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Extreme value modelling of Ghana stock exchange index [PDF]

SpringerPlus, 2015
Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields.
Nortey, Ezekiel N. N., Asare, Kwabena, Mettle, Felix Okoe   +2 more
openaire   +2 more sources

On the Estimation of the Second Order Parameter for Heavy-Tailed Distributions

Revstat Statistical Journal, 2013
The extreme-value index γ is an important parameter in extreme-value theory since it controls the first order behavior of the distribution tail. In the literature, numerous estimators of this parameter have been proposed especially in the case of heavy ...
El hadji Deme , Laurent Gardes , Stéphane Girard   +2 more
doaj   +1 more source

Comparison of Two Methods, Gradient Boosting and Extreme Gradient Boosting to Pre- dict Survival in Covid-19 Data

Journal of Biostatistics and Epidemiology, 2023
Introduction: The present study discusses the importance of having a predictive method to determine the prognosis of patients with diseases like Covid-19.
Nadiasadat Taghavi Razavizadeh, Maryam Salari, Mostafa Jafari, Ehsan Sabaghian, Vahid Ghavami   +4 more
doaj   +1 more source

Latent model extreme value index estimation

Journal of Multivariate Analysis
47 pages, 8 ...
Joni Virta, Niko Lietzén, Lauri Viitasaari, Pauliina Ilmonen   +3 more
openaire   +4 more sources

Maximum lq-likelihood estimator of the heavy-tailed distribution parameter

Croatian Review of Economic, Business and Social Statistics
Studying the extreme value theory (EVT) involves multiple main objectives, among them the estimation of the tail index parameter. Some estimation methods are used to estimate the tail index parameter like maximum likelihood estimation (MLE). Additionally,
Mohammed Ridha Kouider, Nesrine Idiou, Samia Toumi, Fatah Benatia   +3 more
doaj   +1 more source

Analysis of extreme rainfall in Oti River Basin (West Africa)

Journal of Water and Climate Change, 2021
Understanding how extreme rainfall is changing locally is a useful step in the implementation of efficient adaptation strategies to negative impacts of climate change. This study aims to analyze extreme rainfall over the middle Oti River Basin.
Komi S. Klassou, Kossi Komi
doaj   +1 more source

European Standard Clinical Practice Guideline and EXPeRT Recommendations for the Diagnosis and Management of Gastroenteropancreatic Neuroendocrine Neoplasms in Children and Adolescents

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen, Calogero Virgone, Antje Redlich, Michael Abele, Ricardo Lopez‐Almaraz, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Maja Mazic Cesen, Andrea Ferrari, Malgorzata A. Krawczyk, Yves Reguerre, Dominik T. Schneider, Ines B. Brecht, Charlotte Rigaud, Bilgehan Yalcin, Rainer Claus, Christian Vokuhl, Constantin Lapa, Jörg Fuchs, Segolene Hescot, Thomas Walter, Julien Hadoux, Daniel Orbach   +23 more
wiley   +1 more source

On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values

Journal of Probability and Statistics, 2020
In this paper, we study the existence and consistency of the maximum likelihood estimator of the extreme value index based on k-record values. Following the method used by Drees et al.
Abderrahim Louzaoui, Mohamed El Arrouchi
doaj   +1 more source

Analysis of extreme rainfall and drought events using statistical and fractal methods: A case study of Mauritius

South African Journal of Science, 2021
Due to climate change, extreme rainfall and drought events are becoming more and more frequent in several regions of the globe. We investigated the suitability of employing statistical and fractal (or scaling) methods to characterise extreme ...
Reena H. Seebocus, Michel R. Lollchund, Miloud Bessafi   +2 more
doaj   +1 more source

Experience With Performing Rheocarna Therapy via the Single‐Needle Method for Treatment of Chronic Limb‐Threatening Ischemia

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Introduction This study investigated the safety and efficacy of single‐needle Rheocarna therapy for chronic limb‐threatening ischemia (CLTI) with wounds. Methods Six patients with CLTI involving ulcers unresponsive to revascularization underwent single‐needle Rheocarna treatment.
Yasutaka Yamauchi, Rie Tanaka, Reona Kawahira, Shingo Nabeta, Kouhei Naoi, Kazuhito Kitajima, Akira Wada, Tomonari Takagi, Norihiko Ohura, Akira Miyamoto   +9 more
wiley   +1 more source