Generalized pareto model: properties and applications in neutrosophic data modeling

Z Khan, MMA Almazah… - Mathematical …, 2022 - Wiley Online Library
The Pareto distribution is widely used to model industrial, biological, engineering, and other
various types of data. A new generalized model, namely the neutrosophic Pareto distribution …

Quantifying the risk of extreme aviation accidents

KP Das, AK Dey - Physica A: statistical mechanics and its applications, 2016 - Elsevier
Air travel is considered a safe means of transportation. But when aviation accidents do occur
they often result in fatalities. Fortunately, the most extreme accidents occur rarely. However …

Determinants of high crude oil price: a nonstationary extreme value approach

AK Dey, A Edwards, KP Das - Journal of Statistical Theory and Practice, 2020 - Springer
There are a number of factors that influence crude oil prices. We use a nonstationary
extreme value approach to model crude oil prices. The model includes world oil demand …

[HTML][HTML] How do mobility restrictions and social distancing during COVID-19 affect oil price?

AK Dey, KP Das - Journal of Statistical Theory and Practice, 2022 - Springer
This paper provides an analysis of the effect of the COVID-19 outbreak on the crude oil
price. Using a newly developed air mobility index and Apple's driving trends index, we …

Prediction of US General Aviation fatalities from extreme value approach

A Diamoutene, B Kamsu-Foguem, F Noureddine… - … research part A: policy …, 2018 - Elsevier
General Aviation is the main component of the United States civil aviation and the most
aviation accidents concern this aviation category. Between early 2015 and May 17, 2016, a …

[PDF][PDF] Statistical modelling of maximum temperature in Rwanda using extreme value analysis

E Singirankabo, E Iyamuremye, A Habineza… - Open Journal of …, 2023 - pisrt.org
This study aims to model the statistical behaviour of extreme maximum temperature values
in Rwanda. To achieve such an objective, the daily temperature data from January 2000 to …

Technology tool use and work/life balance among millennial workers: a correlational study

YA Stokes - 2019 - search.proquest.com
The purpose of this quantitative, correlational study was to assess if and to what extent
technology tools used for work and life tasks during the work day related to work/life …

[PDF][PDF] Characterization of the tail of river flow data by generalized Pareto distribution

KP Das, CA Sams, VP Singh - Journal of Statistical Research, 2016 - researchgate.net
Extreme value theory (EVT) is a branch of statistics that seeks to access, from a given
ordered sample, the probabilities of events that are more extreme than usually observed …

Understanding extreme stock trading volume by generalized Pareto distribution

KP Das, SC Halder - The North Carolina Journal of Mathematics …, 2016 - libjournal.uncg.edu
The extreme value theory (EVT) is used to assess the risk caused by extreme natural and
man made events. These events exhibit clusters of outlying observations that cannot be …

Predicting Bitcoin return using extreme value theory

MT Islam, KP Das - American Journal of Mathematical and …, 2021 - Taylor & Francis
The study investigates and develops the ability of the extreme value theory (EVT) to predict
bitcoin return. EVT is used to deal with rare but extreme events, such as severe losses or …