Essays about: "Extreme Value Theory"

Showing result 1 - 5 of 57 essays containing the words Extreme Value Theory.

  1. 1. Extreme value modeling of wind effect on dune erosion on the Coast of ̈Angelholm

    University essay from Lunds universitet/Matematisk statistik

    Author : Lionel Arpin-Pont; [2020]
    Keywords : Erosion; Wind speed; Extreme value theory; Block maxima; Peaks over threshold; Copula; Husler-Reiss; Dependence function.; Mathematics and Statistics;

    Abstract : The movement of the coast line, due to erosion in one direction or aggregation in theother is a natural process as waves, wind as well as the geological nature of the coast itselfare affecting it. Sand dunes are the main protection coasts have at their disposal againstfloods during storm surges or from more passive but long range rainfalls. READ MORE

  2. 2. Analysis and Simulation Study of Stochastic Time-To-Collision as a Severity Measure in Traffic Security

    University essay from Lunds universitet/Matematisk statistik

    Author : Per Niklas Benzler Waaler; [2020]
    Keywords : time; collision; ttc; stochastic; probability; transform; transformation; traffic; data; under; estimation; post; encroachment; mixture; distribution; simulation; study; encounter; conflict; trajectory; prediction; road; user; safety; severity; surrogate; measure; Mathematics and Statistics;

    Abstract : Traffic accidents are extremely rare, creating the need for surrogate methods for safety analysis that makes efficient use of the information provided by traffic conflicts, which also are limited in availability. The severity measure time-to-collision (TTC) in combination with extreme value theory have so far been one of the primary measures used to infer traffic safety levels, but it relies on unrealistic assumptions that results in severity measures that do not always agree well with observed danger. READ MORE

  3. 3. A comparative study of VaR and ES using extreme value theory

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Klara Andersson; [2020]
    Keywords : extreme value theory; block maxima; peaks-over-threshold; backtesting; value-at-risk; expected shortfall; Business and Economics;

    Abstract : Using data from OMXS30, we study which of the models block maxima and peaks-over-threshold, based on extreme value theory, are the most accurate when estimating the risk measures Value-at-Risk and Expected Shortfall. To perform this analysis, the risk measures are backtested. READ MORE

  4. 4. An Extreme Value Approach to Age Limit Analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Christ-Roi Musonere; [2020]
    Keywords : World s Oldest Person Titleholders; Extreme Value Theory; Generalized Extreme Value Distribution; Generalized Pareto Distribution; Non-Stationary GEV Model; Survival Analysis.; Mathematics and Statistics;

    Abstract : A fundamental question in aging research is if the human lifespan has reached its maximum, as it has practical implications and affects the sustainability of our societies and health care systems. This thesis uses methods and techniques from extreme value theory to study human lifespan at extreme age, in particular the age at death of the world’s oldest person (WOP) titleholders. READ MORE

  5. 5. Regional Rainfall Frequency Analysis

    University essay from Stockholms universitet/Statistiska institutionen; Stockholms universitet/Statistiska institutionen

    Author : Olov Rudberg; Daniel Bezaatpour; [2020]
    Keywords : Statistics; Frequency Analysis; Probability Theory; Prediction Models; L-Moments; L-Moments Algorithm;

    Abstract : Frequency analysis is a vital tool when nding a well-suited probability distributionin order to predict extreme rainfall. The regional frequency approach have beenused for determination of homogeneous regions, using 11 sites in Skane, Sweden. READ MORE