scholarly journals estimation of the extreme-value distribution parameters from grouped and censored observations

1999 ◽  
Vol 19 (1) ◽  
pp. 1-13
Author(s):  
محمد توفیق ◽  
یاسر محمد العدل
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Distribution Parameters ◽  
Censored Observations

scholarly journals GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY

2012 ◽  
Vol 22 (11) ◽  
pp. 1250276 ◽  
Author(s):  
DAVIDE FARANDA ◽  
VALERIO LUCARINI ◽  
GIORGIO TURCHETTI ◽  
SANDRO VAIENTI
Keyword(s):  
Dynamical Systems ◽  
Local Stability ◽  
Extreme Value Distribution ◽  
Extreme Value ◽  
Local Information ◽  
Value Distribution ◽  
Generalized Extreme Value Distribution ◽  
Extreme Value Statistics ◽  
Distribution Parameters ◽  
Insight Into

We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight into the local stability properties of dynamical systems. The indicator performs faster than others based on the iteration of the tangent map since it requires only the evolution of the original systems and, in the chaotic regions, gives further information about the local information dimension of the attractor. A numerical validation of the method is presented through the analysis of the motions in the Standard map.

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