[LIVRE][B] Laws of small numbers: extremes and rare events
M Falk, J Hüsler, RD Reiss - 2010 - books.google.com
Since the publication of the first edition of this seminar book in 1994, the theory and
applications of extremes and rare events have enjoyed an enormous and still increasing …
applications of extremes and rare events have enjoyed an enormous and still increasing …
A test procedure for detecting super-heavy tails
The aim of this work is to develop a test to distinguish between heavy and super-heavy
tailed probability distributions. These classes of distributions are relevant in areas such as …
tailed probability distributions. These classes of distributions are relevant in areas such as …
Generalizing the Pareto to the log-Pareto model and statistical inference
U Cormann, RD Reiss - Extremes, 2009 - Springer
In this article we introduce a full-fledged statistical model of log-Pareto distribution functions
(dfs) parametrized by two shape parameters and a scale parameter. Pareto dfs can be …
(dfs) parametrized by two shape parameters and a scale parameter. Pareto dfs can be …
Explaining the seismic moment of large earthquakes by heavy and extremely heavy tailed models
MM Felgueiras - GEM-International Journal on Geomathematics, 2012 - Springer
The search of physical laws that explain the energy released by the great magnitude
earthquakes is a relevant question, since as a rule they cause heavy losses. Several …
earthquakes is a relevant question, since as a rule they cause heavy losses. Several …
IPO estimation of heaviness of the distribution beyond regularly varying tails
P Jordanova, M Stehlík - Stochastic Analysis and Applications, 2020 - Taylor & Francis
We introduce a completely novel method for estimation of the parameter which governs the
tail behavior of the cumulative distribution function of the observed random variable. We call …
tail behavior of the cumulative distribution function of the observed random variable. We call …
Extreme value theory
M Falk, J Hüsler, RD Reiss, M Falk, J Hüsler… - Laws of small numbers …, 2011 - Springer
In this chapter we summarize results in extreme value theory, which are primarily based on
the condition that the upper tail of the underlying df is in the δ-neighborhood of a …
the condition that the upper tail of the underlying df is in the δ-neighborhood of a …
Hospital length of stay: A cross-specialty analysis and Beta-geometric model
N Dehouche, S Viravan, U Santawat, N Torsuwan… - Plos one, 2023 - journals.plos.org
Background The typical hospital Length of Stay (LOS) distribution is known to be right-
skewed, to vary considerably across Diagnosis Related Groups (DRGs), and to contain …
skewed, to vary considerably across Diagnosis Related Groups (DRGs), and to contain …
Exploring Pareto scale mixtures
Pareto scale mixtures can be used to obtain distributions with heavier tails. An explanation
of this model properties is provided, together with a discussion about the parameters …
of this model properties is provided, together with a discussion about the parameters …
A simple nonparametric test for the existence of finite moments
I Fedotenkov - Available at SSRN 2202269, 2013 - papers.ssrn.com
This paper proposes a simple, fast and direct nonparametric test to verify if a sample is
drawn from a distribution with a finite first moment. The method can also be applied to test for …
drawn from a distribution with a finite first moment. The method can also be applied to test for …
Probabilities for p-outside values-Particular cases
PK Jordanova - AIP Conference Proceedings, 2019 - pubs.aip.org
The paper investigates probabilities for p-outside values. It shows that they are very
appropriate new numerical characteristics for describing the tail of the cumulative …
appropriate new numerical characteristics for describing the tail of the cumulative …