Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 15 of 15 for “"Extreme value distribution"”.
-
Nonparametric smoothing in extreme value theory
… the modelling of non-stationary sample extremes using a roughness penalty approach, in which smoothed natural cubic splines are fitted to the location and scale parameters of the generalized extreme value distribution and the distribution of the r largest order statistics. Estimation is …
-
Comparison of Bayes' and minimum variance unbiased estimators of reliability in the extreme value life testing model
… types of estimators for reliability using the extreme value distribution as the life-testing model. First the unbiased minimum variance estimator is derived. Then the Bayes' estimators for the uniform, exponential, and inverted gamma prior distributions are obtained, and these results are …
-
Estudo das características estocásticas do roll paramétrico
… consider as a stationary process. Finally, the extreme roll responses have been used for fitting the Generalized Extreme Value Distribution (GEVD) and the Generalized Pareto Distribution (GPD). Then, using the fitted GEVD, the return period and the time between events for roll motions have been …
-
A study of some life testing distributions
… The first article considers a new life-testing distribution which has the property of possessing a failure rate function which can be U-shaped or exponentially increasing depending on the value of the shape parameter. In addition, this article considers generalized least squares type estimators …
-
Response Surface Method for Time-Variant Reliability Analysis
… conditional upon the uncertain system parameter values is assumed to follow an extreme value distribution, the parameters of which are fitted by the response surface models. The fast integration scheme provides a formulation of a limit state function which incorporates this information. The …
-
The impact of estimation frequency on Value at Risk (VaR) and Expected Shortfall (ES) forecasts: an empirical study on conditional extreme value models
This study investigates extreme market events which occur in the tails of a distribution. The extreme events occur with a very low probability, but with significant consequences, which is what makes them of interest. In this study 20 years of data from both the S&P 500 and the JSE All Share index …
-
ΒΡΟΧΟΠΤΩΣΕΙΣ ΚΑΙ ΠΛΗΜΜΥΡΟΓΕΝΕΣΗ ΣΤΟΥΣ ΣΠΟΥΔΑΙΟΤΕΡΟΥΣ ΤΥΠΟΥΣ ΧΕΙΜΑΡΡΙΚΩΝ ΛΕΚΑΝΩΝ ΑΠΟΡΡΟΗΣ ΤΗΣ ΕΛΛΑΔΑΣ
… (DISCHARGES) ACCORDING TO GUMBEL METHOD OF THE EXTREME VALUE DISTRIBUTION,AND CAME UP WITH THE CORRESPONDING EQUALISATIONS WHICH CALCULATE THE BIGGEST EXPECTED RAINS AND DISCHARGES (RUN-OFFS) WITH REPETITION PERIOD T=50 AND T=100 YEARS. ACCORDING TO THE SAME METHOD WE CAME UP WITH THE …
-
Future changes in extreme rainfall events and circulation patterns over southern Africa
Changes in precipitation extremes are projected by many global climate models as a response to greenhouse gas increases, and such changes will have significant environmental and social impacts. These impacts are a function of exposure and vulnerability. Hence there is critical need to understand …
-
An Uncertainty-Based Approach to the Total Maximum Daily Load Development
… determine the prior, likelihood, and posterior distributions of uncertainties involved in Bayesian approach, various probability density functions are derived. The temperature measurement induced uncertainty in dissolved oxygen simulation is found to be normally distributed. The temporal scale …
-
Hydrological Frequency Analysis under Nonstationary Conditions
… analysis (HFA) evaluates the recurrence of extreme flow and precipitation events and guides water-related management and risk assessment. The conventional HFA assumes stationarity in the underlying process. However, climate change and other changes in the watersheds may induce …
-
Comparing A Simple Stochastic Weather Generator With Two Common Statistical Techniques For Gap-filling Daily Rainfall In Hawaiʻi
… and amount, utilizing the mixed exponential distribution (MEXP), to two common gap-filling methods - quantile mapping (QM) and normal ratio (NR). QM and NR require at least one neighboring (“supporting”) station to gap-fill the target (“primary”) station. Whereas a single-site SWG uses the …
-
Driver Behavior in Car Following - The Implications for Forward Collision Avoidance
… to be well characterized by the Generalized Extreme Value distribution. Lastly, driver's intent to change lanes can be predicted using a bivariate normal distribution, characterizing the vehicle's distance to lane boundary and the lateral velocity of the vehicle. This dissertation presents …
-
The development of Intensity Duration Frequency curves under climate change considerations using Remote Sensed rainfall data in Uganda
The intensification of extreme rainfall poses significant risks to hydrological infrastructure, particularly in data-scarce regions such as Uganda. Reliable intensity–duration–frequency (IDF) curves are essential for climate-resilient design, yet their development is constrained by the lack of …
-
Data analysis and simulation for warranties and golf handicaps
… these problems in turn. For many moderately high value items with a substantial sales volume (such as automobiles), a warranty is used as an important element of marketing products as a better warranty typically signals higher product quality to customers. Much recent research on modeling and …
-
Cumulative Distribution Networks: Inference, Estimation and Applications of Graphical Models for Cumulative Distribution Functions
… for directly representing the joint cumulative distribution function (CDF) of many random variables, called cumulative distribution networks (CDNs). Unlike graphical models for probability density and mass functions, in a CDN, the marginal probabilities for any subset of variables are obtained …