Results 181 to 190 of about 27,028,042 (341)

Tail risk of Bitcoin and major cryptocurrencies: a distributional and extreme-value analysis [PDF]

Joerg R. Osterrieder, Stephen Chan, Yuanyuan Zhang, Jeffrey Chu   +3 more
openalex   +1 more source

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  

Longitudinal Changes in Adiposity After a Youth Sport‐Related Knee Injury: Informing Posttraumatic Osteoarthritis Prevention

Arthritis Care &Research, EarlyView.
Objective Youth who experience a sport‐related knee injury have elevated odds of becoming overweight or developing obesity in 3 to 10 years, compounding their risk for posttraumatic osteoarthritis (PTOA). To inform prevention strategies, this study compared patterns of adiposity change between youth with a sport‐related knee injury and uninjured youth ...
Justin M. Losciale, Nuria E. J. Jansen, Christina Y. Le, Leo Lu, Hui Xie, Marienke van Middelkoop, Jackie L. Whittaker   +6 more
wiley   +1 more source

An extreme value analysis of water levels at the Akosombo dam, Ghana. [PDF]

Heliyon
Nadarajah S, Kwofie C.
europepmc   +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, Tsuyoshi Kunihama, Yasuhiro Omori, Sylvia Fruwirth-Scnatter   +3 more
core  

Analysis code and processed data for "Tail Behaviour and Dependence Structure of Soil-Gas and Near-Surface Air Radon at an Active Fault Site in Northern Thailand: An Extreme-Value Analysis"

Vitsanusat Atyotha, Khanuengnij Prakhammin, Surachai Wongcharee, Punya Charusiri, Nipada Papukdee   +4 more
openalex   +2 more sources

Employment Trajectories of Patients With Systemic Lupus Erythematosus and Factors Driving Transitions Between States

Arthritis Care &Research, EarlyView.
Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Methods Using data from a single center, we analyzed employment transitions, adjusted mean disease activity ...
Javier Mencia‐Ledo, Zahi Touma, Laura Whittall Garcia, Dafna D. Gladman, Behdin Nowrouzi‐Kia   +4 more
wiley   +1 more source

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

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  

Factors Associated With Fibromyalgia Diagnosis Among People Meeting Criteria: Results From UK Biobank

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, Gary J. Macfarlane, Marcus J. Beasley   +2 more
wiley   +1 more source