Topic: generalized-pareto-distribution Goto Github
Some thing interesting about generalized-pareto-distribution
Some thing interesting about generalized-pareto-distribution
generalized-pareto-distribution,This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.
User: guilhermessc
generalized-pareto-distribution,Code accompanying the paper "Human mortality at extreme age"
User: lbelzile
generalized-pareto-distribution,This paper develops methods to estimate the tail and full distribution of the lengths of the 0-intervals in a continuous time stationary ergodic stochastic process which takes the values 0 and 1 in alternating intervals. The methods are applied to the 100-car study, a big naturalistic driving experiment.
User: ogcjn
generalized-pareto-distribution,Repository for the paper: "Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow".
User: opasche
generalized-pareto-distribution,Find The Tail - Matlab
User: pascalbruhn
generalized-pareto-distribution,Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
User: paulnorthrop
Home Page: https://paulnorthrop.github.io/revdbayes/
generalized-pareto-distribution,A python package for Extreme Value Analysis.
User: surya-lamichaney
Home Page: https://pypi.org/project/ExtremeLy
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