The commonly used procedure for estimating the Extreme Value distribution of a sequence of measurements implicitly assumes the samples are from a stationary random process. This ignores the well known systematic and cyclic trends that typically occur. Ignoring these trends tends to overestimate the magnitude of the extremes and their associated statistics. This chapter has presented a procedure for including such trends within the parameter estimation algorithm. The result is a better estimate of extreme values
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern ...
Assessment of trend has been a topic of major interest in extreme value analysis in recent years. Mu...
In extreme value theory the focus is on the tails of the distribution. The main focus is to estimate...
Extreme value theory concerns the behavior of the extremes of a process or processes. The fundamenta...
UID/MAT/00006/2019 (CEAUL) and UID/MAT/0297/2013 (CMA/UNL).Extreme Value Theory has been asserting i...
Although the fundamental probabilistic theory of extremes has been well developed, there are many pr...
The statistical analysis of extreme data is important for various disciplines, including hydrology, ...
Research in the statistical analysis of extreme values has flourished over the past decade: new prob...
While much effort in the development of statistical methods aims at characterising some properties o...
An improved method to estimate the probability of extreme events from independent observations is pr...
In applied hydrology the question of the probability of exceeding a certain value occurs regularly. ...
Models for extreme values are usually based on detailed asymptotic argument, for which strong ergodi...
Statistical extreme value theory is obviously a potentially useful tool in the study of concentratio...
The study of extreme values is of crucial interest in many contexts. The concentration of pollutants...
Models for extreme values are usually based on detailed asymptotic argument, for which strong ergodi...
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern ...
Assessment of trend has been a topic of major interest in extreme value analysis in recent years. Mu...
In extreme value theory the focus is on the tails of the distribution. The main focus is to estimate...
Extreme value theory concerns the behavior of the extremes of a process or processes. The fundamenta...
UID/MAT/00006/2019 (CEAUL) and UID/MAT/0297/2013 (CMA/UNL).Extreme Value Theory has been asserting i...
Although the fundamental probabilistic theory of extremes has been well developed, there are many pr...
The statistical analysis of extreme data is important for various disciplines, including hydrology, ...
Research in the statistical analysis of extreme values has flourished over the past decade: new prob...
While much effort in the development of statistical methods aims at characterising some properties o...
An improved method to estimate the probability of extreme events from independent observations is pr...
In applied hydrology the question of the probability of exceeding a certain value occurs regularly. ...
Models for extreme values are usually based on detailed asymptotic argument, for which strong ergodi...
Statistical extreme value theory is obviously a potentially useful tool in the study of concentratio...
The study of extreme values is of crucial interest in many contexts. The concentration of pollutants...
Models for extreme values are usually based on detailed asymptotic argument, for which strong ergodi...
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern ...
Assessment of trend has been a topic of major interest in extreme value analysis in recent years. Mu...
In extreme value theory the focus is on the tails of the distribution. The main focus is to estimate...