Extreme value and related models with applications in engineering and science

By E. Castillo. 2005

414 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2a1b72da0812de6417e43185bdd2129a8e0873dd

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Citations in the corpus

The effect of horizontal resolution on simulation of very extreme US precipitation events in a global atmosphere model (2010, methodology): “Solving for XT using the above definition of the GEV distribution yields (Castillo et al. 2004), XT ¼ nþ a½1 f lnð1 T0=TÞg k=k k 6¼ 0 n a lnð lnð1 T0=TÞÞ k ¼ 0 ð3Þ Hence, return values of annual or seasonal extrema are readily obtained by this inversion of the GEV distribution function after its…”
Simulation of the entire range of daily precipitation using a hybrid probability distribution (2012, methodology): “The popularity of GP distribution can be explained by EVT [Coles, 2001; Castillo et al., 2005], which states that precipitation exceedances over a threshold can be asymptotically approximated by a GP distribution, given that the threshold is sufficiently large.”
A detection threshold in the amplitude spectra calculated from Kepler data obtained during K2 mission (2014, background): “This means that the amplitude spectrum values in different frequencies are correlated, and the distribution of extreme values changes; this is well know in the theory of extreme value distributions, e.g. (Kotz & Nadarajh 2000; Castillo et al. 2005).”
Extreme Value Analysis: an Introduction (2013, methodology): “Bases on spatial extremes can be found e.g. in Falk et al. (2011) or Castillo et al. (2004).”
Construction of multivariate distributions: a review of some recent results (2008, background): “The construction, study and applications of multivariate distributions is one of the classical fields of research in statistics, and it continuesto be an active field of research.”
A unified statistical model for hydrological variables including the selection of threshold for the peak over threshold method (2012, methodology): “This is calculated as the inverse of the information matrix, which is obtained numerically [see Coles, 2001; Castillo et al., 2005].”
VARIUS: A Model of Process Variation and Resulting Timing Errors for Microarchitects (2008, background): “Extreme value theory [11] shows that the value of the largest variable follows a Gumbel distribution, whose mean and standard deviation are”
A Statistical Learning Approach to Ultra-Reliable Low Latency Communication (2018, methodology): “By using the power law approximation in (68) for approximating f ( z (1) , . . . , z ( l ) ; ˆ α, ˆ κ ) , we ﬁnd that [16, Sec.”