Extreme value theory

Results: 82



#Item
71Generalized extreme value distribution / Xi / Cumulative distribution function

ECONOMIC IMPACT OF EXTREME CLIMATE EVENTS: AN APPROACH BASED ON PENULTIMATE EXTREME VALUE THEORY Rick Katz Institute for Mathematics Applied to Geosciences National Center for Atmospheric Research

Add to Reading List

Source URL: www.isse.ucar.edu

Language: English - Date: 2013-06-24 15:39:58
72Support / Generalized extreme value distribution / Stochastic processes / Time series analysis / Statistics / Mathematical analysis / Measure theory

DESIGN LIFE LEVEL: QUANTIFYING THE RISK OF EXTREME EVENTS IN A CHANGING CLIMATE Rick Katz National Center for Atmospheric Research, Boulder, CO USA Holger Rootzén

Add to Reading List

Source URL: www.isse.ucar.edu

Language: English - Date: 2013-08-02 13:00:37
73Financial economics / Economic bubbles / Financial crises / United States housing bubble / Financial crisis / Late-2000s financial crisis / Flight-to-quality / Inflation / Price / Economics / Financial markets / Finance

Narcisa Kadlčáková, Luboš Komárek, Zlatuše Komárková, Michal Hlaváček: Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory 2 013

Add to Reading List

Source URL: www.cnb.cz

Language: English - Date: 2014-06-16 03:44:30
74Rayleigh distribution / Probability and statistics / Fading / Weibull fading / Waloddi Weibull / Weibull / Generalized extreme value distribution / Exponentiated Weibull distribution / Statistics / Survival analysis / Weibull distribution

3608 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 51, NO. 10, OCTOBER 2005

Add to Reading List

Source URL: pelopas.uop.gr

Language: English - Date: 2005-09-28 12:39:38
75Generalized extreme value distribution / Poisson distribution / Binomial distribution / Negative binomial distribution / Statistical theory / Statistics / Mathematical analysis / Probability and statistics

Condensed Matter Physics 2009, Vol. 12, No 4, pp. 739–752 Football fever: self-affirmation model for goal

Add to Reading List

Source URL: www.icmp.lviv.ua

Language: English - Date: 2011-08-10 01:06:35
76Emergency management / Extreme value theory / Probability distribution / Statistics / Statistical theory / Actuarial science

Estimating the probability of a rare event Laurens de Haan Erasmus University Rotterdam,

Add to Reading List

Source URL: www.stat.fi

Language: English - Date: 2013-04-30 06:22:46
77Financial risk / Economics / Emergency management / Mathematical finance / Extreme value theory / Statistical theory / Value at risk / Fat-tailed distribution / Risk / Statistics / Actuarial science / Financial economics

Extreme Value Theory can save your neck ´ Valerie

Add to Reading List

Source URL: www.approximity.com

Language: English - Date: 2004-09-25 13:41:49
78Emergency management / Extreme value theory / Statistical theory / Generalized extreme value distribution / Normal distribution / Quantile / Value at risk / Q-Q plot / Sample maximum and minimum / Statistics / Actuarial science / Summary statistics

Steps in Applying Extreme Value Theory to Finance: A Review

Add to Reading List

Source URL: www.bankofcanada.ca

Language: English - Date: 2010-11-19 13:11:54
79Probability theory / Actuarial science / Probability distribution / Extreme value theory / Normal distribution / Random variable / Probability / Cumulative distribution function / Order statistic / Statistics / Probability and statistics / Randomness

PDF Document

Add to Reading List

Source URL: www.fas.org

Language: English - Date: 2010-03-15 13:40:44
80Statistical theory / Estimation theory / Exponentials / Gamma distribution / Chi-squared distribution / Normal distribution / Exponential distribution / Generalized extreme value distribution / Weibull distribution / Statistics / Probability and statistics / Mathematical analysis

PDF Document

Add to Reading List

Source URL: threeplusone.com

Language: English - Date: 2011-07-09 21:42:39
UPDATE