Safety analysis of passing maneuvers using extreme value theory
نویسندگان
چکیده
منابع مشابه
Data Analysis in Extreme Value Theory
Extreme value theory has emerged as one of the most important statistical disciplines for the applied sciences. Extreme value techniques are also becoming widely used in many other disciplines. For example, for portfolio adjustment in the insurance industry; for risk assessment on financial markets; and for traffic prediction in telecommunications. Here we do some basic data analysis in extreme...
متن کاملAuditing Journal Entries Using Extreme Value Theory
While a wealth of statutory and auditing pronouncements attest to the importance of the auditing of journal entries for preventing and detecting material misstatements to financial statements, existing literature has so far paid inadequate attention to this line of research. To explore this line of research further, this paper proposes a bipartite model that is based on extreme value theory and...
متن کاملThe extreme value theory approach to safety estimation.
Crash-based safety analysis is hampered by several shortcomings, such as randomness and rarity of crash occurrences, lack of timeliness, and inconsistency in crash reporting. Safety analysis based on observable traffic characteristics more frequent than crashes is one promising alternative. In this research, we proposed a novel application of the extreme value theory to estimate safety. The met...
متن کاملUsing extreme value theory for image detection
The primary target of content based image retrieval is to return a list of images that are most similar to a query image. This is usually done by ordering the images based on a similarity score. In most state-of-the-art systems, the magnitude of this score is very different from a query to another. This prevents us from making a proper decision about the correctness of the returned images. This...
متن کاملhigh volatility, thick tails and extreme value theory in value at risk estimation: the case of liability insurance in iran insurance company
در این بررسی ابتدا به بررسی ماهیت توزیع خسارات پرداخته میشود و از روش نظریه مقادیر نهایی برای بدست آوردن برآورد ارزش در معرض خطر برای خسارات روزانه بیمه مسئولیت شرکت بیمه ایران استفاده میشود. سپس کارایی نظریه مقدار نهایی در برآورد ارزش در معرض خطر با کارایی سایر روشهای واریانس ، کواریانس و روش شبیه سازی تاریخی مورد مقایسه قرار میگیرد. نتایج این بررسی نشان میدهند که توزیع ،garch شناخته شده مدل...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IATSS Research
سال: 2017
ISSN: 0386-1112
DOI: 10.1016/j.iatssr.2016.07.001