Bucket 发表于 2025-3-25 04:41:22

Instanton Counting and LocalizationType I (Gumbel) distribution is equivalent to the limit of the GPD as c→0. Owing to these equivalences, the GPD can be used to model extreme data obtained by either the ’peaks over threshold’ approach or the epochal approach.

MIRE 发表于 2025-3-25 07:29:32

https://doi.org/10.1007/978-3-662-66834-4-, Drees-Pickands- and moment- estimators. An external implementation of new estimators is possible. The performance of estimators may be inspected by means of diagrams, plots and Monte Carlo simulations of the MSE as well as the distribution. XTREMES is menu-driven, runs on IBM-compatible PC’s and comes with a user’s guide-manual.

公司 发表于 2025-3-25 14:24:07

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本土 发表于 2025-3-25 16:06:18

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inquisitive 发表于 2025-3-25 20:59:59

Bayes Quantile Estimation and Threshold Selection for the Generalized Pareto Family empirical optimal combination choice of threshold and choice of monotone increasing function transformation. We review existing methods of estimation. The second phase is the “estimation” phase. We examine the use of Bayes estimators for this phase. We also suggest a method of finding confidence regions.

易怒 发表于 2025-3-26 03:47:05

Novel Extreme Value Estimation Procedures: Application to Extreme Wind DataType I (Gumbel) distribution is equivalent to the limit of the GPD as c→0. Owing to these equivalences, the GPD can be used to model extreme data obtained by either the ’peaks over threshold’ approach or the epochal approach.

reptile 发表于 2025-3-26 05:09:46

XTREMES: Extreme Value Analysis and Robustness-, Drees-Pickands- and moment- estimators. An external implementation of new estimators is possible. The performance of estimators may be inspected by means of diagrams, plots and Monte Carlo simulations of the MSE as well as the distribution. XTREMES is menu-driven, runs on IBM-compatible PC’s and comes with a user’s guide-manual.

flamboyant 发表于 2025-3-26 08:35:25

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轻浮女 发表于 2025-3-26 15:16:26

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津贴 发表于 2025-3-26 19:11:05

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查看完整版本: Titlebook: Extreme Value Theory and Applications; Proceedings of the C Janos Galambos,James Lechner,Emil Simiu Conference proceedings 1994 Kluwer Acad