Generalized extreme value distribution

Results: 61



#Item
1Statistics / Mathematical analysis / Probability / Probability distributions / Actuarial science / Generalized extreme value distribution / Shape parameter / Heavy-tailed distribution / Extreme value theory / Poisson distribution / Log-normal distribution / Pareto distribution

Ecology, 86(5), 2005, pp. 1124–1134 q 2005 by the Ecological Society of America STATISTICS OF EXTREMES: MODELING ECOLOGICAL DISTURBANCES RICHARD W. KATZ,1,3 GRACE S. BRUSH,2

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Source URL: www.isse.ucar.edu

Language: English - Date: 2013-06-24 15:39:57
2Probability distributions / FisherTippettGnedenko theorem / Generalized extreme value distribution / Boris Vladimirovich Gnedenko / L. H. C. Tippett / Normal distribution / Extreme value theory / Stability postulate

Statistics and clustering of extreme space climate events Alexander Ruzmaikin Statistics of Large Numbers: LLN, CLT, Gaussian Distribution

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Source URL: www.spaceclimate.fi

Language: English - Date: 2016-04-02 11:31:09
3Generalized extreme value distribution / Probability distribution / Estimation theory / Parameter / Normal distribution / Scale parameter / Confidence interval / Statistics / Statistical inference / Gumbel distribution

14 th Symposium on Global Change and Climate Variations 9.6 AMS annual meeting, Feb, Long Beach, CA

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Source URL: www.iac.ethz.ch

Language: English - Date: 2003-02-25 02:59:06
4Actuarial science / Probability theory / Exponentials / Pareto distribution / Central limit theorem / Power law / Bootstrapping / Sample size determination / Generalized extreme value distribution / Statistics / Data analysis / Statistical inference

EXTREME RISK INITIATIVE —NYU SCHOOL OF ENGINEERING RESEARCH PAPERS 1 On the tail risk of violent conflict and its underestimation

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Source URL: www.fooledbyrandomness.com

Language: English - Date: 2015-05-18 09:51:34
5Bias of an estimator / Shrinkage estimator / Minimum mean square error / Mean squared error / Generalized extreme value distribution / Statistics / Estimation theory / Estimator

Microsoft Word - Randomness.doc

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Source URL: fs.gallup.unm.edu

Language: English - Date: 2012-08-14 18:51:21
6Weibull distribution / Log-logistic distribution / Exponential distribution / Generalized gamma distribution / Gumbel distribution / Generalized extreme value distribution / Gamma distribution / Normal distribution / Exponentiated Weibull distribution / Statistics / Survival analysis / Poisson processes

Parametric Survival Models Germ´an Rodr´ıguez Spring, 2001; revised Spring 2005, SummerWe consider briefly the analysis of survival data when one is willing to

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Source URL: data.princeton.edu

Language: English - Date: 2010-08-11 10:13:57
7Mathematical finance / Econometrics / Autoregressive conditional heteroskedasticity / Time series analysis / Extreme value theory / Generalized extreme value distribution / RiskMetrics / Financial risk modeling / Expected shortfall / Statistics / Actuarial science / Financial risk

Value at Risk Estimation using Extreme Value Theory

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 23:48:05
8Extreme value theory / Black Saturday bushfires / Normal distribution / Q-Q plot / Bushfires in Australia / Canberra bushfires / CLEO / Xi / Central limit theorem / Statistics / Summary statistics / Generalized extreme value distribution

Estimate of maximum insurance loss due to bushfires

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:19:49
9Generalized extreme value distribution / Generalized Pareto distribution / Extreme value theory / Quantile / Maximum likelihood / Mode / Statistics / Statistical theory / Summary statistics

Package ‘evir’ July 26, 2012 VersionDateTitle Extreme Values in R Depends stats

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-08-01 11:37:00
10Hydrology / Water waves / Actuarial science / Emergency management / Extreme value theory / Statistical theory / Flood / Return period / Generalized extreme value distribution / Statistics / Meteorology / Atmospheric sciences

Microsoft Word - WATCH Technical Report Number 21 Methodology for analysing the space-time development of large-scale floods at

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Source URL: www.eu-watch.org

Language: English - Date: 2010-08-18 12:28:04
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