Consider n i.i.d. random vectors on R2, with unknown, common distribution function F.Under a sharpening of the extreme value condition on F, we derive a weighted approximation of the corresponding tail copula process.Then we construct a test to check ...
Einmahl, J.H.J., Li, D., Haan, L.F.M. de
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Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults [PDF]
The most used regression model with binary dependent variable is the logistic regression model. When the dependent variable represents a rare event, the logistic regression model shows relevant drawbacks.
Silvia Angela Osmetti +1 more
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Applying Extreme Value Theory to a Century of Ammonium Nitrate Disasters: Persistent Safety Risks in Chemical Supply Chains. [PDF]
Risk AnalSin G.
europepmc +1 more source
Self‐Cooling Molecular Spin Qudits
Advanced Materials, EarlyView.A material made of [GdEr] molecular dimers can encode a qudit and perform as a magnetic refrigerant. Microwave resonant pulses coherently manipulate its 16 spin states, while direct demagnetization measurements cool the material and a device down to temperatures below 1 K.
Elías Palacios +12 more
wiley +1 more source
Solvent‐Free Thermal Defect Engineering in Molecular Frameworks With Volatile Linkers
Advanced Materials, EarlyView.Thermal removal of neutral volatile linkers enables precise and solvent‐free generation of metal vacancies in MOFs. This strategy affords redox‐stable, coordinatively unsaturated FeII sites with tunable spin, ligand coordination, and catalytic behavior. The approach offers a general route to design defect‐functional materials through local coordination
Sonia Martínez‐Giménez +9 more
wiley +1 more source
Value at risk models in finance [PDF]
The main objective of this paper is to survey and evaluate the performance of the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions and to their logical flaws.
Manganelli, Simone, Engle, Robert F.
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Opportunities of Semiconducting Oxide Nanostructures as Advanced Luminescent Materials in Photonics
Advanced Materials, EarlyView.The review discusses the challenges of wide and ultrawide bandgap semiconducting oxides as a suitable material platform for photonics. They offer great versatility in terms of tuning microstructure, native defects, doping, anisotropy, and micro‐ and nano‐structuring. The review focuses on their light emission, light‐confinement in optical cavities, and
Ana Cremades +7 more
wiley +1 more source
The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing [PDF]
Crisis events such as the 1987 stock market crash, the Asian Crisis and the bursting of the Dot-Com bubble have radically changed the view that extreme events in financial markets have negligible probability.
Sheri Markose, Amadeo Alentorn
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POM‐Based Water Splitting Catalyst Under Acid Conditions Driven by Its Assembly on Carbon Nanotubes
Advanced Materials, EarlyView.A newly‐engineered POM‐based electrocatalyst incorporating non‐innocent counter cations exhibits fast kinetics for either the OER or HER under strongly acidic conditions (1 m H2SO4), depending on whether it is assembled on carbon nanotubes (1@CNT) or physically mixed with them (1/CNT). In water‐splitting tests using a two‐electrode setup, these systems
Eugenia P. Quirós‐Díez +8 more
wiley +1 more source
An Extreme Value Theory Model of Cross-Modal Sensory Information Integration in Modulation of Vertebrate Visual System Functions. [PDF]
Front Comput Neurosci, 2019 Banerjee S, Scheirer WJ, Li L.
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