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Extreme value theory
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#	Item
11	Bayesian Extreme Components Analysis Add to Reading List Source URL: www.ics.uci.edu Language: English - Date: 2009-04-10 22:32:32 Estimation theory Singular value decomposition Bayesian statistics Multivariate statistics Principal component analysis Maximum likelihood Mixture model Bayesian inference Eigenvalues and eigenvectors Statistics Algebra Statistical theory
12	EXTREME VALUE THEORY AND SINGLE-EVENT ATTRIBUTION Richard L. Smith University of North Carolina, USA, and Statistical and Applied Mathematical Sciences Add to Reading List Source URL: www.wcrp-climate.org Language: English - Date: 2011-11-22 06:34:12
13	Statistical downscaling of precipitation using extreme value theory Petra Friederichs Meteorological Institute University of Bonn Add to Reading List Source URL: www.lmd.ens.fr Language: English - Date: 2007-09-20 06:27:46
14	14 th Symposium on Global Change and Climate Variations 9.6 AMS annual meeting, Feb, Long Beach, CA Add to Reading List Source URL: www.iac.ethz.ch Language: English - Date: 2003-02-25 02:59:06 Generalized extreme value distribution Probability distribution Estimation theory Parameter Normal distribution Scale parameter Confidence interval Statistics Statistical inference Gumbel distribution
15	Package ‘extRemes’ February 19, 2015 VersionDate 22 October 2012 Title Extreme Value Analysis Author Eric Gilleland Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2015-02-19 17:38:44 Normal distribution Multivariate statistics Actuarial science Probability theory Multivariate normal distribution Matrix Cumulative distribution function Stable distribution Copula Statistics Probability and statistics Mathematical analysis
16	EXTREME RISK INITIATIVE —NYU SCHOOL OF ENGINEERING RESEARCH PAPERS 1 On the tail risk of violent conflict and its underestimation Add to Reading List Source URL: www.fooledbyrandomness.com Language: English - Date: 2015-05-18 09:51:34 Actuarial science Probability theory Exponentials Pareto distribution Central limit theorem Power law Bootstrapping Sample size determination Generalized extreme value distribution Statistics Data analysis Statistical inference
17	Microsoft Word - Randomness.doc Add to Reading List Source URL: fs.gallup.unm.edu Language: English - Date: 2012-08-14 18:51:21 Bias of an estimator Shrinkage estimator Minimum mean square error Mean squared error Generalized extreme value distribution Statistics Estimation theory Estimator
18	List of Publications 1. Kl¨ uppelberg, CSubexponential distributions and integrated tails. J. Appl. Prob), Kl¨ Add to Reading List Source URL: www.statistics.ma.tum.de Language: English - Date: 2015-04-16 04:09:47 Multivariate statistics Statistical dependence Emergency management Extreme value theory Copula Statistics Actuarial science Statistical theory
19	PDF Document Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 23:48:14 Actuarial science Econometrics Covariance and correlation Normal distribution Copula Extreme value theory Autoregressive conditional heteroskedasticity Correlation and dependence Time series Statistics Statistical dependence Time series analysis
20	Value at Risk Estimation using Extreme Value Theory Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 23:48:05 Mathematical finance Econometrics Autoregressive conditional heteroskedasticity Time series analysis Extreme value theory Generalized extreme value distribution RiskMetrics Financial risk modeling Expected shortfall Statistics Actuarial science Financial risk

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