Results 211 to 220 of about 594,681 (263)
Some of the next articles are maybe not open access.
Extremes, 2000
For the extreme value distribution (EVD) and the generalized Pareto distribution (GPD) with scale and location parameters asymptotically uniformly optimal tests for one-sided and two-sided hypotheses on the shape parameter are considered. Using the local asymptotic normality (LAN) property the author derives the asymptotic power of the tests under ...
openaire +1 more source
For the extreme value distribution (EVD) and the generalized Pareto distribution (GPD) with scale and location parameters asymptotically uniformly optimal tests for one-sided and two-sided hypotheses on the shape parameter are considered. Using the local asymptotic normality (LAN) property the author derives the asymptotic power of the tests under ...
openaire +1 more source
2019
This chapter discusses a statistical modeling strategy based on extreme value theory to describe the behavior of data far in the tails of the distributions, with a particular emphasis on large claims in property and casualty insurance and mortality at oldest ages in life insurance.
Michel Denuit +2 more
openaire +1 more source
This chapter discusses a statistical modeling strategy based on extreme value theory to describe the behavior of data far in the tails of the distributions, with a particular emphasis on large claims in property and casualty insurance and mortality at oldest ages in life insurance.
Michel Denuit +2 more
openaire +1 more source
2003
One of the goals of financial risk management is the accurate calculation of the magnitudes and probabilities of large potential losses due to extreme events such as stock market crashes, currency crises, trading scandals, or large bond defaults. In statistical terms, these magnitudes and probabilities are high quantiles and tail probabilities of the ...
Eric Zivot, Jiahui Wang
openaire +1 more source
One of the goals of financial risk management is the accurate calculation of the magnitudes and probabilities of large potential losses due to extreme events such as stock market crashes, currency crises, trading scandals, or large bond defaults. In statistical terms, these magnitudes and probabilities are high quantiles and tail probabilities of the ...
Eric Zivot, Jiahui Wang
openaire +1 more source
2018
This Capstone chapter illustrates how concepts in the book come together to diagnose real-world dynamics from observed time series data. In particular, we apply NLTS to diagnose multi-strain infectious disease dynamics from weekly cases of scarlet fever, measles, and pertussis in New York during the pre-vaccine period 1924-1948.
Ray Huffaker +2 more
openaire +1 more source
This Capstone chapter illustrates how concepts in the book come together to diagnose real-world dynamics from observed time series data. In particular, we apply NLTS to diagnose multi-strain infectious disease dynamics from weekly cases of scarlet fever, measles, and pertussis in New York during the pre-vaccine period 1924-1948.
Ray Huffaker +2 more
openaire +1 more source
Microbial diversity in extreme environments
Nature Reviews Microbiology, 2021Wen-Sheng Shu, Li-Nan Huang
exaly
Ultra-high temperature ceramics for extreme environments
Nature Reviews Materials, 2023Elizabeth
exaly
A New Weighting Scheme for Diminishing the Effect of Extreme Values in Regional Drought Analysis
Water Resources Management, 2022Zulfiqar Ali
exaly