**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**4810

# Search results for: generalized pareto distribution

##### 4810 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

##### 4809 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

##### 4808 VaR or TCE: Explaining the Preferences of Regulators

**Authors:**
Silvia Faroni,
Olivier Le Courtois,
Krzysztof Ostaszewski

**Abstract:**

**Keywords:**
generalized pareto distribution,
generalized tail conditional expectation,
regulator preferences,
risk measure

##### 4807 A Flexible Pareto Distribution Using α-Power Transformation

**Authors:**
Shumaila Ehtisham

**Abstract:**

**Keywords:**
α-power transformation,
maximum likelihood estimation,
moment generating function,
Pareto distribution

##### 4806 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

##### 4805 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

##### 4804 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

##### 4803 Optimum Stratiﬁcation of a Skewed Population

**Authors:**
D. K. Rao,
M. G. M. Khan,
K. G. Reddy

**Abstract:**

**Keywords:**
stratiﬁed sampling,
optimum strata boundaries,
optimum sample size,
pareto distribution,
mathematical programming problem,
dynamic programming technique

##### 4802 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

##### 4801 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

##### 4800 Statistical Analysis of Cables in Long-Span Cable-Stayed Bridges

**Authors:**
Ceshi Sun,
Yueyu Zhao,
Yaobing Zhao,
Zhiqiang Wang,
Jian Peng,
Pengxin Guo

**Abstract:**

**Keywords:**
cable,
cable-stayed bridge,
long-span,
statistical analysis

##### 4799 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

##### 4798 The Normal-Generalized Hyperbolic Secant Distribution: Properties and Applications

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

**Abstract:**

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

##### 4797 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

##### 4796 Multi-Objective Random Drift Particle Swarm Optimization Algorithm Based on RDPSO and Crowding Distance Sorting

**Authors:**
Yiqiong Yuan,
Jun Sun,
Dongmei Zhou,
Jianan Sun

**Abstract:**

**Keywords:**
multi-objective optimization,
random drift particle swarm optimization,
crowding distance sorting,
pareto optimal solution

##### 4795 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

##### 4794 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

##### 4793 The Application of Pareto Local Search to the Single-Objective Quadratic Assignment Problem

**Authors:**
Abdullah Alsheddy

**Abstract:**

**Keywords:**
Pareto optimization,
multi-objectivization,
quadratic assignment problem,
local search

##### 4792 An Application of Modified M-out-of-N Bootstrap Method to Heavy-Tailed Distributions

**Authors:**
Hannah F. Opayinka,
Adedayo A. Adepoju

**Abstract:**

**Keywords:**
Bootstrap,
income data,
lognormal distribution,
Pareto distribution

##### 4791 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

##### 4790 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

##### 4789 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

##### 4788 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

##### 4787 Pareto System of Optimal Placement and Sizing of Distributed Generation in Radial Distribution Networks Using Particle Swarm Optimization

**Authors:**
Sani M. Lawal,
Idris Musa,
Aliyu D. Usman

**Abstract:**

**Keywords:**
distributed generation,
pareto,
particle swarm optimization,
power loss,
voltage deviation

##### 4786 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

##### 4785 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

##### 4784 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

##### 4783 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

##### 4782 Leverage Effect for Volatility with Generalized Laplace Error

**Authors:**
Farrukh Javed,
Krzysztof Podgórski

**Abstract:**

**Keywords:**
heavy tails,
volatility clustering,
generalized asymmetric laplace distribution,
leverage effect,
conditional heteroskedasticity,
asymmetric power volatility,
GARCH models

##### 4781 A Novel Guided Search Based Multi-Objective Evolutionary Algorithm

**Authors:**
A. Baviskar,
C. Sandeep,
K. Shankar

**Abstract:**

**Keywords:**
boundary points,
evolutionary algorithms (EA's),
guided search,
strength pareto evolutionary algorithm-II (SPEA-II)