Results 131 to 140 of about 56,714 (261)

Health Care Use Among Patients Presenting to Emergency Department for Gout Flares in Ontario, Canada: A Population‐Based Health Systems Analysis

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, Samantha Morais, William K. Silverstein, Clare L. Atzema, Gregory Choy, Priyanka Chandratre, Ping Li, Jessica Widdifield   +7 more
wiley   +1 more source

Measuring market risk using extreme value theory

The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR) models to measure market risk.
Mapa, Dennis S., Suaiso, Oliver Q.
core  

Extreme value distribution quantile estimation

, 1983
This thesis considers estimation of the quantiles of the smallest extreme value distribution, sometimes referred to as the log - Weibull distribution. The estimators considered are linear combinations of two order statistics.
Buck, Debra L.
core  

Statistical models for dependent and non-stationary extreme events [PDF]

, 2007
Extreme value methods are used in a wide range of applications, for example they may be used for modelling wave heights and river levels in hydrology, wind speeds in structural engineering and share price return levels in economics.
Eastoe, Emma F, Eastoe, Emma F.
core  

A Comparison of the Rates of Change Associated With Hourly and 24‐Hour Precipitation Extremes Across the Eastern United States

Water Resources Research
This study investigates changes in extreme precipitation across the eastern United States using hourly data from 127 stations collected between 1950 and 2023.
Colin P. Evans, Arthur T. DeGaetano
doaj   +1 more source

Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition

Consider n i.i.d. random vectors on R2, with unknown, common distribution function F.Under a sharpening of the extreme value condition on F, we derive a weighted approximation of the corresponding tail copula process.Then we construct a test to check ...
Einmahl, J.H.J., Li, D., Haan, L.F.M. de
core  

Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults [PDF]

The most used regression model with binary dependent variable is the logistic regression model. When the dependent variable represents a rare event, the logistic regression model shows relevant drawbacks.
Silvia Angela Osmetti, Raffaella Calabrese   +1 more
core  

State space modelling of extreme values with particle filters [PDF]

, 2009
State space models are a flexible class of Bayesian model that can be used to smoothly capture non-stationarity. Observations are assumed independent given a latent state process so that their distribution can change gradually over time. Sequential Monte
Wyncoll, David P.
core  

Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model

, 2012
This study develops a new conditional extreme value theory-based model (EVT) combined with the NIG + Jump model to forecast extreme risks. This paper utilizes the NIG + Jump model to asymmetrically feedback the past realization of jump innovation to the ...
Ze-To, S.
core   +1 more source

Ratios Involving Extreme Values

The Annals of Mathematical Statistics, 1951
Ratios of the form $(x_n - x_{n-j})/(x_n - x_i)$ for small values of $i$ and $j$ and $n = 3, \cdots, 30$ are discussed. The variables concerned are order statistics, i.e., sample values such that $x_1 < x_2 < \cdots < x_n$. Analytic results are obtained for the distributions of these ratios for several small values of $n$ and percentage values are ...
openaire   +3 more sources