All Questions
Tagged with extreme-value fitting
5 questions with no upvoted or accepted answers
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Interpret the result of a fitted non-stationary Gumbel model
I have a dataset on wildfires that I fitted to a Gumbel distribution with a set of covariates (using the gevrFit function in the eva package in R). The result of ...
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2
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How to train a generalized extreme value model for anomaly detection?
Background
I am building an anomaly detection solution. So far I used the simple z-score (#std from mean) approach. The latter implicitly assumes an underlying stationary Gaussian model. However, the ...
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What do you recommend to see if my data fits Minimum Extreme Value distribution?
I have the following data:
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- 111
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Fitting of bivariate data to a self-defined probability density function
I have a bivariate set of data points which I want to fit to a self-defined distribution (i.e. not standard normal or chi-square or like that, a different, let's say "new" density function). I would ...
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Compare return levels of fitted GPD using MLE in different R packages
This question is related to this post: Different quantiles of a fitted GPD in different R packages?
I want to constraint "potvalues" data to be in a period of 6 years, this is, 16 observations per ...
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