Results 11 to 20 of about 3,072,942 (286)
About the geometrical stability of the marginal terms in variation series
Lietuvos Matematikos Rinkinys, 2004 It was proved that the logistic minimum is geometrically min-stable, positional statistics X(kN) , k > 1 are not geometrically stable, common minimum and maximum distributions are not asimptotically independent as the sample size is geometrical.
Algimantas Aksomaitis
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Investigating the Application of Extreme Value Theory in Estimating Liquidity Risk of Accepted Banks in Tehran Stock Exchange [PDF]
فصلنامه بورس اوراق بهادار, 2020 Measuring and estimating the risk is a problem that has long been of concern to the researchers. Various approaches have been proposed in this regard.
Fereshteh Nazari, Nader Rezaei
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Journal of Functional Analysis, 2020 In this paper, we continue Voiculescu's recent work on the analogous extreme value theory in the context of bi-free probability theory. We derive various equivalent conditions for a bivariate distribution function to be bi-freely max-infinitely divisible.
Huang, Hao-Wei, Wang, Jiun-Chau
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, 2009 Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events.
Gudendorf, Gordon, Segers, Johan
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Prudent decisions to estimate the risk of loss in insurance
Technological and Economic Development of Economy, 2017 The directive 2009/138/EC „Solvency II”, provides the determination of insurance capital requirements based either on a standard formula or an internal model built by the company and approved by the regulatory authority.
Casian Butaci +3 more
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Mathematics, 2022 The extreme value theory is widely used in economic and environmental domains, it aims to study the stochastic extreme behaviors associated with rare events.
Yingjie Wang, Xinsheng Liu
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Extreme value distributions and Renormalization Group [PDF]
, 2012 In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered.
B. Gutenberg +12 more
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Perturbed and Unperturbed: Analyzing the Conservatively Perturbed Equilibrium (Linear Case)
Entropy, 2020 The “conservatively perturbed equilibrium” (CPE) technique for a complex chemical system is computationally analyzed in a batch reactor considering different linear mechanisms with three and four species.
Yiming Xi +3 more
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Frontiers in Marine Science, 2022 Extreme value analysis (EVA) has been extensively used to understand and predict long-term return extreme values. This study provides the first approach to EVA using satellite-observed sea surface temperature (SST) data over the past decades ...
Eun-Young Lee +2 more
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Almost Sure Convergence for the Maximum and Minimum of Normal Vector Sequences
Mathematics, 2020 In this paper, we prove the almost sure convergences for the maximum and minimum of nonstationary and stationary standardized normal vector sequences under some suitable conditions.
Zhicheng Chen +2 more
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