Results 11 to 20 of about 149,477 (251)
Extreme Value Theory and Auction Models
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021 El objetivo de este artículo es desarrollar un enfoque paramétrico para estimar subastas con datos incompletos utilizando la Teoría de los Valores Extremos (EVT).
Paolo Riccardo Morganti
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Impact of increasing heat waves on U.S. ozone episodes in the 2050s: Results from a multimodel analysis using extreme value theory. [PDF]
Geophys Res Lett, 2016 Shen L, Mickley LJ, Gilleland E.
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On Optimization and Extreme Value Theory [PDF]
Methodology And Computing In Applied Probability, 2003 A stochastic optimiser is an algorithm ruled by probabilistic procedures which aims at finding the optimum point of an objective function. The authors study the fit of the optimization outcomes to an extreme value distribution and suggest that the parameters of that distribution characterize the performance of the optimiser.
Hüsler, Jürg +3 more
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Adaptive Walks and Extreme Value Theory [PDF]
Physical Review Letters, 2011 4 pages, 2 figures; final version, to appear in Physical Review ...
Neidhart, Johannes, Krug, Joachim
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New extreme value theory for maxima of maxima
Statistical Theory and Related Fields, 2021 Although advanced statistical models have been proposed to fit complex data better, the advances of science and technology have generated more complex data, e.g., Big Data, in which existing probability theory and statistical models find their ...
Wenzhi Cao, Zhengjun Zhang
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Biases in Estimating Long‐Term Recurrence Intervals of Extreme Events Due To Regionalized Sampling
Geophysical Research Letters, 2023 Preparing for environmental risks requires estimating the frequencies of extreme events, often from data records that are too short to confirm them directly. This requires fitting a statistical distribution to the data.
Moutassem El Rafei +4 more
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Indonesian Journal of Earth Sciences, 2023 The long-term pattern of severe incidents is one of the most crucial and fascinating topics of seismic events. This work aims to analyze the maximum annual earthquake magnitude in the Makran subduction zone using extreme value theory by implementing the
Adil Rehman, Huai Zhang
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Extreme Value Theory and Value at Risk: Application to OPEC Market [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2019 Regarding the role of the energy market, especially oil, on the economy of countries, it is important to identify the future evolution of the market. In this respect, predicting the changeable extreme evolution of the oil price is crucial for decision ...
mahtab mehrasa, Teymour Mohamadi
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Agglomerative Clustering with Threshold Optimization via Extreme Value Theory
Algorithms, 2022 Clustering is a critical part of many tasks and, in most applications, the number of clusters in the data are unknown and must be estimated. This paper presents an Extreme Value Theory-based approach to threshold selection for clustering, proving that ...
Chunchun Li +6 more
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, 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 +2 more
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