An approach using extreme value theory (EVT) to generate conservative overbounds for measurement errors is assessed. In this approach, EVT is used to construct a model for tails of an unknown distribution. Results from a Monte Carlo simulation study are presented, which show that estimated tails are not necessarily conservative. The reasons for this lack of conservatism are described and discussed. A method for addressing this lack of conservatism is proposed and evaluated.


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    Titel :

    Conservatism Assessment of Extreme Value Theory Overbounds


    Beteiligte:


    Erscheinungsdatum :

    01.06.2017


    Format / Umfang :

    1167590 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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