Results 101 to 110 of about 9,847,764 (300)

Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]

AMS classifications: 62G20, 62G32;asymptotic normality;confidence intervals;Edgeworth expansions;extreme value index;Hill estimator;regular variation;tail ...
Segers, J., Haeusler, E.
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Which Extreme Values Are Really Extreme? [PDF]

, 2004
We define the extreme values of any random sample of size n from a distribution function F as the observations exceeding a threshold and following a type of generalized Pareto distribution (GPD) involving the tail index of F.
Gonzalo, Jesús, Olmo, José, Jesus Gonzalo, Olmo, J., Gonzalo, J.   +4 more
core   +1 more source

Modelling Financial Risk in the South African Stock Market: An Application of the Generalised Extreme Value Distribution (GEVD)

Econometric Research in Finance
This study analyses the return characteristics of the South African Industrial Index (J520) and South African Financial Index (J580) using the Generalized Extreme Value Distribution (GEVD) to estimate return levels, Value-at-Risk (VaR) and Expected ...
Owen Jakata, Delson Chikobvu
doaj   +1 more source

The extent of the maximum likelihood estimator for the extreme value index

Journal of Multivariate Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Comparative assessment of crystallographic and cryo‐EM models in the Protein Data Bank

FEBS Open Bio, EarlyView.
Raw data obtained by X‐ray crystallography or cryo‐EM result in experimental maps, ultimately fitted by atomic models. Although the physical principles are different, the final results can be viewed, compared, and evaluated in the same way. With cryogenic electron microscopy (cryo‐EM) on track to surpass X‐ray crystallography as the preferred method ...
Alexander Wlodawer, Pawel Rubach, Zbigniew Dauter, Wojciech Dec, Dariusz Brzezinski, Marta Kulik, Wladek Minor, Mariusz Jaskolski   +7 more
wiley   +1 more source

Future changes in the mean and extreme sea surface winds over the East Asian marginal seas projected by regional climate models

, 2019
Sea surface wind, especially extreme winds, plays a crucial role in coastal safety including flooding and coastal erosion mainly by changing sea level and ocean wind waves, and the regional characteristics of sea surface wind can be in uenced by global ...
최원근, 장찬주, 김철호
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Modelling extreme risk of the financial index (J580) using the general Pareto distribution

Journal of Economic and Financial Sciences, 2019
Orientation: In light of the global financial instabilities, investors and risk analysts need extreme risk management tools to help them accurately monitor and reduce market exposure in an investment portfolio.
Owen Jakata, Delson Chikobvu
doaj   +1 more source

On testing the extreme value index via the pot-method

The Annals of Statistics, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Structural and biochemical insights into the thermostable esterase Ta0887 from Thermoplasma acidophilum

FEBS Open Bio, EarlyView.
In this study, a novel esterase from the thermoacidophilic archaeon Thermoplasma acidophilum was biochemically and structurally characterized. Our results demonstrate that Ta0887 is a highly thermostable esterase that preferentially hydrolyzes p‐nitrophenyl hexanoate and possesses an α‐helical cap domain that likely contributes to its substrate ...
Alejandro Delgado‐Rey, Miriam Livier Llamas‐García, Gabriela M. Montero‐Morán, Leticia Santos, Samuel Lara‐González   +4 more
wiley   +1 more source

Filtered Extreme Value Theory for Value-At-Risk Estimation [PDF]

Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in emerging markets ...
Yilmazer, Sait, Ozun, Alper, Cifter, Atilla   +2 more
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