is being used to find the appropriate distributions among the distributions. L-moment diagram depicts that GEV and GL distributions are suitable to represent the extremes of Byco Petroleum Pa

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4

Hlubinka, Daniel, and Viktor Beneš. "PREDICTION OF THE EXTREMAL SHAPE FACTOR OF SPHEROIDAL PARTICLES." Image Analysis & Stereology 20, no. 2 (2011): 101. http://dx.doi.org/10.5566/ias.v20.p101-104.

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In the stereological unfolding problem for spheroidal particles the extremal shape factor is predicted. The theory of extreme values has been used to show that extremes of the planar shape factor of particle sections tend to the same limit distribution as extremes of the original shape factor for both the conditional and marginal distribution. Attention is then paid to the extreme shape factor conditioned by the particle size. Normalizing constants are evaluated for a parametric model and the numerical procedure is tested on real data from metallography.

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5

Tamošaitienė, Jolanta, Vahidreza Yousefi, and Hamed Tabasi. "Project Portfolio Construction Using Extreme Value Theory." Sustainability 13, no. 2 (2021): 855. http://dx.doi.org/10.3390/su13020855.

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Choosing proper projects has a great impact on organizational success. Firms have various factors for choosing projects based on their different objectives and strategies. The problem of optimization of projects’ risks and returns is among the most prevalent issues in project portfolio selection. In order to optimize and select proper projects, the amount of projects’ expected risks and returns must be evaluated correctly. Determining the relevant distribution is very important in achieving these expectations. In this research, various types of practical distributions were examined, and consid

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6

Rieder, H. E., J. Staehelin, J. A. Maeder, et al. "Extreme events in total ozone over Arosa – Part 1: Application of extreme value theory." Atmospheric Chemistry and Physics Discussions 10, no. 5 (2010): 12765–94. http://dx.doi.org/10.5194/acpd-10-12765-2010.

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Abstract. In this study ideas from extreme value theory are for the first time applied in the field of stratospheric ozone research, because statistical analysis showed that previously used concepts assuming a Gaussian distribution (e.g. fixed deviations from mean values) of total ozone data do not adequately address the structure of the extremes. We show that statistical extreme value methods are appropriate to identify ozone extremes and to describe the tails of the Arosa (Switzerland) total ozone time series. In order to accommodate the seasonal cycle in total ozone, a daily moving threshol

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7

Rieder, H. E., J. Staehelin, J. A. Maeder, et al. "Extreme events in total ozone over Arosa – Part 1: Application of extreme value theory." Atmospheric Chemistry and Physics 10, no. 20 (2010): 10021–31. http://dx.doi.org/10.5194/acp-10-10021-2010.

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Abstract. In this study ideas from extreme value theory are for the first time applied in the field of stratospheric ozone research, because statistical analysis showed that previously used concepts assuming a Gaussian distribution (e.g. fixed deviations from mean values) of total ozone data do not adequately address the structure of the extremes. We show that statistical extreme value methods are appropriate to identify ozone extremes and to describe the tails of the Arosa (Switzerland) total ozone time series. In order to accommodate the seasonal cycle in total ozone, a daily moving threshol

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8

Zhou, Jian, Jixin Wang, and Hongbin Chen. "Mode-decomposing Analysis of the Extreme Load in Hybrid Electric Vehicles Using Extreme Value Theory." Open Mechanical Engineering Journal 10, no. 1 (2016): 136–47. http://dx.doi.org/10.2174/1874155x01610010136.

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In a hybrid electric vehicle (HEV), the hybrid system, which is equipped with an engine and a motor, is a key component. However, given the multimode characteristics of HEV, the original extreme load of the engine or motor is not independent and the random variables cannot be directly fitted by the extreme value theory (EVT). Thus, this paper proposes a mode-decomposing application method (MDAM) using EVT. Based on the method, three typical distributions, including the Fréchet distribution, the Gumbel distribution, and the Weibull distribution, were combined as a unified expression, and it was

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9

Cisse, Mamadou, Aliou Diop, Souleymane Bognini, and Nonvikan Karl-Augustt ALAHASSA. "Data Geometry and Extreme Value Distribution." Journal of Mathematics and Statistics Studies 2, no. 2 (2021): 06–15. http://dx.doi.org/10.32996/jmss.2021.2.2.2.

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In extreme values theory, there exist two approaches about data treatment: block maxima and peaks-over-threshold (POT) methods, which take in account data over a fixed value. But, those approaches are limited. We show that if a certain geometry is modeled with stochastic graphs, probabilities computed with Generalized Extreme Value (GEV) Distribution can be deflated. In other words, taking data geometry in account change extremes distribution. Otherwise, it appears that if the density characterizing the states space of data system is uniform, and if the quantile studied is positive, then the W

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10

Perfekt, Roland. "Extreme Value Theory for a Class of Markov Chains with Values in ℝd". Advances in Applied Probability 29, № 1 (1997): 138–64. http://dx.doi.org/10.2307/1427864.

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We consider extreme value theory for a class of stationary Markov chains with values in ℝd. The asymptotic distribution of Mn, the vector of componentwise maxima, is determined under mild dependence restrictions and suitable assumptions on the marginal distribution and the transition probabilities of the chain. This is achieved through computation of a multivariate extremal index of the sequence, extending results of Smith [26] and Perfekt [21] to a multivariate setting. As a by-product, we obtain results on extremes of higher-order, real-valued Markov chains. The results are applied to a freq

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