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.
Conservatism Assessment of Extreme Value Theory Overbounds
IEEE Transactions on Aerospace and Electronic Systems ; 53 , 3 ; 1295-1307
01.06.2017
1167590 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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