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Extreme value analysis within a parametric outlier detection framework

โœ Scribed by S. Cabras; J. Morales


Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
166 KB
Volume
23
Category
Article
ISSN
1524-1904

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## Abstract Parameters in a generalized extreme value (GEV) distribution are specified as a function of covariates using a conditional density network (CDN), which is a probabilistic extension of the multilayer perceptron neural network. If the covariate is time or is dependent on time, then the GE