Statistical modeling of extremes under linear and power normalizations with applications to air pollution

H. M. BARAKAT; E. M. NIGM; O. M. KHALED

Article Details

Statistical modeling of extremes under linear and power normalizations with applications to air pollution

Authors:

H. M. BARAKAT | E. M. NIGM | O. M. KHALED

Publisher:

Kuwait University

Journal:

Kuwait Journal of Science Vol.41 Issue 1, pp.0-0

Document Type:

Article

Publication Date:

7/2014

Document Language:

English

Document ID (Org No.):

2001942701

pISSN:

2307-4116

Keywords:

Abstract:

 In this paper the Block Maxima (BM) and the Peak Over Threshold (POT) methods are used to model the air pollution in two cities in Egypt. A simulation technique is suggested to choose a suitable threshold value. The validity of full bootstrapping technique for improving the estimation parameters in extreme value models has been checked by Kolmogorov-Smirnov (K-S) test. A new efficiency approach for modeling extreme values is suggested. This approach can convert any ordered data to enlarged block data by using sub-sample bootstrap. By using power normaliziation, for the first time in litrarure, the BM and sub-sample bootstrap methods are applied to model the air pollution. Although, this study is applied on three pollutants in two cities in Egypt, the suggested approaches may be applied on other pollutants in other regions in any country.

Article Details

Statistical modeling of extremes under linear and power normalizations with applications to air pollution

Authors:

H. M. BARAKAT | E. M. NIGM | O. M. KHALED

Publisher:

Kuwait University

Journal:

Kuwait Journal of Science Vol.41 Issue 1, pp.0-0

Document Type:

Article

Publication Date:

7/2014

Document Language:

English

Document ID (Org No.):

2001942701

pISSN:

2307-4116

Air pollution

bootstrap technique

generalized extreme value model

generalized Pareto distribution

Kolmogorov-Smirnov test

Issues

Article Details

Statistical modeling of extremes under linear and power normalizations with applications to air pollution

Authors: H. M. BARAKAT | E. M. NIGM | O. M. KHALED

Publisher: Kuwait University

Journal: Kuwait Journal of Science Vol.41 Issue 1, pp.0-0

Document Type: Article

Publication Date: 7/2014

Document Language: English

Document ID (Org No.): 2001942701

pISSN: 2307-4116

Air pollution

bootstrap technique

generalized extreme value model

generalized Pareto distribution

Kolmogorov-Smirnov test

Issues

Authors:

H. M. BARAKAT | E. M. NIGM | O. M. KHALED

Publisher:

Kuwait University

Journal:

Kuwait Journal of Science Vol.41 Issue 1, pp.0-0

Document Type:

Article

Publication Date:

7/2014

Document Language:

English

Document ID (Org No.):

2001942701

pISSN:

2307-4116