Extreme value theory

Results: 82



#Item
41Actuarial science / Correlation and dependence / Copula / Correlation / Central limit theorem / Extreme value theory / Independence / Pearson product-moment correlation coefficient / Statistics / Statistical dependence / Covariance and correlation

Estudos e Documentos de Trabalho Working Papers 8 | 2010 EXTREMAL DEPENDENCE IN INTERNATIONAL OUTPUT GROWTH: TALES FROM THE TAILS

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Source URL: www.bportugal.pt

Language: English - Date: 2012-04-13 06:17:26
42Broadcasting / Weather forecasting / Prediction / Forecasting / Atmospheric sciences / Meteorology / Value of information / Statistics / Statistical forecasting / Decision theory

Extreme Weather Impacts on European Networks of Transport 1

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Source URL: cawcr.gov.au

Language: English - Date: 2011-12-13 22:28:36
43Symbol / Generalized extreme value distribution / Conjugate prior / Normal distribution / Regression analysis / Linear regression / Maximum likelihood / Parameter / Statistics / Econometrics / Estimation theory

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Bayesian hierarchical modelling of rainfall extremes E.A. Lehmann a, A. Phatak a, S. Soltyk b

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:13:40
44Actuarial science / Generalized extreme value distribution / Extreme value theory / Maximum likelihood / Normal distribution / Random variable / Estimation theory / Exponential distribution / Experimental uncertainty analysis / Statistics / Statistical theory / Gumbel distribution

Microsoft Word - 01papers.doc

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Source URL: www.aees.org.au

Language: English - Date: 2013-11-30 06:12:12
45Generalized extreme value distribution / Estimation theory / Normal distribution / Standard deviation / Variance / Statistical hypothesis testing / Pareto distribution / Skewness / Extreme value theory / Statistics / Data analysis / Actuarial science

Title: Value-at-Risk Modeling via the Peaks-Over-Threshold Approach

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Source URL: www.bsp.gov.ph

Language: English - Date: 2012-06-19 04:46:18
46Gumbel distribution / Extreme value theory / Seasonality / Poisson distribution / Exponential distribution / Generalized extreme value distribution / Statistics / Poisson processes / Time series analysis

Hydrol. Earth Syst. Sci., 15, 3207–3215, 2011 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Hydrology and

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Source URL: www.hydrol-earth-syst-sci.net

Language: English - Date: 2014-12-04 02:58:22
47Statistical inference / Quantile / Normal distribution / Log-normal distribution / Maximum likelihood / Generalized extreme value distribution / Skewness / Statistic / Q-Q plot / Statistics / Statistical theory / Estimation theory

Hydrol. Earth Syst. Sci., 14, 2617–2628, 2010 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Hydrology and

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Source URL: www.hydrol-earth-syst-sci.net

Language: English - Date: 2014-12-04 02:44:53
48Resampling / Generalized extreme value distribution / Box plot / Gumbel distribution / Maximum likelihood / Estimation theory / Kriging / Multifractal system / Statistics / Statistical inference / Bootstrapping

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Source URL: www.hydrol-earth-syst-sci.net

Language: English - Date: 2014-12-04 03:47:42
49Broadcasting / Weather forecasting / Prediction / Forecasting / Atmospheric sciences / Meteorology / Value of information / Statistics / Statistical forecasting / Decision theory

Extreme Weather Impacts on European Networks of Transport 1

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Source URL: www.cawcr.gov.au

Language: English - Date: 2011-12-13 22:28:36
50Matrix theory / Abstract algebra / Matrices / Econometrics / Orthogonal matrix / Matrix / Orthogonality / Eigenvalues and eigenvectors / Rotation / Algebra / Mathematics / Linear algebra

An efficient method for market risk management under multivariate extreme value theory approach The First International Moscow Finance Conference Moscow - November, the 18th 2011

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Source URL: www.hse.ru

Language: English - Date: 2011-12-22 00:57:01
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