**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**5066

# Search results for: generalized extreme value distribution

##### 5066 An Extension of the Generalized Extreme Value Distribution

**Authors:**
Serge Provost,
Abdous Saboor

**Abstract:**

**Keywords:**
extreme value theory,
generalized extreme value distribution,
goodness-of-fit statistics,
Gumbel distribution

##### 5065 Modeling of Maximum Rainfall Using Poisson-Generalized Pareto Distribution in Kigali, Rwanda

**Authors:**
Emmanuel Iyamuremye

**Abstract:**

**Keywords:**
exceedances,
extreme value theory,
generalized Pareto distribution,
Poisson generalized Pareto distribution

##### 5064 Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities

**Authors:**
Retius Chifurira

**Abstract:**

**Keywords:**
generalized extreme value distribution,
general linear model,
mean annual rainfall,
meteorological drought probabilities

##### 5063 Extreme Temperature Forecast in Mbonge, Cameroon Through Return Level Analysis of the Generalized Extreme Value (GEV) Distribution

**Authors:**
Nkongho Ayuketang Arreyndip,
Ebobenow Joseph

**Abstract:**

**Keywords:**
forecasting,
generalized extreme value (GEV),
meteorology,
return level

##### 5062 A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)

**Authors:**
Longqing Li

**Abstract:**

**Keywords:**
Value-at-Risk,
Extreme Value Theory,
conditional EVT,
backtesting

##### 5061 Extreme Value Modelling of Ghana Stock Exchange Indices

**Authors:**
Kwabena Asare,
Ezekiel N. N. Nortey,
Felix O. Mettle

**Abstract:**

**Keywords:**
extreme value theory,
expected shortfall,
generalized pareto distribution,
peak over threshold,
value at risk

##### 5060 Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference

**Authors:**
Betty Johanna Garzon Rozo,
Jonathan Crook,
Fernando Moreira

**Abstract:**

**Keywords:**
operational risk,
loss distribution approach,
extreme value theory,
copulas

##### 5059 Point Estimation for the Type II Generalized Logistic Distribution Based on Progressively Censored Data

**Authors:**
Rana Rimawi,
Ayman Baklizi

**Abstract:**

**Keywords:**
point estimation,
type II generalized logistic distribution,
progressive censoring,
maximum likelihood estimation

##### 5058 The Generalized Pareto Distribution as a Model for Sequential Order Statistics

**Authors:**
Mahdy Esmailian,
Mahdi Doostparast,
Ahmad Parsian

**Abstract:**

**Keywords:**
bayesian estimation,
generalized pareto distribution,
maximum likelihood estimation,
sequential order statistics

##### 5057 Evaluation of Best-Fit Probability Distribution for Prediction of Extreme Hydrologic Phenomena

**Authors:**
Karim Hamidi Machekposhti,
Hossein Sedghi

**Abstract:**

**Keywords:**
Karkheh River,
Log Pearson Type III,
probability distribution,
residual sum of squares

##### 5056 Nonstationary Modeling of Extreme Precipitation in the Wei River Basin, China

**Authors:**
Yiyuan Tao

**Abstract:**

**Keywords:**
extreme precipitation,
GAMLSSS,
non-stationary,
Wei River Basin

##### 5055 A Bayesian Model with Improved Prior in Extreme Value Problems

**Authors:**
Eva L. Sanjuán,
Jacinto Martín,
M. Isabel Parra,
Mario M. Pizarro

**Abstract:**

**Keywords:**
bayesian inference,
extreme value theory,
Gumbel distribution,
highly informative prior

##### 5054 Parameter Estimation for the Mixture of Generalized Gamma Model

**Authors:**
Wikanda Phaphan

**Abstract:**

**Keywords:**
conjugate gradient method,
quasi-Newton method,
EM-algorithm,
generalized gamma distribution,
length biased generalized gamma distribution,
maximum likelihood method

##### 5053 Population Size Estimation Based on the GPD

**Authors:**
O. Anan,
D. Böhning,
A. Maruotti

**Abstract:**

**Keywords:**
capture,
recapture methods,
ratio plot,
heterogeneous population,
zero-truncated count

##### 5052 Calibration of Hybrid Model and Arbitrage-Free Implied Volatility Surface

**Authors:**
Kun Huang

**Abstract:**

**Keywords:**
arbitrage free implied volatility,
calibration,
extreme value distribution,
hybrid model,
local volatility,
risk-neutral density,
stochastic volatility

##### 5051 The Normal-Generalized Hyperbolic Secant Distribution: Properties and Applications

**Authors:**
Hazem M. Al-Mofleh

**Abstract:**

**Keywords:**
bimodality,
estimation,
hazard function,
moments,
Shannon’s entropy

##### 5050 Classical and Bayesian Inference of the Generalized Log-Logistic Distribution with Applications to Survival Data

