Search Results - subject:"Threshold selection"

A statistical approach for sizing an aircraft electrical generator using extreme value theory

Boulfani, Fériel; Gendre, Xavier; Ruiz-Gazen, Anne; … - 2021

Persistent link: https://www.econbiz.de/10012698509

Modelling extreme claims via composite models and threshold selection methods

Wang, Yinzhi; Hobæk Haff, Ingrid; Huseby, Arne - In: Insurance 91 (2020), pp. 257-268

Persistent link: https://www.econbiz.de/10012242026

Body and tail : an automated tail-detecting procedure

Hoffmann, Ingo; Börner, Christoph J. - In: Journal of risk 23 (2020/2021) 2, pp. 43-69

Persistent link: https://www.econbiz.de/10012500249

Bayesian threshold selection for extremal models using measures of surprise

Lee, J.; Fan, Y.; Sisson, S.A. - In: Computational Statistics & Data Analysis 85 (2015) C, pp. 84-99

, in practice a suitable threshold is unknown and must be determined for each analysis. While there are many threshold … selection methods for univariate extremes, there are relatively few that can be applied in the multivariate setting. In addition …

Persistent link: https://www.econbiz.de/10011191033

Semi-parametric Estimation Based on Second Order Parameter for Selecting Optimal Threshold of Extreme Rainfall Events

Shinyie, Wendy; Ismail, Noriszura; Jemain, Abdul - In: Water Resources Management 28 (2014) 11, pp. 3489-3514

Analysis of extreme rainfall events can be performed using two main approaches; fitting Generalized Extreme Value distribution to the yearly peaks of events in the observation period or the annual maximum series, and fitting Generalized Pareto distribution to the peaks of events that exceed a...

Persistent link: https://www.econbiz.de/10010949780

Threshold selection for extremes under a semiparametric model

Gonzalez, Juan; Rodriguez, Daniela; Sued, Mariela - In: Statistical Methods and Applications 22 (2013) 4, pp. 481-500

In this work we propose a semiparametric likelihood procedure for the threshold selection for extreme values. This is …

Persistent link: https://www.econbiz.de/10010728122

Semi-parametric Estimation for Selecting Optimal Threshold of Extreme Rainfall Events

Shinyie, Wendy; Ismail, Noriszura; Jemain, Abdul - In: Water Resources Management 27 (2013) 7, pp. 2325-2352

The two primary approaches of extreme events analysis are annual maximum series (AMS), which fits Generalized Extreme Value (GEV) distribution to the yearly peaks of events in the observation period, and partial duration series (PDS), which fits Generalized Pareto (GP) distribution to the peaks...

Persistent link: https://www.econbiz.de/10010794847

Cooperation and charity in spatial public goods game under different strategy update rules

Li, Yixiao; Jin, Xiaogang; Su, Xianchuang; Kong, Fansheng; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 5, pp. 1090-1098

classified into two global rules: random selection rule in which individuals randomly update strategies, and threshold selection … enhances the cooperation level, while threshold selection lowers the threshold of the multiplication factor to maintain … cooperation under threshold selection. Interestingly, the evolution of charity strongly depends on the dispersion of payoff …

Persistent link: https://www.econbiz.de/10010588646

Statistical Significance Threshold Criteria For Analysis of Microarray Gene Expression Data

Cheng, Cheng; Pounds, Stanley; Boyett, James; Pei, Deqing; … - In: Statistical Applications in Genetics and Molecular Biology 3 (2007) 1, pp. 36-36

The methodological advancement in microarray data analysis on the basis of false discovery rate (FDR) control, such as the q-value plots, allows the investigator to examine the FDR from several perspectives. However, when FDR control at the ``customary" levels 0.01, 0.05, or 0.1 does not provide...

Persistent link: https://www.econbiz.de/10005752555