Generalized Extreme Value Distribution
Mostrando 1-11 de 11 artigos, teses e dissertações.
-
1. Selecting “the best” nonstationary Generalized Extreme Value (GEV) distribution: on the influence of different numbers of GEV-models
ABSTRACT The selection of an appropriate nonstationary Generalized Extreme Value (GEV) distribution is frequently based on methods, such as Akaike information criterion (AIC), second-order Akaike information criterion (AICc), Bayesian information criterion (BIC) and likelihood ratio test (LRT). Since these methods compare all GEV-models considered within a s
Bragantia. Publicado em: 13/12/2019
-
2. Using climate change models to assess the probability of weather extremes events: a local scale study based on the generalized extreme value distribution
ABSTRACT Regional climate models (e.g. Eta) nested to global climate models (e.g. HadGEM2-ES and MIROC5) have been used to assess potential impacts of climate change at regional scales. This study used the generalized extreme value distribution (GEV) to evaluate the ability of two nested models (Eta-HadGEM2-ES and Eta-MIROC5) to assess the probability of dai
Bragantia. Publicado em: 11/02/2019
-
3. SPATIALIZATION OF THE ANNUAL MAXIMUM DAILY RAINFALL IN SOUTHEASTERN BRAZIL
ABSTRACT Extreme rainfall can lead to heavy damage and losses, such as landslides, floods and agricultural productivity as well as the loss of human and animal lives. To mitigate these losses, water resources management policies are needed, among other goals, to study and predict the frequency of such events in a given region to minimize their harmful effect
Eng. Agríc.. Publicado em: 2019-02
-
4. ESTIMATE OF REFERENCE EVAPOTRANSPIRATION THROUGH CONTINUOUS PROBABILITY MODELLING
ABSTRACT This study aimed at testing the fit of continuous probability distributions to a daily reference evapotranspiration dataset (ET0) at a 75% probability level for designing of irrigation systems. Reference evapotranspiration was estimated by the Penman-Monteith method (FAO-56-PM) for eight locations, within the state of Espírito Santo (Brazil), where
Eng. Agríc.. Publicado em: 2017-04
-
5. Construction of one priori for the parameters of the generalized extreme values model based in quantis with Gumbel distribution / ConstruÃÃo de uma Priori para os parÃmetros do Modelo de Valores Extremos Generalizado baseada em Quantis com DistribuiÃÃo Gumbel
The generalized extreme value distribution (GEV) plays a key role in studies related to physical measurements where it is applied to describe the behavior of the extreme values or rare event As these values are extracted from the upper (or lower) tail of the original distribution, a scarce amount of data is obtained in most cases This can be usually a proble
Publicado em: 2006
-
6. Teoria de valores extremos e copulas : distribuição valor extremo generalizada e copulas arquimedianas generalizadas trivariadas / Extreme value theory and copulas: generalized extreme value distribution and trivariate gneralized archimedean copulas
Sob a ótica da Teoria de Cópulas, a modelagem multidimensional pode ser considerada decorrente de dois processos: estimação das funções de distribuição acumulada marginais e modelagem de uma estrutura de dependência multidimensional que age sobre tais funções de distribuição marginais, sendo esta última, denominada cópula. Neste trabalho, as f
Publicado em: 2006
-
7. INTERDEPENDÊNCIA EXTREMA E CONTÁGIO EM MERCADOS EMERGENTES / CONTAGION AND EXTREMAL INTERDEPENDENCE IN EMERGING MARKETS
Nesta dissertação avalia-se o grau de associação entre pares de excessos de retornos, simultâneos e defasados no tempo, usando-se o conceito de cópulas. Cópulas assimétricas são ajustadas aos pares de distribuições de retornos e coeficientes de dependência de cauda, as medidas de interdependência e contágio baseadas nessas cópulas, são calcul
Publicado em: 2006
-
8. Estimate of the curve valume versus duraÃÃo using the distribution of widespread probability of extreme values - gev. for obtaining of the volume of wait in reservoirs / EstimaÃÃo da curva volume versus duraÃÃo utilizando a distribuiÃÃo de probabilidade generalizada de valores extremos, para obtenÃÃo do volume de espera em reservatÃrios
There is a clear conflict between the reservoir utilization for control and use multiple of the water mainly for electric power generation. In order to control the floods, it is necessary to predict the availability of empty reservoir volumes, capable of absorbing some inflow parcels, to avoid or reduce the damage caused to the downstream area. From an energ
Publicado em: 2005
-
9. Markets of risk and the theory of the extreme values: empirical study of cases / Mercados de risco e a teoria dos valores extremos: estudo empÃrico de casos
The objective of this work is to infer the behavior of extremes values of a continuous random variable, either extreme values in the down left tail of the probability density function (pdf), like the great daily losses in financial markets investments, or extreme values in the pdf upper right tail, like some great claim sizes in the insurance industry. The E
Publicado em: 2004
-
10. VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION / VALOR EM RISCO UMA COMPARAÇÃO ENTRE MÉTODOS DE ESCOLHA DA FRAÇÃO AMOSTRAL NA ESTIMAÇÃO DO ÍNDICE DE CAUDA DE DISTRIBUIÇÕES GEV
Value at Risk -VaR- is already part of the toolkit of financial analysts assessing market risk. In order to implement VaR it is needed to estimate low quantiles of the portfolio returns distribution. Traditional methodologies combine a normal conditional distribution together with ARCH type models to accomplish this goal. Albeit well succeed in evaluating ri
Publicado em: 2002
-
11. The generalized extreme value distribution to study maximum wind speed in Piracicaba, SP. / A distribuição generalizada de valores extremos no estudo da velocidade máxima do vento em Piracicaba, SP.
A teoria dos valores extremos desempenha um papel fundamental na modelagem de eventos associados a probabilidades muito pequenas ou eventos raros. Os modelos probabilísticos baseados nesta teoria visam predizer, a partir de um conjunto de valores máximos de um processo ambiental registrado num período relativamente curto (30 anos, por exemplo), os valores
Publicado em: 2002