An alternative approach for extreme value statistics of climatologic dependent variables in small samples

1997 ◽  
Vol 58 (3-4) ◽  
pp. 169-173 ◽  
Author(s):  
Z. Şen
Keyword(s):  
Extreme Value ◽  
Extreme Value Statistics ◽  
Small Samples ◽  
Alternative Approach ◽  
Dependent Variables

scholarly journals Threshold selection in univariate extreme value analysis

Extremes ◽  
2021 ◽  
Author(s):  
Laura Fee Schneider ◽  
Andrea Krajina ◽  
Tatyana Krivobokova
Keyword(s):  
Mean Squared Error ◽  
Extreme Value ◽  
Hill Estimator ◽  
Small Samples ◽  
Extreme Value Analysis ◽  
Threshold Selection ◽  
Value Analysis ◽  
Wide Range ◽  
Asymptotic Mean Squared Error ◽  
The Hill

AbstractThreshold selection plays a key role in various aspects of statistical inference of rare events. In this work, two new threshold selection methods are introduced. The first approach measures the fit of the exponential approximation above a threshold and achieves good performance in small samples. The second method smoothly estimates the asymptotic mean squared error of the Hill estimator and performs consistently well over a wide range of processes. Both methods are analyzed theoretically, compared to existing procedures in an extensive simulation study and applied to a dataset of financial losses, where the underlying extreme value index is assumed to vary over time.

On the spectral shape of SEP events: An extreme value statistics approach

2013 ◽  
Author(s):  
M. Laurenza ◽  
G. Consolini ◽  
M. Storini ◽  
A. Damiani
Keyword(s):  
Extreme Value ◽  
Spectral Shape ◽  
Extreme Value Statistics

scholarly journals Bestimmung seltener Starkniederschläge kurzer Dauer - Fallbeispiele im Vergleich mit den schweizerischen Starkniederschlagskarten | Determination of Rare Rainfall Intensities of Short-Duration - Case Studies Compared with Maps of Intense Rainfall in Switzerland

1999 ◽  
Vol 150 (6) ◽  
pp. 209-218 ◽  
Author(s):  
Felix Forster ◽  
Walter Baumgartner
Keyword(s):  
Case Studies ◽  
Short Duration ◽  
Extreme Value ◽  
Extreme Value Statistics ◽  
Intense Rainfall

The two maps of intense rainfall in the Hydrological Atlas of Switzerland (1992, 1997) are compared to data of an evaluation of extreme value statistics. The results are transferred to recommendations for practioners.

scholarly journals Evaluation of Fatigue Characteristics of Aluminum Alloys and Mechanical Components Using Extreme Value Statistics and C-specimens

Metals ◽  
2021 ◽  
Vol 11 (12) ◽  
pp. 1915
Author(s):  
Jungsub Lee ◽  
Sang-Youn Park ◽  
Byoung-Ho Choi
Keyword(s):  
Aluminum Alloys ◽  
Fem Analysis ◽  
Extreme Value ◽  
Fatigue Tests ◽  
Extreme Value Statistics ◽  
Fatigue Properties ◽  
Chemical Compositions ◽  
Cross Sectional ◽  
Fatigue Characteristics ◽  
Mechanical Components

In this study, the fatigue characteristics of aluminum alloys and mechanical components were investigated. To evaluate the effect of forging, fatigue specimens with the same chemical compositions were prepared from billets and forged mechanical components. To evaluate the cleanliness of the aluminum alloys, the cross-sectional area of specimens was observed, and the maximum inclusion sizes were obtained using extreme value statistics. Rotary bending fatigue tests were performed, and the fracture surfaces of the specimens were analyzed. The results show that the forging process not only elevated the fatigue strength but also reduced the scatter of the fatigue life of aluminum alloys. The fatigue characteristics of C-specimens were obtained to develop finite-element method (FEM) models. With the intrinsic fatigue properties and strain–life approach, the FEM analysis results agreed well with the test results.

scholarly journals Combining large model ensembles with extreme value statistics to improve attribution statements of rare events

2015 ◽  
Vol 9 ◽  
pp. 25-35 ◽  
Author(s):  
Sebastian Sippel ◽  
Dann Mitchell ◽  
Mitchell T. Black ◽  
Andrea J. Dittus ◽  
Luke Harrington ◽  
...  
Keyword(s):  
Rare Events ◽  
Extreme Value ◽  
Extreme Value Statistics ◽  
Model Ensembles ◽  
Large Model

scholarly journals Roughness correction to the Casimir force at short separations: Contact distance and extreme value statistics

2012 ◽  
Vol 85 (15) ◽  
Author(s):  
Wijnand Broer ◽  
George Palasantzas ◽  
Jasper Knoester ◽  
Vitaly B. Svetovoy
Keyword(s):  
Casimir Force ◽  
Extreme Value ◽  
Extreme Value Statistics ◽  
Contact Distance
Sign in / Sign up

Export Citation Format

Share Document