**Authors:**
Abdisalam Hassan Muse,
Samuel Mwalili,
Oscar Ngesa

**Abstract:**

**Keywords:**
hazard rate function,
log-logistic distribution,
maximum likelihood estimation,
generalized log-logistic distribution,
survival data,
Monte Carlo simulation

##### 5049 Joint Probability Distribution of Extreme Water Level with Rainfall and Temperature: Trend Analysis of Potential Impacts of Climate Change

**Authors:**
Ali Razmi,
Saeed Golian

**Abstract:**

**Keywords:**
climate change,
climate variables,
copula,
joint probability

##### 5048 New Hybrid Method to Model Extreme Rainfalls

**Authors:**
Youness Laaroussi,
Zine Elabidine Guennoun,
Amine Amar

**Abstract:**

**Keywords:**
extreme values theory,
fractals dimensions,
peaks Over threshold,
rainfall occurrences

##### 5047 A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model

**Authors:**
Fatemah A. Alqallaf,
Debasis Kundu

**Abstract:**

**Keywords:**
Block and Basu bivariate distributions,
competing risks,
EM algorithm,
Marshall-Olkin bivariate exponential distribution,
maximum likelihood estimators

##### 5046 Pressure Distribution, Load Capacity, and Thermal Effect with Generalized Maxwell Model in Journal Bearing Lubrication

**Authors:**
M. Guemmadi,
A. Ouibrahim

**Abstract:**

**Keywords:**
journal bearing,
lubrication,
Maxwell model,
viscoelastic fluids,
computational modelling,
load capacity

##### 5045 Analysis of the Statistical Characterization of Significant Wave Data Exceedances for Designing Offshore Structures

**Authors:**
Rui Teixeira,
Alan O’Connor,
Maria Nogal

**Abstract:**

**Keywords:**
extreme events,
offshore structures,
peak-over-threshold,
significant wave data

##### 5044 Parameter Estimation of Gumbel Distribution with Maximum-Likelihood Based on Broyden Fletcher Goldfarb Shanno Quasi-Newton

**Authors:**
Dewi Retno Sari Saputro,
Purnami Widyaningsih,
Hendrika Handayani

**Abstract:**

**Keywords:**
parameter estimation,
Gumbel distribution,
maximum likelihood,
broyden fletcher goldfarb shanno (BFGS)quasi newton

##### 5043 Kinetic Model to Interpret Whistler Waves in Multicomponent Non-Maxwellian Space Plasmas

**Authors:**
Warda Nasir,
M. N. S. Qureshi

**Abstract:**

**Keywords:**
kinetic model,
whistler waves,
non-maxwellian distribution function,
space plasmas

##### 5042 The Beta-Fisher Snedecor Distribution with Applications to Cancer Remission Data

**Authors:**
K. A. Adepoju,
O. I. Shittu,
A. U. Chukwu

**Abstract:**

**Keywords:**
fisher-snedecor distribution,
beta-f distribution,
outlier,
maximum likelihood method

##### 5041 Estimating The Population Mean by Using Stratified Double Extreme Ranked Set Sample

**Authors:**
Mahmoud I. Syam,
Kamarulzaman Ibrahim,
Amer I. Al-Omari

**Abstract:**

**Keywords:**
double extreme ranked set sampling,
extreme ranked set sampling,
ranked set sampling,
stratified double extreme ranked set sampling

##### 5040 Extreme Rainfall Frequency Analysis For Meteorological Sub-Division 4 Of India Using L-Moments.

**Authors:**
Arti Devi,
Parthasarthi Choudhury

**Abstract:**

**Keywords:**
L-moments,
ZDIST statistics,
serial correlation,
Mann Kendall test

##### 5039 On the Fractional Integration of Generalized Mittag-Leffler Type Functions

**Authors:**
Christian Lavault

**Abstract:**

**Keywords:**
Fox–Wright Psi function,
generalized hypergeometric function,
generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators,
Saigo's generalized fractional calculus,
Sharma's M-series and K-function

##### 5038 Regionalization of IDF Curves with L-Moments for Storm Events

**Authors:**
Noratiqah Mohd Ariff,
Abdul Aziz Jemain,
Mohd Aftar Abu Bakar

**Abstract:**

**Keywords:**
IDF curves,
L-moments,
regionalization,
storm events

##### 5037 Confidence Intervals for Quantiles in the Two-Parameter Exponential Distributions with Type II Censored Data

**Authors:**
Ayman Baklizi

**Abstract:**

**Keywords:**
asymptotic intervals,
Bayes intervals,
bootstrap,
generalized pivot variables,
two-parameter exponential distribution,
quantiles