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
2017-06-01
1167590 byte
Article (Journal)
Electronic Resource
English
Engineering applications of extreme value theory
Engineering Index Backfile | 1964
|Engineering Applications of Extreme Value Theory
SAE Technical Papers | 1964
|A Bibliography of Extreme-Value Theory
NTIS | 1978
|Traffic Conflicts-Based Crash Risk Assessment at Intersections Using Extreme Value Theory Approach
Springer Verlag | 2025
|Conservatism in cathodic protection design
Tema Archive | 1997
|