Hoeffding–Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application by Mercadier Cécile, Ressel Paul

“…Their Choquet representation is the main ingredient in deriving a sharp upper bound for the quantities involved in the tail dependograph, a graph in extreme value theory that summarizes asymptotic dependence.…”
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Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets by Raúl de Jesús-Gutiérrez, Roberto J. Santillán-Salgado

“…</p><p><strong>Keywords</strong>: Conditional extreme value theory, Value at Risk, Expected Shortfall.</p><p><strong>JEL Classifications</strong>: G15, G17.…”
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Vertical profiles of wind gust statistics from a regional reanalysis using multivariate extreme value theory by J. Steinheuer, J. Steinheuer, P. Friederichs

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Air quality applications of extreme value theory : return levels of extreme ozone events in Chicago and surrounding areas by Rider, Elizabeth Ndayu

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Probabilistic patient monitoring using extreme value theory: A multivariate, multimodal methodology for detecting patient deterioration by Hugueny, S, Clifton, D, Tarassenko, L

“…We propose a principled, probabilistic method for combining vital signs into a multivariate model of patient state, using extreme value theory (EVT) to generate robust alarms if a patient's vital signs are deemed to have become sufficiently "extreme". …”

A conditional extreme value theory approach in value-at-risk forecasting: Evidence from Southeastern Europe and USA market by Totić Selena

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Estimation of stochastic traffic capacity using extreme value theory and censoring: A case study in Salem, New Hampshire by Eric M. LAFLAMME, Paul J. OSSENBRUGGEN

“…In this work, we introduce a method of estimating stochastic freeway capacity using elements of both extreme value theory and survival analysis. First, we define capacity data, or estimates of the capacity of the roadway, as the daily maximum flow values. …”
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Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions by Alireza Saranj, Marziyeh Nourahmadi

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Empirical Safety Stock Estimation Using GARCH Model, Historical Simulation, and Extreme Value Theory: A Comparative Study by Mouna Derbel, Awad M. Aljuaid, Wafik Hachicha

“…The second combination named Conditional Extreme Value Theory (CEVT) is the GARCH model with EVT. …”
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Extreme value methods with applications to finance / by Novak, Serguei Y.

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Estimation of the generalized extreme-value distribution by the method of probability-weighted moments / by 260966 Hosking, J. R. M., Wood, E. F., Wallis, J. R.

Subjects: “…Extreme value theory…”

When the U.S. Stock Market Becomes Extreme? by Sofiane Aboura

Subjects: “…extreme value theory…”
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Estimation of the Parameter of a pARMAX Model by Marta Ferreira

Subjects: “…extreme value theory…”
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Weibull-Open-World (WOW) Multi-Type Novelty Detection in CartPole3D by Terrance E. Boult, Nicolas M. Windesheim, Steven Zhou, Christopher Pereyda, Lawrence B. Holder

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A global climatological model of extreme geomagnetic field fluctuations by Rogers Neil C., Wild James A., Eastoe Emma F., Gjerloev Jesper W., Thomson Alan W. P.

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Limit laws for extreme order statistics form strong-mixing processes, by Welsch, Roy E.

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Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange by Saeed Fallahpour, Hamed Tabasi

“…In addition, the use of extreme value theory brings about more favorable results in risk estimation. …”
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Application of the extreme value theory to beam loss estimates in the SPIRAL2 linac based on large scale Monte Carlo computations by R. Duperrier, D. Uriot

“…The correction scheme and the expected losses are described. The extreme value theory is used to estimate the expected beam losses. …”
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Chinese Sunspot Drawings and Their Digitizations-(VI) Extreme Value Theory Applied to the Sunspot Number Series from the Purple Mountain Observatory by Yan-Qing Chen, Sheng Zheng, Yan-Shan Xiao, Shu-Guang Zeng, Tuan-Hui Zhou, Gang-Hua Lin

“…Based on the daily sunspot number (SN) data (1954–2011) from the Purple Mountain Observatory, the extreme value theory (EVT) is employed for the research of the long-term solar activity. …”
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On the Upcrossings of Trigonometric Polynomials with Random Coefficients by K.F. Turkman

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