✦ LIBER ✦

Extreme value distributions for peak pressure and load coefficients

✍ Scribed by Henry W. Tieleman; Mohamed A.K. Elsayed; Zhongfu Ge; Muhammad R. Hajj

Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 289 KB
Volume: 96
Category: Article
ISSN: 0167-6105
DOI: 10.1016/j.jweia.2007.06.035

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Extreme-value analysis for observed peak

Extreme-value analysis for observed peak pressures on the Silsoe cube

✍ M. Kasperski; R. Hoxey 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 520 KB

Assessment of ‘peaks over threshold’ met

Assessment of ‘peaks over threshold’ methods for estimating extreme value distribution tails

✍ J.A. Lechner; E. Simiu; N.A. Heckert 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 527 KB

Test for the extreme value and weibull d

Test for the extreme value and weibull distributions based on normalized spacings

✍ R. A. Lockhart; F. O'Reilly; M. A. Stephens 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 549 KB

Parameter and quantile estimation for th

Parameter and quantile estimation for the generalized extreme-value distribution

✍ Enrique Castillo; Ali S. Hadi 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 750 KB

On the ratios for extreme value distribu

On the ratios for extreme value distributions with application to rainfall modeling

✍ Saralees Nadarajah; Abdel H. El-Shaarawi 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 111 KB 👁 1 views

Examples for the coefficient of tail dep

Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution

✍ Martin Schlather 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 102 KB

The tail behaviour of many bivariate distributions with unit FrÃ echet margins can be characterised by the coe cient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the distribution bel