Showing 1 - 20 results of 59 for search '"extreme value theory"', query time: 0.43s Refine Results
3
... the right resources for a better quality of service. We applied Extreme value theory (EVT) to predict bursts...
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Citation Index Journal
4
by Nur Munawwarah
Published 2015
...The literature review had identified that the extreme value theory is widely used in hydrological...
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Journal
5
by Martin, Odening, Jan, Hinrichs
Published 2003
Subjects: ...Extreme Value Theory,Hog production,Risk,Value‐at‐Risk...
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by Falk, Michael, Stupfler, Gilles
Published 2017
... of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vector in Rd, whose...
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Article
8
...When consider the extreme level of pollutant concentration, the Extreme Value Theory (EVT) is a...
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Conference or Workshop Item
11
by Minkah, Richard
Published 2016
... of electrical power and flooding in communities downstream respectively. In this paper, we use extreme value...
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Online
14
...) and extreme-value-theory (EVT) methodologies. Similar VaR estimation and prediction are observes under the EVT...
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Article
15
...The literature review had identified that the extreme value theory is widely used in hydrological...
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Article
16
by Suraiya
Published 2009
...) and extreme-value-theory (EVT) methodologies. Similar VaR estimation and prediction are observes under the EVT...
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Journal
17
by Farah Nadhirah
Published 2016
...R method. Extreme Value Theory can overcome shortcomings of traditional methods in computing financial risk...
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Journal
19
by Samit, Paul, Prateek, Sharma
Published 2017
Subjects: ...Value-at-Risk,Extreme value theory,Realized GARCH,Realized kernel,Skewed student-t...
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20
by Gabriel Frahm
Published 2018-08-01
Subjects: ...copula theory| extremal dependence| extreme value theory| ruin| tail dependence...
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Article