An efficient semi-analytical extreme value method for time-variant reliability analysis
Sign Up to like & getrecommendations! Published in 2021 at "Structural and Multidisciplinary Optimization"
DOI: 10.1007/s00158-021-02934-y
Abstract: Time-variant reliability analysis plays a vital role in improving the validity and practicability of product reliability evaluation over a specific time interval. Sampling-based extreme value method is the most direct way to implement accurate reliability… read more here.
Keywords: value method; time; reliability; extreme value ... See more keywords
Nonstationary extreme value analysis of temperature extremes in China
Sign Up to like & getrecommendations! Published in 2017 at "Stochastic Environmental Research and Risk Assessment"
DOI: 10.1007/s00477-017-1482-0
Abstract: In a changing climate, the common assumption of stationarity of climate extremes has been increasingly challenged, raising the need to incorporate non-stationarity in extreme value modeling. In this study, quantile regression is used to identify… read more here.
Keywords: extreme value; temperature; climate; temperature extremes ... See more keywords
Automatic clustering based on density peak detection using generalized extreme value distribution
Sign Up to like & getrecommendations! Published in 2018 at "Soft Computing"
DOI: 10.1007/s00500-017-2748-7
Abstract: Density peaks clustering (DPC) algorithm is able to get a satisfactory result with the help of artificial selecting the clustering centers, but such selection can be hard for a large amount of clustering tasks or… read more here.
Keywords: extreme value; generalized extreme; dpc; value ... See more keywords
Multivariate extreme value copulas with factor and tree dependence structures
Sign Up to like & getrecommendations! Published in 2018 at "Extremes"
DOI: 10.1007/s10687-017-0298-0
Abstract: Parsimonious extreme value copula models with O(d) parameters for d observed variables of extrema are presented. These models utilize the dependence characteristics, including factor and tree structures, assumed on the underlying variables that give rise… read more here.
Keywords: factor tree; dependence; extreme value; multivariate extreme ... See more keywords
Robust quantile estimation under bivariate extreme value models
Sign Up to like & getrecommendations! Published in 2019 at "Extremes"
DOI: 10.1007/s10687-019-00362-2
Abstract: In risk quantification of extreme events in multiple dimensions, a correct specification of the dependence structure among variables is difficult due to the limited size of effective data. This paper studies the problem of estimating… read more here.
Keywords: quantile estimation; bivariate extreme; extreme value; robust quantile ... See more keywords
Remark on rates of convergence to extreme value distributions via the Stein equations
Sign Up to like & getrecommendations! Published in 2020 at "Extremes"
DOI: 10.1007/s10687-020-00380-5
Abstract: Consider the maximum of independent and identically distributed random variables. The classical result says that the renormalized sample maximum converges to an extreme value distributions, under certain conditions on the distribution function. In the present… read more here.
Keywords: remark rates; extreme value; value distributions; rates convergence ... See more keywords
Sampling Hyperspheres via Extreme Value Theory: Implications for Measuring Attractor Dimensions
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Physics"
DOI: 10.1007/s10955-020-02573-5
Abstract: The attractor Hausdorff dimension is an important quantity bridging information theory and dynamical systems, as it is related to the number of effective degrees of freedom of the underlying dynamical system. By using the link… read more here.
Keywords: theory; curse dimensionality; attractor; value theory ... See more keywords
Advances in extreme value analysis and application to natural hazards
Sign Up to like & getrecommendations! Published in 2019 at "Natural Hazards"
DOI: 10.1007/s11069-019-03628-x
Abstract: The last decade has seen a dramatic increase in damages associated with natural hazards, with the two costliest years ever, 2011 and 2017, resulting in US$330 bn and US$360 bn overall losses (Löw 2018). Despite… read more here.
Keywords: extreme value; natural hazards; value analysis; value ... See more keywords
Extreme Value Theory Applied to the Daily Solar Radio Flux at 10.7 cm
Sign Up to like & getrecommendations! Published in 2019 at "Solar Physics"
DOI: 10.1007/s11207-019-1457-z
Abstract: Extreme Value Theory, a statistical tool widely used to study extreme events in time series corresponding to a broad range of fields, is here used to study the solar radio flux at 10.7 cm at a… read more here.
Keywords: radio flux; solar radio; extreme value; value theory ... See more keywords
A statistical approach for sizing an aircraft electrical generator using extreme value theory
Sign Up to like & getrecommendations! Published in 2021 at "CEAS Aeronautical Journal"
DOI: 10.1007/s13272-021-00540-8
Abstract: The sizing of aircraft electrical generators mainly depends on the electrical loads installed in the aircraft. Currently, the generator capacity is estimated by summing the critical loads, but this method tends to overestimate the generator… read more here.
Keywords: sizing aircraft; extreme value; generator; approach ... See more keywords
Determinants of High Crude Oil Price: A Nonstationary Extreme Value Approach
Sign Up to like & getrecommendations! Published in 2019 at "Journal of statistical theory and practice"
DOI: 10.1007/s42519-019-0070-7
Abstract: There are a number of factors that influence crude oil prices. We use a nonstationary extreme value approach to model crude oil prices. The model includes world oil demand, supply, dollar index, oil consumption, geopolitical… read more here.
Keywords: extreme value; approach; oil prices; crude oil ... See more keywords