Results 1 to 10 of about 1,747,393 (329)

Distributions conditioned on extrapolated events via copula and extreme value theory [PDF]

MethodsX
In an interaction between road users, the proximity and speed are two interdependent dimensions which can be captured by a type of multivariate distribution called Copula. Copula requires all marginal distribution functions to be known.
Zhankun Chen, Carl Johnsson, Carmelo D'Agostino   +2 more
doaj   +4 more sources

Extreme Value Theory in Application to Delivery Delays [PDF]

Entropy, 2021
This paper uses the Extreme Value Theory (EVT) to model the rare events that appear as delivery delays in road transport. Transport delivery delays occur stochastically.
Marcin Fałdziński, Magdalena Osińska, Wojciech Zalewski   +2 more
doaj   +2 more sources

Extreme Value Theory for Hurwitz Complex Continued Fractions [PDF]

Entropy, 2021
The Hurwitz complex continued fraction is a generalization of the nearest integer continued fraction. In this paper, we prove various results concerning extremes of the modulus of Hurwitz complex continued fraction digits. This includes a Poisson law and
Maxim Sølund Kirsebom
doaj   +2 more sources

Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach [PDF]

Entropy, 2020
This paper develops a method for assessing portfolio tail risk based on extreme value theory. The technique applies separate estimations of univariate series and allows for closed-form expressions for Value at Risk and Expected Shortfall. Its forecasting
Miloš Božović
doaj   +2 more sources

Applications of Extreme Value Theory in Public Health. [PDF]

PLoS ONE, 2016
We present how Extreme Value Theory (EVT) can be used in public health to predict future extreme events.We applied EVT to weekly rates of Pneumonia and Influenza (P&I) deaths over 1979-2011.
Maud Thomas, Magali Lemaitre, Mark L Wilson, Cécile Viboud, Youri Yordanov, Hans Wackernagel, Fabrice Carrat   +6 more
doaj   +2 more sources

Frontier estimation and extreme value theory [PDF]

Bernoulli, 2010
Published in at http://dx.doi.org/10.3150/10-BEJ256 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
Daouia, Abdelaati, Florens, Jean-Pierre, Simar, Léopold   +2 more
openaire   +17 more sources

Extreme Value Theory [PDF]

, 2019
AbstractFrom travel disruptions to natural disasters, extreme events have long captured the public’s imagination and attention. Due to their rarity and often associated calamity, they make waves in the news (Fig. 3.1) and stir discussion in the public realm: is it a freak event? Events of this sort may be shrouded in mystery for the general public, but
Maria Jacob, Cláudia Neves, Danica Vukadinović Greetham   +2 more
  +4 more sources

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, Milošev Ivana, Đaković Vladimir   +2 more
doaj   +3 more sources

Modelling the species-area relationship using extreme value theory [PDF]

Nature Communications
The nested species-area relationship, obtained by counting species in increasingly larger areas in a nested fashion, exhibits robust and recurring qualitative and quantitative patterns.
Luís Borda-de-Água, M. Manuela Neves, Luise Quoss, Stephen P. Hubbell, Filipe S. Dias, Henrique M. Pereira   +5 more
doaj   +2 more sources

Extreme value analysis of the number of student absences in Jiangsu, China: Based on extreme value theory. [PDF]

PLoS ONE
Attendance absences have a substantial impact on student's future physical and mental health as well as academic progress. Numerous personal, familial, and social issues are among the causes of student absences.
Mao Liu, Wenyi Yang, Ting Tian, Jie Yang, Zhen Ding   +4 more
doaj   +2 more sources