Results 161 to 170 of about 27,022,553 (300)
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
core
An extreme value analysis of water levels at the Akosombo dam, Ghana. [PDF]
HeliyonNadarajah S, Kwofie C.
europepmc +1 more source
Arthritis Care &Research, EarlyView.Objective The diagnosis of fibromyalgia (FM) is challenging due to the absence of definitive biomarkers, numerous overlapping comorbidities, and its reliance on patient‐reported symptoms. Discrepancies between diagnostic criteria and clinical practice imply the possibility of diagnostic biases, complicating timely and accurate identification.
Sung‐A Kim +2 more
wiley +1 more source
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
core
Analysis of Bivariate Extreme Values
, 2015 Results show that there is high agreement between the distribution of the bivariate ACER functions and the distribution of the copula models with ACER marginals for all time series. The distribution of the copula models with Gumbel marginals display great discrepancies to the distribution of the bivariate ACER functions.
openaire +1 more source
Arthritis Care &Research, EarlyView.Objective To assess the validity of the Patient‐Reported Outcomes Measurement Information System (PROMIS) Pediatric measures in patients with chronic nonbacterial osteomyelitis (CNO). Methods Within the longitudinal patient registry of CNO, English‐speaking patients aged 8 years and older self‐reported PROMIS Pediatric measures of fatigue, pain ...
Mary M. Eckert +43 more
wiley +1 more source
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
Advanced Engineering Materials, Volume 27, Issue 6, March 2025.ErB4 and NdB4 nanostructured powders are produced by mechanochemical synthesis. 5 h mechanical alloying and 4 M HCl acid leaching are used in the production. ErB4 and NdB4 powders exhibit maximum magnetization of 0.4726 emu g−1 accompanied with an antiferromagnetic‐to‐paramagnetic phase transition at about TN = 18 K and 0.132 emu g−1 with a maximum at ...
Burçak Boztemur +5 more
wiley +1 more source
Records in Athletics through Extreme-Value Theory [PDF]
In this paper we shall be interested in two questions on extremes relating to world records in athletics.The first question is: what is the ultimate world record in a specific athletics event (such as the 100m for men or the high jump for women), given ...
Magnus, J.R., Einmahl, J.H.J.
core
A comparative analysis of L-moments, maximum likelihood, and maximum product of spacing methods for the four-parameter kappa distribution in extreme value analysis. [PDF]
Sci RepKhan MSUR +6 more
europepmc +1 more source