Search Results - "Extreme values"

  • Showing 1 - 16 results of 16
Refine Results
  1. 1
    GARCH dependence in extreme value models with Bayesian inference

    GARCH dependence in extreme value models with Bayesian inference by Zhao, X., Scarrott, C., Oxley, Leslie, Reale, M.

    Published 2011
    Subjects: Get full text
  2. 2
    Functional data analysis for extreme data

    Functional data analysis for extreme data by Mohamad Adnan, Noor Izyan, Adam, Mohd. Bakri, Ishak, Mohd. Yusoff, Ibrahim, Noor Akma, Azmai, Mohammad Noor Amal

    Published 2016
    Subjects: “…Functional data analysis; Extreme values theory; Fourier series; Generalize cross-validation…”
    Get full text
    Get full text
  3. 3
    Estimation of tail risk based on extreme expectiles

    Estimation of tail risk based on extreme expectiles by Daouia, Abdelaati, Girard, Stéphane, Stupfler, Gilles

    Published 2017
    Subjects: “…Asymmetric squared loss; Coherency; Expectiles; Extrapolation; Extreme values; Heavy tails; Marginal expected shortfall; Value at Risk…”
    Get full text
  4. 4
    Extreme M-quantiles as risk measures: from L1 to Lp optimization

    Extreme M-quantiles as risk measures: from L1 to Lp optimization by Daouia, Abdelaati, Girard, Stéphane, Stupfler, Gilles

    Published 2019
    Subjects: “…Asymptotic normality; Dependent observations; Expectiles; Extrapolation; Extreme values; Heavy tails; Lp optimization; Mixing; Quantiles; Tail risk…”
    Get full text
  5. 5
    Modified boxplot and stairboxplot for generalized extreme value distribution

    Modified boxplot and stairboxplot for generalized extreme value distribution by Babura, Babangida Ibrahim

    Published 2017
    Subjects: Get full text
    Get full text
  6. 6
    On the study of extremes with dependent random right-censoring

    On the study of extremes with dependent random right-censoring by Stupfler, Gilles

    Published 2019
    Subjects: Get full text
  7. 7
    Goodness-of-fit tests for extreme value distributions

    Goodness-of-fit tests for extreme value distributions by Zainal Abidin, Nahdiya

    Published 2013
    Subjects: “…Extreme value theory…”
    Get full text
    Get full text
  8. 8
    An offspring of multivariate extreme value theory: the max-characteristic function

    An offspring of multivariate extreme value theory: the max-characteristic function by Falk, Michael, Stupfler, Gilles

    Published 2017
    Subjects: “…Multivariate extreme-value theory; Max-characteristic function; Wasserstein metric; Convergence…”
    Get full text
  9. 9
    Extreme air pollutant data analysis using classical and Bayesian approaches

    Extreme air pollutant data analysis using classical and Bayesian approaches by Mohd Amin, Nor Azrita

    Published 2015
    Subjects: Get full text
    Get full text
  10. 10
    Assessing the Performance of Value-at-Risk Models in Chinese Stock Market

    Assessing the Performance of Value-at-Risk Models in Chinese Stock Market by Lin, Lin

    Published 2008
    Subjects: Get full text
  11. 11
    Risk Preference and Employment Contract Type

    Risk Preference and Employment Contract Type by Brown, S., Farrell, L., Harris, Mark, Sessions, J.G.

    Published 2006
    Subjects: “…Ordered generalized extreme value model, Performance-relatedp ay, Risk preference, Self-employment…”
    Get full text
  12. 12
    Inference on factor structures in heterogeneous panels

    Inference on factor structures in heterogeneous panels by Castagnetti, Carolina, Rossi, Eduardo, Trapani, Lorenzo

    Published 2015
    Subjects: “…Large panels; CCE estimator; Principal Component estimator; Testing for factor structure; Extreme Value distribution…”
    Get full text
  13. 13
    Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions

    Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions by El Methni, Jonathan, Stupfler, Gilles

    Published 2018
    Subjects: Get full text
  14. 14
    Occupational transition and country-of-origin effects in the early stage occupational assimilation of immigrants: some evidence from Australia

    Occupational transition and country-of-origin effects in the early stage occupational assimilation of immigrants: some evidence from Australia by Kostenko, W., Harris, Mark, Zhao, X.

    Published 2012
    Subjects: “…ordered generalised extreme value model…”
    Get full text
    Get full text
  15. 15
    An Ordered Generalised Extreme Value Model with Application to Alcohol Consumption in Australia

    An Ordered Generalised Extreme Value Model with Application to Alcohol Consumption in Australia by Harris, Mark, Ramful, P., Zhao, X.

    Published 2006
    Subjects: “…Alcohol consumption, Discrete ordered data, Ordered Generalised Extreme Value model, Random utility maximisation, Rational addiction…”
    Get full text
  16. 16
    The dogit ordered generalized extreme value model

    The dogit ordered generalized extreme value model by Fry, T.R.L., Harris, Mark

    Published 2005
    Subjects: Get full text

Search Tools: