Extreme value
Concentration results on extreme value theory
... or extreme events will occur in the not too distant future (Bresee & Hay- den, ...on extreme values have shown promising results to forecast unusual events in earth sciences, genetics and finance, but ...
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Universal Behaviour of Extreme Value Statistics for Selected Observables of Dynamical Systems
... to extreme value theory in dynamical systems was proposed in the land- mark paper by Collet [21], which has paved the way for the recent results obtained in the last few years ...three extreme ...
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Mu-suppression detection in motor imagery electroencephalographic signals using the generalized extreme value distribution
... [6] E. Castillo, A. S. Hadi, N. Balakrishnan, and J. M. Sarabia, Extreme Value and Related Models with Applications in Engineering and Science. Wiley-Interscience, 2004. [7] N. Gaspard, R. Alkawadri, P. ...
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Weather regime dependence of extreme value statistics for summer temperature and precipitation
... the Extreme Value theory (EVT) is to parameterize the tail of the distribution of climate vari- ables, which contains information about the distribution of extremes (Gumbel, ...
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Spatial assessment of precipitation deficits in the Duero basin (central Spain) with multivariate extreme value statistics
... multivariate extreme value analysis [see, ...multivariate extreme value analysis is the creation of dependence maps for extreme precipita- tion ...
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Slow relaxation, dynamic transitions and extreme value statistics in disordered systems
... 2 Laboratoire de Physique Th´eorique (CNRS UMR 8627), Universit´e de Paris-Sud, 91405 Orsay Cedex, France We show that the dynamics of simple disordered models, like the directed Trap Model and the Random Energy Model, ...
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A multivariate extreme value theory approach to anomaly clustering and visualization
... Extreme Value Theory (EVT) describes phenomena that are not governed by an ’averaging effect’ but can be instead significantly impacted by very large ...
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A Multivariate Extreme Value Theory Approach to Anomaly Clustering and Visualization
... Extreme Value Theory (EVT) describes phenomena that are not governed by an ’averaging effect’ but can be instead significantly impacted by very large ...
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Temporal evolution and extreme value analysis of precipitations in Burkina Faso
... Concluding remarks [1] Coles S. and Pericchi L. (2003) Anticipating catastrophes through extreme value modelling. Appl. Statist. 52,Part4, pp405-416. [2] Kabluchko, Z., Schlather, M., and de Haan, L. ...
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Analysis of the mesoscopic high cycle fatigue strength of FCC metals with polycrystalline plasticity and extreme value probability methods
... the extreme value probability consists in determining the type of attraction domain (AD) of the studied distribution: Gumbel, Fréchet or ...of extreme value distributions, only one test was ...
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Corrigendum to "Extreme value modelling of storm damage in Swedish forests" published in Nat. Hazards Earth Syst. Sci., 7, 515?521, 2007
... “Extreme value modelling of storm damage in Swedish forests” published in Nat. Hazards Earth Syst. Sci., 7, 515–521, 2007 A. Bengtsson 1 and C. Nilsson 2 1 Mathematical Statistics, Centre for Mathematical ...
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Joint Bayesian model selection and parameter estimation of the generalized extreme value model with covariates using birth-death Markov chain Monte Carlo.
... [ 5 ] Coles [2001] provided a general description of the covariate approach for the generalized extreme value distri- bution (GEV) and presented the maximum likelihood (ML) estimation method. El Adlouni et ...
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Evolution of biological sequences implies an extreme value distribution of type I for both global and local pairwise alignment scores.
... The second and most popular method proposed by Karlin and Altschul [20] is an estimate of the probability of an observed local ungapped alignment score according to an extreme value distribution (or EVD; ...
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Analysis of the multiaxial fatigue strength at the mesoscopic scale using 3D microstructure modeling and extreme value statistics
... The comparison between the mesoscopic predictions of these criteria and the macroscopic (original) ones shows that they are not conservative at the grain scale. Indeed the identification of macroscopic parameters of ...
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Robust estimate of dynamo thresholds in the von Kármán sodium experiment using the extreme value theory
... Keywords: extreme value theory, turbulent dynamo, early warnings, critical transitions It is generally accepted that the planetary magnetic field is generated by dynamo action, an instability mechanism ...
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Generalized maximum likelihood estimators for the nonstationary generalized extreme value model.
... necessarily normal. Hydroclimatic extreme value variables are often characterized by a strong skewness. [ 7 ] The objective of this study is to use the GEV distribution for quantile estimation in the ...
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Anomaly Detection in Streams with Extreme Value Theory
... predict extreme events, like rare or unprecedented events (as tidal waves), the empirical method will not give accurate estimation (an unprecedented event would have a probability equal to ...The extreme ...
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Assessment of extreme value overestimations with equivalent static wind loads
... 3. Structural responses under conditional expected static wind loads An equivalent static wind load is a loading such that its application provides the same structural response as that resulting from the extreme ...
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Prediction of U.S. General Aviation fatalities from extreme value approach
... as extreme and each of them was responsible for more than 39 ...in extreme value approach, an extreme event is an event which has a low probability, but implies serious ...an extreme ...
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The Mean/Max Statistic in Extreme Value Analysis
... in Extreme Value Analysis Paul Rochet and Isabel Serra Abstract Most extreme events in real life can be faithfully modeled as random realizations from a General- ized Pareto distribution, which ...
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