Showing 541 - 560 results of 710 for search '"extreme value theory"', query time: 3.41s Refine Results
  1. 541
    by Mabitsela, Lesedi
    Published 2015
    ... t-distribution, Student t-distribution and Extreme Value Theory and backtesting was performed under each...
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  2. 542
    by Yu-Chieh Tang, 唐玉潔
    Published 2015
    ... efficiency using the generalized extreme value theory. The results showed a strong nonlinear, asymmetric...
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  3. 543
    by Shan-Shan Shen, 沈姍姍
    Published 2008
    ... returns between stock markets and its implications to the asset allocation. Two extreme value theory based...
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  4. 544
    by Pinto, Izidine S de Sousa
    Published 2016
    ... approach is based on extreme value theory. Here, the Generalized Extreme Value distribution (GEV) is fitted...
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    Doctoral Thesis
  5. 545
    ... of the extreme value theory approach in order to estimate the risk of loss for the insurance issue, in accordance...
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    Article
  6. 546
    ... the likelihood of extreme events, using extreme value theory (EVT), studies the asymptotic behavior of the ``tail...
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  7. 547
    by Tichy, Diana
    Published 2011
    ... be derived by use of multivariate extreme value theory. Thereby the basic assumption is that data comes from...
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    Doctoral Thesis
  8. 548
    by Meng-Kuan Lin, 林孟寬
    Published 2013
    ... simulations and Extreme Value Theory to calculate the operational risk net premium. Last, considering...
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  9. 549
    by Yuan Ren, Zhiyuan Zhu, Ziyuan Fan, Qiao Huang
    Published 2021-01-01
    ... by extreme value theory. The Generalized Pareto Distribution (GPD) was adopted to establish the probability...
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    Article
  10. 550
    ... levels due to waves, and thus underestimate the potential impact. Here we use extreme value theory...
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    Article
  11. 551
    by Kai Moriguchi, Tatsuhito Ueki, Masashi Saito
    Published 2020-01-01
    ... optimal solutions. Analyses based on extreme value theory and comparison with solutions produced by grid...
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    Article
  12. 552
    by P. Bernardara, F. Mazas, X. Kergadallan, L. Hamm
    Published 2014-03-01
    ... for the protection of urban areas, industrial facilities and others. Traditionally, the extreme value theory (EVT...
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    Article
  13. 553
    by Bingjie Zhu, Zhongxi Hou, Shangqiu Shan, Xinzhu Wang
    Published 2015-01-01
    ..., and the aircraft can store energy for flight. According to the extreme value theory, contour line figures...
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    Article
  14. 554
    ... for Gumbel-domain distributions by extreme value theory. Here, we study the distribution of mutation effects...
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    Article
  15. 555
    by I-Chun Chiang, 江怡君
    Published 2008
    ... of models is emphasized. Some studies apply extreme value theory(EVT) to VaR estimations...
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  16. 556
    by Yi-Xiao Xu, 許依虓
    Published 2013
    ... distribution we incorporate the extreme value theory (EVT) and the pair-copula structure to simulate future...
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  17. 557
    by Chen Hen-Chien, 陳恆杰
    Published 2001
    ... for the three index futures contracts in the domestic market. The extreme value theory and control charts...
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  18. 558
    by Kaftan, David
    Published 2018
    ... Extreme Value Theory - a field dedicated to finding the maxima or minima of a distribution. In particular...
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  19. 559
    by Wen-Jen Luo, 羅文貞
    Published 2006
    ... to estimate risk value is also different. Risk value of the extreme value theory while estimating, the result...
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  20. 560
    by Nagarur, Nagendra N.
    Published 2015
    ... are extended to the case of multiple mechanisms. Extreme·value theory and competing risk theory are applied...
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