Results 11 to 20 of about 1,753,680 (284)
Records in Athletics through Extreme-Value Theory [PDF]
SSRN Electronic Journal, 2006 In this paper we shall be interested in two questions on extremes relating to world records in athletics.The first question is: what is the ultimate world record in a specific athletics event (such as the 100m for men or the high jump for women), given ...
Einmahl, J.H.J., Magnus, J.R.
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Distributions conditioned on extrapolated events via copula and extreme value theory [PDF]
MethodsXIn 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 +2 more
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Risk Management with Extreme Value Theory [PDF]
, 2002 In this paper we review certain aspects around the Value-at-Risk, which is nowadays the industry benchmark risk measure. As a small quantile (usually 1%) Value-at-Risk is closely related to extreme value theory.
Klüppelberg, Claudia
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Extreme Value Laws for Superstatistics
Entropy, 2014 We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible, namely: Gumbel,
Pau Rabassa, Christian Beck
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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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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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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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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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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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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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