Some Contributions To Description And Validation Of The Extreme Value Distribution
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Some Contributions To Description And Validation Of The Extreme Value Distribution
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Author : Mir Nabi Pirouzi Fard
language : en
Publisher:
Release Date : 2009
Some Contributions To Description And Validation Of The Extreme Value Distribution written by Mir Nabi Pirouzi Fard and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Value distribution theory categories.
Pioneering Works On Extreme Value Theory
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Author : Nobuaki Hoshino
language : en
Publisher: Springer Nature
Release Date : 2021-06-04
Pioneering Works On Extreme Value Theory written by Nobuaki Hoshino and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-04 with Mathematics categories.
This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate extreme value distribution written by Professor Masaaki Sibuya in 1960, demonstrating various developments of the original idea over the last half-century. Written by active researchers, the unique combination of articles allows readers to gain a sense of the excellence of the field, ranging from theory to practice, and the tradition of theoretical developments motivated by practically important issues such as tsunamis and financial crises. The contributions discuss a range of topics, including the parameter estimation of the generalized beta distribution, resampling with the empirical beta copula, and regression analysis on imbalanced binary data, as well as the semiparametric estimation of the upper bound of extrema, the long-term analysis of extreme precipitation over Japanese river basins, and various rules of thumb in hydrology.
Extreme Value Theory And Applications
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Author : J. Galambos
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01
Extreme Value Theory And Applications written by J. Galambos and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.
It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.
Extreme Values Regular Variation And Point Processes
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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 2008
Extreme Values Regular Variation And Point Processes written by Sidney I. Resnick and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
This book examines the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces.
On Extreme Value Statistics
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Author : Chen Zhou
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
On Extreme Value Statistics written by Chen Zhou and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
In the 18th century, statisticians sometimes worked as consultants to gamblers. In order to answer questions like "If a fair coin is flipped 100 times, what is the probability of getting 60 or more heads?", Abraham de Moivre discovered the so-called "normal curve". Independently, Pierre-Simon Laplace derived the central limit theorem, where the normal distribution acts as the limit for the distribution of the sample mean. Nowadays, statisticians sometimes work as consultants for economists, to whom the normal distribution is far from a satisfactory model. For example, one may need to model large-impact financial events in order to to answer questions like "What is the probability of getting into a crisis period similar to the credit squeeze in 2007 in the coming 10 years?". At first glance, estimating the chances of events that rarely happen or even have never happened before sounds like a "mission impossible". The development of Extreme Value Theory (EVT) shows that it is in fact possible to achieve this goal. Different from the central limit theorem, Extreme Value Theory starts from the limit distribution of the sample maximum. Initiated by M. Frechet, R. Fisher and R. von Mises, the limit theory completed by B. Gnedenko, gave the fundamental assumption in EVT, the "extreme value condition". Statistically, the extreme value condition provides a semi-parametric model for the tails of distribution functions. Therefore it can be applied to evaluate the rare events. On the other hand, since the assumption is rather general and natural, the semi-parametric model can have extensive applications in numerous felds.
Generalized Extreme Value Distribution With Time Dependence Using The Ar And Ma Models In State Space Form
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Author : Jouchi Nakajima
language : en
Publisher:
Release Date : 2009
Generalized Extreme Value Distribution With Time Dependence Using The Ar And Ma Models In State Space Form written by Jouchi Nakajima and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Extreme value theory categories.
"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 either follow an autoregressive (AR) process or a moving average (MA) process with innovations arising from a Gumbel distribution . Using a Bayesian approach, an efficient algorithm is proposed to implement Markov chain Monte Carlo method where we exploit a very accurate approximation of the Gumbel distribution by a ten-component mixture of normal distributions. The methodology is illustrated using extreme returns of daily stock data. The model is fitted to a monthly series of minimum returns and the empirical results support strong evidence for time-dependence among the observed minimum returns."--Authors' abstract.
Contributions To The Theory Of Extreme Values
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Author : Robert Harris
language : en
Publisher:
Release Date : 1968
Contributions To The Theory Of Extreme Values written by Robert Harris and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with categories.
Extreme value distribution laws are obtained for the lifetimes of multi-component systems with replaceable components, under various assumptions on the asymptotic relationship between number of components in the system and number of spare components. Results are given for limiting distribution laws of order statistics from nonhomogeneous samples and samples of random size, and applied to the superposition of renewal processes. An attempt is made to put extreme value theory into a general framework using the notion of a coherent structure, and some new results utilizing this idea are presented. (Author).
Extreme Value Theory
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Author : Laurens de Haan
language : en
Publisher: Birkhauser
Release Date : 2005-01-01
Extreme Value Theory written by Laurens de Haan and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Mathematics categories.
Extreme Value Distribution Theory Methodsand Applications
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Author : N. Balakrishnan
language : en
Publisher:
Release Date : 1996-09-01
Extreme Value Distribution Theory Methodsand Applications written by N. Balakrishnan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-09-01 with categories.
Model Validation And Uncertainty Quantification Volume 3
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Author : H. Sezer Atamturktur
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-04-11
Model Validation And Uncertainty Quantification Volume 3 written by H. Sezer Atamturktur and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-11 with Technology & Engineering categories.
This third volume of eight from the IMAC - XXXII Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Linear Systems Substructure Modelling Adaptive Structures Experimental Techniques Analytical Methods Damage Detection Damping of Materials & Members Modal Parameter Identification Modal Testing Methods System Identification Active Control Modal Parameter Estimation Processing Modal Data