Collision prediction in roundabouts: a comparative study of extreme value theory approaches
This work contributes to study the application of extreme value theory (EVT) in road safety
analysis, estimating the risk of being involved in an entering–circulating collision in single …
analysis, estimating the risk of being involved in an entering–circulating collision in single …
Tails of extremes: Advancing a graphical method and harnessing big data to assess precipitation extremes
SD Nerantzaki, SM Papalexiou - Advances in Water Resources, 2019 - Elsevier
Extremes are rare and unexpected. This limits observations and constrains our knowledge
on their predictability and behavior. Graphical tools are among the many methods …
on their predictability and behavior. Graphical tools are among the many methods …
Understanding the origin of extreme events in El Niño southern oscillation
We investigate a low-dimensional slow-fast model to understand the dynamical origin of El
Niño southern oscillation. A close inspection of the system dynamics using several …
Niño southern oscillation. A close inspection of the system dynamics using several …
A comprehensive decision support system for the characterization of probability distribution tails for daily precipitation
Abstract A conventional Decision Support System (DSS) can be used to characterize tails of
probability distributions into distribution families using various graphical methods. Existing …
probability distributions into distribution families using various graphical methods. Existing …
Assessing future changes in daily precipitation tails over India: insights from multimodel assessment of CMIP6 GCMs
The tails of the probability distribution host extremes. The distributions are typically classified
into heavy or light-tailed distributions subjected to their tail behavior, out of which the former …
into heavy or light-tailed distributions subjected to their tail behavior, out of which the former …
[PDF][PDF] Characterizing the tail behaviour of daily precipitation probability distributions over India using the obesity index
Extreme precipitation events lie in the upper part of the probability distribution of daily
precipitation data, that is, the tail. Depending upon the tail behaviour, various probability …
precipitation data, that is, the tail. Depending upon the tail behaviour, various probability …
A Pareto tail plot without moment restrictions
B Klar - The American Statistician, 2024 - Taylor & Francis
We propose a mean functional that exists for arbitrary probability distributions and
characterizes the Pareto distribution within the set of distributions with finite left endpoint …
characterizes the Pareto distribution within the set of distributions with finite left endpoint …
[PDF][PDF] On multivariate heavy-tailed risk modelling in insurance and finance
M Hägele - 2022 - helda.helsinki.fi
Companies in the financial and insurance sector have to face a large amount and a large
variety of risks. Some of these risks are easy to estimate and model, but there also exist risks …
variety of risks. Some of these risks are easy to estimate and model, but there also exist risks …
[PDF][PDF] Capacity planning by Network Traffic Prediction
A Verhagen - 2024 - repository.tudelft.nl
This thesis marks the end of my master's degree in Wireless Communication & Sensing at
the faculty of Electrical Engineering at the Delft University of Technology. Foremost, I would …
the faculty of Electrical Engineering at the Delft University of Technology. Foremost, I would …
On the identification of the riskiest directional components from multivariate heavy-tailed data
M Hägele, J Lehtomaa - Risks, 2023 - mdpi.com
In univariate data, there exist standard procedures for identifying dominating features that
produce the largest number of observations. However, in the multivariate setting, the …
produce the largest number of observations. However, in the multivariate setting, the …