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Analysis of Extreme Wind Pressure Based on Extreme Value Distribution Theory
AtmosphereWhen extreme wind pressure is predicted based on the extreme value distribution theory, the sampling time–distance and sample volume of wind pressure data are important influencing factors. To discuss and analyze the influence of time–distance and sample
Weihu Chen, Yuji Tian, Fan Bai
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Testing Conditions and Estimating Parameters in Extreme Value Theory
Revstat Statistical Journal, 2019 Extreme Value Theory has been asserting itself as one of the most important statistical theories for the applied sciences providing a solid theoretical basis for deriving statistical models describing extreme or even rare events.
Helena Penalva +3 more
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Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis
Risks, 2022 Heavy tailedness and interconnectedness widely exist in stock returns and large insurance claims, which contributes to huge losses for financial institutions.
Navya Jayesh Mehta, Fan Yang
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Safety analysis of passing maneuvers using extreme value theory
IATSS Research, 2017 The increased availability of detailed trajectory data sets from naturalistic, observational, and simulation-based studies, is a key source for potential improvements in the development of detailed safety models that explicitly account for vehicle ...
Haneen Farah, Carlos Lima Azevedo
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Spatial Clustering of Extreme Annual Precipitation in Uruguay
Revista Brasileira de Meteorologia, 2023 The main objective of this work is to study the existence of spatial patterns maximum annual rainfall (through daily observations) within the territory of Uruguay and to show the application of two new statistical tools recently proposed.
Florencia Santiñaque +2 more
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UMYU Scientifica Journal, 2023 Climate change has conveyed about strange new weather patterns, among others is changes in rainfall extremes. To make adequate inferences about extreme rainfall, it's important to invest in meteorological research.
Ibrahim Lawal Kane +2 more
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Domain Concept Clustering Method Based on Graph Entropy Extreme Value Theory [PDF]
Jisuanji gongcheng, 2020 In domain ontology learning,in order to implement optimal clustering of concepts of the same domain without concept overlapping,this paper introduces the graph entropy extreme value theory and proposes a domain concept clustering method.According to the ...
AN Jingmin, LI Guanyu
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An application of extreme value theory in estimating liquidity risk
European Research on Management and Business Economics, 2017 The last global financial crisis (2007–2008) has highlighted the weaknesses of value at risk (VaR) as a measure of market risk, as this metric by itself does not take liquidity risk into account.
Sonia Benito Muela +2 more
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Intuitionistic fuzzy probability and two theorems from extreme value theory [PDF]
Notes on IFSThe aim of this contribution is to formulate a variation of Fisher–Tipett–Gnedenko theorem and a variation of Pickand—Balkema—de Haan theorem for intuitionistic fuzzy observables using an intuitionistic fuzzy probability.
Katarína Čunderlíková
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A global climatological model of extreme geomagnetic field fluctuations
Journal of Space Weather and Space Climate, 2020 This paper presents a multi-parameter global statistical model of extreme horizontal geomagnetic field fluctuations (dBH/dt), which are a useful input to models assessing the risk of geomagnetically induced currents in ground infrastructure.
Rogers Neil C. +4 more
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