Extreme value theory - PDFSEARCH.IO - Document Search Engine

Extreme value theory
Results: 82

#	Item
61	Workshop on High-dimensional and Multivariate Extremes Bristol, 2nd-4th July, 2014 Organised by Ioannis Papastathopoulos Conference programme Add to Reading List Source URL: www.sustain.bris.ac.uk Language: English - Date: 2014-06-27 11:47:26 Statistical theory Time series analysis Emergency management Extreme value theory Autoregressive conditional heteroskedasticity Time series Regression analysis Maximum likelihood Model Statistics Econometrics Actuarial science
62	Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory Add to Reading List Source URL: www.occ.gov Language: English - Date: 2014-09-07 08:45:33 Copula Univariate Value at risk Risk Basel II Extreme value theory Insurance Data analysis Normal distribution Actuarial science Statistics Operational risk
63	An EDHEC-Risk Institute Publication Tail Risk of Asian Markets: An Extreme Value Theory Approach August 2013 Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2013-10-18 09:45:17 Economics Mathematical finance Finance Financial risk modeling Risk Value at risk Expected shortfall Volatility Modern portfolio theory Financial risk Financial economics Actuarial science
64	Building Bridges: Probability, Statistics and Applications on the occasion of the International Year of Statistics 2013 and with special events commemorating the 60th birthday of Claudia Klüppelberg Topics of the confer Add to Reading List Source URL: www.tu-braunschweig.de Language: English - Date: 2013-05-15 10:06:37 Øksendal Reinert Hans Föllmer Buchman Statistics Ole Barndorff-Nielsen Extreme value theory
65	Lab 4 solutions c 2005 Ben Bolker September 28, 2005 Exercise 1 : Add to Reading List Source URL: ms.mcmaster.ca Language: English - Date: 2005-09-28 13:39:58 Probability theory Data analysis Log-normal distribution Normal distribution Variance Moment Estimation theory Noncentral t-distribution Generalized extreme value distribution Statistics Mathematical analysis Probability and statistics
66	PDF Document Add to Reading List Source URL: old.ecmwf.int Language: English - Date: 2014-05-06 11:00:23 Econometrics Asymptotic distribution Asymptotic theory Extreme value theory Statistics Mathematical analysis Statistical theory
67	Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory Add to Reading List Source URL: www.ots.treas.gov Language: English - Date: 2014-08-03 08:51:33 Copula Univariate Value at risk Risk Basel II Extreme value theory Insurance Data analysis Normal distribution Actuarial science Statistics Operational risk
68	Potential Statistical Models for Describing Species Sensitivity Distributions CCME Project # [removed]Prepared by: Zajdlik & Associates Inc. Add to Reading List Source URL: www.ccme.ca Language: English - Date: 2009-01-19 09:13:45 Statistical theory Log-logistic distribution Gumbel distribution Shape parameter Logistic distribution Generalized extreme value distribution Q-Q plot Scale parameter Normal distribution Statistics Probability and statistics Survival analysis
69	Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory Add to Reading List Source URL: www.occ.treas.gov Language: English - Date: 2014-08-03 08:51:33 Copula Univariate Value at risk Risk Basel II Extreme value theory Insurance Data analysis Normal distribution Actuarial science Statistics Operational risk
70	ECF15 EXTRAPOLATION OF LOAD HISTORIES AND SPECTRA Pär Johannesson Fraunhofer-Chalmers Centre Chalmers Science Park, SE[removed]Göteborg, SWEDEN Add to Reading List Source URL: www.structuralintegrity.eu Language: English - Date: 2009-10-23 06:24:49 Mechanics Statistics Extrapolation Fatigue Extreme value theory Amplitude Rainflow-counting algorithm Elasticity Fracture mechanics Physics

UPDATE