Examine generalized lambda distribution fitting performance: An application to extreme share return in Malaysia by Marsani, Muhammad Fadhil, Shabri, Ani, Mat Jan, Nur Amalina

“…Evidence for preferring GLD as an alternative to extreme value theory distribution also described.…”
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Statistical Prediction of Future Sports Records Based on Record Values by Christina Empacher, Udo Kamps, Grigoriy Volovskiy

“…Previous works on forecasting athletic records have mainly been based on extreme value theory. The presented statistical prediction methods are exemplarily applied to data from various disciplines of athletics as well as to data from American football based on fantasy football points according to the points per reception scoring scheme. …”
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Double Risk Catastrophe Reinsurance Premium Based on Houses Damaged and Deaths by Hilda Azkiyah Surya, Herlina Napitupulu, Sukono

“…We provide further justification and support for the model by considering the addition of more than one type of CAT risk in the context of extreme value theory. We further extend the applicability of the CAT reinsurance premium model by considering house damage and deaths as CAT risk. …”
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Modeling Insurance Claim Distribution via Mixture Distribution and Copula by Saeed Bajalan, Reza Raei, Shapour Mohammadi

“…<br />Special type of distribution which is a mixture of Generalized Hyperbolic Skew t distribution and Extreme Value theory (EVT) has been used for modeling marginal distributions of claims and copula function has been considered as a means of modeling dependency structure among claims. …”
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A Survey of Spatial Extremes by Daniel Cooley, Jessi Cisewski, Robert J. Erhardt, Elizabeth Mannshardt, Soyoung Jeon, Bernard Oguna Omolo, Ying Sun

“… We survey the current practice of analyzing spatial extreme data, which lies at the intersection of extreme value theory and geostatistics. Characterizations of multivariate max-stable distributions typically assume specific univariate marginal distributions, and their statistical applications generally require capturing the tail behavior of the margins and describing the tail dependence among the components. …”
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Where does the link between atmospheric moisture transport and extreme precipitation matter? by Luis Gimeno-Sotelo, Luis Gimeno

“…We utilised the full geographical and temporal spectrum of the ERA-5 reanalysis data and extreme value theory to identify regions where the atmospheric moisture transport, quantified as local integrated moisture vertical transport (IVT), influences daily extreme precipitation, and where this influence has a relevant dynamic component, which may alter the dependency between IVT and extreme precipitation as temperatures increase with climate change. …”
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Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors by José Pablo Arias-Nicolás, María Isabel Parra, Mario M. Pizarro, Eva L. Sanjuán

“…Although we focus on the Generalized Pareto distribution, which is essential in Extreme Value Theory, the new sensitivity measures could be employed for all the distributions that verify certain conditions related to likelihood ratio order. …”
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Measurement of risk spillover effect based on EV-Copula method by Yuexu Zhao, Weiqi Xu

“…Abstract Based on the extreme value theory, copula function, and conditional value at risk (Abbreviated as CoVaR) model, an extreme value copula CoVaR (EV-Copula CoVaR) model is established. …”
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Bayesian extreme value statistics for novelty detection in gas-turbine engines by Clifton, D, McGrogan, N, Tarassenko, L, King, D, King, S, Anuzis, P, IEEE

“…We present a novel method for the identification of abnormal episodes in gas-turbine vibration data, in which we show 1) how a model of normal engine behaviour is constructed using signatures of "normal" engine vibration response; 2) how extreme value theory (EVT), a branch of statistics used to determine the expected value of extreme values drawn from a distribution, can be used to set novelty thresholds in the model, which, if exceeded, indicate an "abnormal" episode; 3) application to large data sets of modern gas-turbine flight data, which shows successful novelty detection results with low false-positive alarm rates. …”

Extreme growth behaviour of corrosion pit in hydrocarbon pipeline (case study of ø242.1mm pipeline) by Ann, See Peng

“…Thus, in this study, extreme values analysis using extreme value theory, peaks-over-threshold method or combination of both methods is adopted to analyze the inspection data. …”
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Tail Index Estimation of PageRanks in Evolving Random Graphs by Natalia Markovich, Maksim Ryzhov, Marijus Vaičiulis

“…In the present paper, a statistical analysis of the extremal part of random graphs is considered. We used the extreme value theory regarding sums and maxima of non-stationary random length sequences to evaluate the tail index of the PageRanks and max-linear models of superstar nodes in the evolving graphs where existing nodes or edges can be deleted or not. …”
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Estimating running safety factor of ballastless railway bridges using tail modelling by Reza Allahvirdizadeh, Andreas Andersson, Raid Karoumi

“…Then, their reliability is evaluated using simulation-based techniques and extreme value theory, i.e., tail approximation. Then, the existing safety factor is calculated to evaluate the consistency of the current approaches, and possible new values are proposed based on the desired target reliabilities.…”
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Bayesian and non-Bayesian two-sample prediction for the Fréchet distribution under progressive type II censoring by Refah Alotaibi, G. R. AL-Dayian, Ehab M. Almetwally, Hoda Rezk

“…On the other hand, the Fréchet distribution is a continuous model, which has wide applicability in extreme value theory, based on a progressively type-II right censoring scheme. …”
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Workspace Analysis of Hydraulic Follow-up Arm based on Monte Carlo Method by Pengyun Feng, Liangbin Zhan, Yanping Xiao, Tiancheng Huang

“…Based on Monte Carlo method and extreme value theory， the working face at the height of fracturing wellhead is solved， and the influence of the arm length of hydraulic servo arm on the stopping distance and working width is studied under the condition of fixed stopping error. …”
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Probabilistic earthquake hazard parameterization for Indo-Burma region using extreme value approach by Vickey Sharma, Rajib Biswas

“…Seismic hazard assessment has been performed using the well-known extreme value theory, including estimate of return periods and likelihood of occurrence of medium to large earthquake events. …”
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Interest rate risk of Chinese commercial banks based on the GARCH-EVT model by Xin Chen, Zhangming Shan, Decai Tang, Biao Zhou, Valentina Boamah

“…The study applies two-stage approaches, combining GARCH-type models with extreme value theory. Firstly, the Markov regime switching model is used to test the regime states of the series. …”
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RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events by Jorge Castillo-Mateo, Ana C. Cebrián, Jesús Asín

“…As an alternative to the classical extreme value theory, this analysis can be based on the study of record-breaking events. …”
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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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Crash Diagnosis and Price Rebound Prediction in NYSE Composite Index Based on Visibility Graph and Time-Evolving Stock Correlation Network by Yuxuan Xiu, Guanying Wang, Wai Kin Victor Chan

“…To calculate this metric, we design a prediction-guided anomaly detection algorithm based on the extreme value theory. Finally, we proposed a hybrid indicator to predict price rebounds of the stock index by combining the network anomaly metric and the visibility graph-based log-periodic power-law model. …”
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The increase in intensity and frequency of surface air temperature extremes throughout the western South Atlantic coast by Fábio H. C. Sanches, Fernando R. Martins, William R. P. Conti, Ronaldo A. Christofoletti

“…Herein, we considered extremes based on the “Peaks Over Threshold” method from the “Extreme Value Theory”. We looked after geographical patterns of surface air temperature (SAT) extremes (e.g., Tmax, Tmin, daily temperature range (DTR), and inter-daily temperature range) over the last 40 years throughout the Brazilian coast. …”
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