Collision prediction in roundabouts: a comparative study of extreme value theory approaches

F Orsini, G Gecchele, M Gastaldi… - … A: transport science, 2019 - Taylor & Francis
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 …

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 …

Understanding the origin of extreme events in El Niño southern oscillation

A Ray, S Rakshit, GK Basak, SK Dana, D Ghosh - Physical Review E, 2020 - APS
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 …

A comprehensive decision support system for the characterization of probability distribution tails for daily precipitation

N Gupta, SR Chavan - Journal of Hydrology, 2023 - Elsevier
Abstract A conventional Decision Support System (DSS) can be used to characterize tails of
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

N Gupta, SR Chavan - Theoretical and Applied Climatology, 2024 - Springer
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 …

[PDF][PDF] Characterizing the tail behaviour of daily precipitation probability distributions over India using the obesity index

N Gupta, SR Chavan - International Journal of Climatology, 2022 - researchgate.net
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 …

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 …

[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 …

[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 …

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 …