Showing 1 - 20 results of 233 for search '"extreme value theory"', query time: 0.15s Refine Results
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    New extreme value theory for maxima of maxima by Wenzhi Cao, Zhengjun Zhang

    Published 2021-07-01
    “…We use simulations to demonstrate the advantages of our newly established maxima of maxima extreme value theory.…”
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    Article
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    Extreme Value Theory and Value at Risk: Application to OPEC Market by mahtab mehrasa, Teymour Mohamadi

    Published 2019-06-01
    Subjects: “…extreme value theory…”
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    Article
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    Analysis of hydrological extremes in the Guaíba hydrographic region: an application of extreme values theory by Sabrina Antunes Vieira, Daniela Montanari Migliavacca Osório, Daniela Muller de Quevedo

    Published 2022-07-01
    “…In this context, the analysis of historical series extremes of hydrometeorological data through the Extreme Values Theory ​​(EVT) is one of the ways to determine the variability due to climate change, enabling the modeling of extreme events. …”
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    Article
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    Tolerance Interval for the Mixture Normal Distribution Based on Generalized Extreme Value Theory by Junjun Jiao, Ruijie Guan

    Published 2024-04-01
    Subjects: “…the generalized extreme value theory…”
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    Article
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    Extreme Value Theory in Medical Sciences: Modeling Total High Cholesterol Levels by PZ Bermudez, Z Mendes

    Published 2019-12-01
    “…An appropriate way to address this problem is to use extreme value theory (EVT). EVT has extensively been applied to model data of many scientific areas but seldom in medical sciences. …”
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    Article
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    Extreme value theory inspires explainable machine learning approach for seizure detection by Oleg E. Karpov, Vadim V. Grubov, Vladimir A. Maksimenko, Semen A. Kurkin, Nikita M. Smirnov, Nikita P. Utyashev, Denis A. Andrikov, Natalia N. Shusharina, Alexander E. Hramov

    Published 2022-07-01
    “…Our results demonstrate an effective convergence between the extreme value theory, a physical concept, and the outlier detection algorithms, a machine learning concept, toward solving the meaningful task of medicine.…”
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    Article
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    Value at risk measure on oil price by using extreme value theory approach by Jajiman, Putra Nor Hakimi, Ling, Wendy Shinyie, Buliah, Nur Amirah

    Published 2022
    “…This study utilises Value at Risk (VaR) as a measure of risk. Extreme Value Theory (EVT) is used to improve the reliability of the risk measurement. …”
    Article
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