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Weighted Estimation of the Dependence Function for an Extreme-Value Distribution
Bivariate extreme dependence function jackknife empirical likeli- hood method
2016/1/19
Bivariate extreme-value distributions have been employed in modeling extremes in environmental sciences and risk management. An important issue is to estimate the dependence function such as Pickands ...
Generalized Extreme Value distribution parameters as dynamical indicators of Stability
Generalized Extreme Value distribution parameters dynamical indicators of Stability Dynamical Systems
2011/9/23
Abstract: We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems. The indi...
A Bivariate Extreme Value Distribution Applied to Flood Frequency Analysis
Bivariate Extreme Value Distribution Flood Frequency Analysis
2009/10/23
This article presents a procedure for use of the Gumbel logistic model to represent
the joint distribution of two correlated extreme events. Parameters of the
distribution are estimated using the me...
Inequalities Arising out of the Value Distribution of a Differential Monomial
Meromorphic function Monomial Value distribution Inequality
2008/7/1
In the paper we derive two inequalities that describe the value distribution of a differential monomial generated by a transcendental meromorphic function and which improve some earlier results.
On the Value Distribution of $\varphi (z)[f(z)]^{n-1}f^{(k)}(z)$
Derivatives Inequality Meromorphic Functions Small Functions Value Distribution
2008/6/27
On the Value Distribution of $\varphi (z)[f(z)]^{n-1}f^{(k)}(z)$.