Results 131 to 140 of about 1,921,865 (309)
Arthritis Care &Research, EarlyView.Over the past 50 years, the science of pediatric rheumatology has grown exponentially due to an expansion in the understanding of complex rheumatic conditions and a surge in novel targeted therapeutics. Physician‐scientists in the field of pediatric rheumatology have played major roles in these advancements that have improved the care of children ...
Ekemini A. Ogbu +2 more
wiley +1 more source
A Lower-Bounded Extreme Value Distribution for Flood Frequency Analysis with Applications
MathematicsThis paper proposes the lower-bounded Fréchet–log-logistic distribution (LFLD), a probability model designed for robust flood frequency analysis (FFA). The LFLD addresses key limitations of traditional distributions (e.g., generalized extreme value (GEV)
Fatimah E. Almuhayfith +5 more
doaj +1 more source
Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for
Nawaz, Faisal, Qayyum, Abdul
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A trivariate extreme-value distribution applied to flood frequency analysis
, 1994 A trivariate extreme value distribution has been derived from the logistic model for the multivariate extreme value distribution. The construction of its corresponding probability distribution and density function is described.
Escalantesandoval, C.A.; Raynalvillasenor, J.A.
core +1 more source
Arthritis Care &Research, EarlyView.Objective We characterized emergency department (ED) gout visits and identified patient characteristics and health services patterns contributing to ED presentations. Methods We conducted a population‐based study of ED gout visits in Ontario, Canada, between 2014 and 2023.
Timothy S. H. Kwok +7 more
wiley +1 more source
ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY
The objective of this paper is to investigate the performance of different VaR models in the context of risk assessment in hog production. Potential pitfalls of traditional VaR models are pinpointed and proposals to solve them are analyzed. After a brief
Odening, Martin, Hinrichs, Jan
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The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing [PDF]
Crisis events such as the 1987 stock market crash, the Asian Crisis and the bursting of the Dot-Com bubble have radically changed the view that extreme events in financial markets have negligible probability.
Sheri Markose, Amadeo Alentorn
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Preface: Advances in extreme value analysis and application to natural hazards [PDF]
Natural Hazards and Earth System Sciences, 2021 Y. Hamdi, I. D. Haigh, S. Parey, T. Wahl
doaj +1 more source
Extreme Value Theory as a Theoretical Background for Power Law Behavior
Power law behavior has been recognized to be a pervasive feature of many phenomena in natural and social sciences. While immense research efforts have been devoted to the analysis of behavioral mechanisms responsible for the ubiquity of power-law scaling,
Alfarano, Simone, Lux, Thomas
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Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form [PDF]
A new state space approach is proposed to model the time- dependence in an extreme value process. The generalized extreme value distribution is extended to incorporate the time-dependence using a state space representation where the state variables ...
Jouchi Nakajima +3 more
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