Results 51 to 60 of about 239,604 (162)
Improving the bias of a pseudo-maximum likelihood estimate of the extreme value index by k-records
Journal of Statistical Theory and Applications (JSTA), 2023 The paper focusses on the estimation of the extreme value index in terms of k-records based on a maximum likelihood approach, which is suggested recently by Louzaoui and El Arrouchi (J Probab Stat, 2020).
Abderrahim Louzaoui, Mohamed El Arrouchi
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Extreme value theory in emerging markets [PDF]
Ekonomski Anali, 2010 This paper investigates the performance of extreme value theory (EVT) with the daily stock index returns of four different emerging markets. The research covers the sample representing the Serbian (BELEXline), Croatian (CROBEX), Slovenian (SBI20), and ...
Anđelić Goran +2 more
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Impacts of climate change on extreme precipitation in the upstream of Chushandian Reservoir, China
Hydrology Research, 2022 Analysis of trends in extreme precipitation events within a basin is essential to reliably predict future changes and to inform adaptation strategic planning.
Rong Gan +4 more
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Statistics of the largest geomagnetic storms per solar cycle (1844-1993) [PDF]
Annales Geophysicae, 1997 A previous application of extreme-value statistics to the first, second and third largest geomagnetic storms per solar cycle for nine solar cycles is extended to fourteen solar cycles (1844–1993).
D. M. Willis +4 more
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Acta Scientiarum: Technology, 2014 The Standardized Precipitation Index (SPI) is a mathematical algorithm developed for detecting and characterizing precipitation departures with regard to an expected regional climate condition.
Gabriel Constantino Blain
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Generalized Pickands estimators for the extreme value index [PDF]
Journal of Statistical Planning and Inference, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Space Weather, 2020 In this paper extreme value theory (EVT) has been used to estimate the return levels for geomagnetic activity based on the aa index. The aa index is the longest, continuously recorded, geomagnetic data set (from 1868 to present). This long, 150‐year data
Sean Elvidge
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Double-thresholded estimator of extreme value index
Comptes Rendus. Mathématique, 2003 The purpose of this Note is to propose an estimator of the extreme value index constructed by using only the number of points exceeding random thresholds. We prove the weak consistency and the asymptotic normality of this estimator. We deduce from this last result that the rate of convergence of our estimator is in a power of the sample size.
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Scientific Reports, 2022 Due to global warming, global and regional extreme precipitation events occur frequently, causing severe drought and flood disasters. This has a significant impact on productivity and human life.
Jun Xia +4 more
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Extreme Values Modelling of Nairobi Securities Exchange Index [PDF]
American Journal of Theoretical and Applied Statistics, 2016 Extreme events and the clustering of extreme values provide fundamental information which can be used for risk assessment in finance. When applying extreme value analysis to financial time series we handle two major issues, bias and serial dependence. The main objective of the study will be to model the extreme values of the NSE all share index using ...
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