A two‐stage many‐objective evolutionary algorithm with dynamic generalized Pareto dominance
Sign Up to like & getrecommendations! Published in 2022 at "International Journal of Intelligent Systems"
DOI: 10.1002/int.23016
Abstract: Many‐objective evolutionary algorithms (MaOEAs) are widely used to solve many‐objective optimization problems. As the number of objectives increases, it is difficult to achieve a balance between the population diversity and the convergence. Additionally, the selection… read more here.
Keywords: many objective; generalized pareto; two stage; dynamic generalized ... See more keywords
Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares
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DOI: 10.1080/03610926.2016.1202286
Abstract: ABSTRACT Generalized Pareto distribution (GPD) is widely used to model exceedances over thresholds. In this paper, we propose a new method, called weighted non linear least squares (WNLS), to estimate the parameters of the three-parameter… read more here.
Keywords: linear least; non linear; weighted non; generalized pareto ... See more keywords
Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1549253
Abstract: Abstract Modeling excesses over a high threshold and estimating extreme tail risk are two utmost studies in the extreme value literature. Traditional techniques are limited on handling these two challenges. To better analyze this type… read more here.
Keywords: tail risk; extreme tail; tail; generalized pareto ... See more keywords
GNSS integrity risk evaluation in position domain based on the generalized Pareto distribution
Sign Up to like & getrecommendations! Published in 2023 at "Measurement Science and Technology"
DOI: 10.1088/1361-6501/acd137
Abstract: Integrity monitoring of global navigation satellite systems (GNSSs) is designed to protect against extremely rare hazardous events, characterized by an integrity risk with a very low probability. The traditional integrity risk evaluation is restricted simultaneously… read more here.
Keywords: integrity; generalized pareto; risk evaluation; integrity risk ... See more keywords
Bayesian Survival Analysis for Generalized Pareto Distribution Under Progressively Type II Censored Data
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DOI: 10.1142/s0218539320500011
Abstract: In this paper, based on the progressively type II censoring data of generalized Pareto distribution, we consider the maximum likelihood estimation and asymptotic interval estimations of survival function and hazard function by using the Fisher… read more here.
Keywords: bayesian survival; generalized pareto; pareto distribution; progressively type ... See more keywords
On Statistical Inference of Generalized Pareto Distribution with Jointly Progressive Censored Samples with Binomial Removal
Sign Up to like & getrecommendations! Published in 2023 at "Mathematical Problems in Engineering"
DOI: 10.1155/2023/1821347
Abstract: A jointly censored sample is a very useful sampling technique in conducting comparative life tests of the products, its efficiency appears in permitting the selection of two samples from two manufacturing lines at the same… read more here.
Keywords: generalized pareto; inference generalized; binomial removal; pareto distribution ... See more keywords
Exact Moments of Generalized Pareto Distribution based on Generalized Order Statistics and Characterizations
Sign Up to like & getrecommendations! Published in 2021 at "Pakistan Journal of Statistics and Operation Research"
DOI: 10.18187/pjsor.v16i2.2724
Abstract: In this paper, we present simple explicit expressions for single and product moments of generalized order statistics from generalized Pareto distribution. These relations are deduced for the moments of order statistics and record values and… read more here.
Keywords: generalized order; order; moments generalized; order statistics ... See more keywords
Generating Optimal Discrete Analogue of the Generalized Pareto Distribution under Bayesian Inference with Applications
Sign Up to like & getrecommendations! Published in 2022 at "Symmetry"
DOI: 10.3390/sym14071457
Abstract: This paper studies three discretization methods to formulate discrete analogues of the well-known continuous generalized Pareto distribution. The generalized Pareto distribution provides a wide variety of probability spaces, which support threshold exceedances, and hence, it… read more here.
Keywords: generalized pareto; bayesian inference; loss; pareto distribution ... See more keywords