Value at risk measure on oil price by using extreme value theory approach by Jajiman, Putra Nor Hakimi, Ling, Wendy Shinyie, Buliah, Nur Amirah

“…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. …”

Extreme value theory for modeling and prediction of high PM10 concentration in Johor by Mohd Amin, Nor Azrita, Adam, Mohd Bakri, Aris, Ahmad Zaharin

“…When consider the extreme level of pollutant concentration, the Extreme Value Theory (EVT) is a best solution to model the extreme data and predict the level of dangerous concentration. …”
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Modified boxplot and stairboxplot for generalized extreme value distribution by Babura, Babangida Ibrahim

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Goodness-of-fit tests for extreme value distributions by Zainal Abidin, Nahdiya

Subjects: “…Extreme value theory…”
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Extreme air pollutant data analysis using classical and Bayesian approaches by Mohd Amin, Nor Azrita

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Functional data analysis for extreme data by Mohamad Adnan, Noor Izyan, Adam, Mohd. Bakri, Ishak, Mohd. Yusoff, Ibrahim, Noor Akma, Azmai, Mohammad Noor Amal

Subjects: “…Functional data analysis; Extreme values theory; Fourier series; Generalize cross-validation…”
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Functional extreme rainfall data in Petaling Jaya by Mohamad Adnan, Noor Izyan, Adam, Mohd Bakri, Ibrahim, Noor Akma, Ishak, Mohd Yusoff, Azmai, Mohammad Noor Amal

“…This research implements two important main fields of the study which is functional data analysis and extreme value theory. The aims of this study are to convert the extreme rainfall data into functions and to propose method development for functional data analysis in extreme value theory. …”
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Survival Study of Extreme Record by Adam, Mohd Bakri

“…We make use of the extreme value theory for minima and utilized the facility provided by the Kaplan-Meier to develop new goodness-of-fit test method via graphical approaches.…”
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Modelling record times in sport with extreme value methods by Adam, Mohd Bakri, Tawn, Jonathan A.

“…We exploit connections between extreme value theory and record processes to develop inference methods for record processes. …”
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Multiple-try Metropolis Hastings for modeling extreme PM10 data by Mohd Amin, Nor Azrita, Adam, Mohd Bakri, Ibrahim, Noor Akma

“…Awareness of catastrophic events brings the attention to work out the relationship of these events by using statistical analysis of Extreme Value Theory (EVT). This study focused on extreme PM10 data using a Gumbel distribution which is one of the Extreme Value distributions. …”
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Model selection and validation of extreme distribution by goodness-of-fit test based on conditional position by Zainal Abidin, Nahdiya, Adam, Mohd Bakri

“…In Extreme Value Theory, the important aspect of model extrapolation is to model the extreme behavior. …”
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Extreme value analysis for modeling high PM10 level in Johor Bahru by Mohd Amin, Nor Azrita, Adam, Mohd Bakri, Aris, Ahmad Zaharin

“…Extreme value theory is a very well-known statistical analysis for modeling extreme data in environmental management. …”
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Slice sampler and metropolis hastings approaches for bayesian analysis of extreme data by Rostami, Mohammad

“…In this research, application of extreme value theory within a Bayesian framework using the Metropolis Hastings algorithm and the slice sampler algorithm as an alternative approach, has been introduced. …”
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Hypothesis tests of goodness-of-fit for Fréchet distribution by Zainal Abidin, Nahdiya, Adam, Mohd Bakri, Midi, Habshah

“…Extreme Value Theory (EVT) is a statistical field whose main focus is to investigate extreme phenomena. …”
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Exchange market pressure in identifying currency crisis and its effectiveness in monetary policy in selected Asian countries by Tey, Sheik Kyin

“…In addition, this study also dated the currency crisis with more sophisticated statistical tests and methods, such as Extreme Value Theory (EVT). Apart from that, this study applied the Structural Vector Autoregressive (SVAR) models to analyse the effectiveness of monetary policy in decreasing currency pressure. …”
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Inference for autoregressive and moving average models with extreme value distribution via simulation study by Samuel, Bako Sunday

“…The extension of time series to extreme value theory can be achieved by inducing time dependence in the underlying state of an extreme value process. …”
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