Extreme value theory in engineering / by Castillo, Enrique, 1946-

Subjects: “…Extreme value theory…”

Extreme value theory : an introduction / by Haan, L. de (Laurens), 1937-, Ferreira, Ana

Subjects: “…Extreme value theory…”

Applications of extreme value theory in finance. by Lim, Sharon Chin Wei., Lim, York Mun., Peh, Lay Hui.

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Application of extreme value theory in Johor rainfall / by 493659 Chen, Wee Wei, Muhammad Fauzee Hamdan, Fakulti Sains

Extreme Value Theory in Application to Delivery Delays by Marcin Fałdziński, Magdalena Osińska, Wojciech Zalewski

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New extreme value theory for maxima of maxima by Wenzhi Cao, Zhengjun Zhang

“…We use simulations to demonstrate the advantages of our newly established maxima of maxima extreme value theory.…”
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Extreme value theory applied to the auroral electrojet indices by Si Chen, Hong Yuan, Yong Wei, Guang Yang, FengZheng Yu

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Extreme Value Theory for Hurwitz Complex Continued Fractions by Maxim Sølund Kirsebom

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Value at risk : extreme value theory and stress testing by Lu, Duowei, Zhang, Jianying, Lim, Khee Siang

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Agglomerative Clustering with Threshold Optimization via Extreme Value Theory by Chunchun Li, Manuel Günther, Akshay Raj Dhamija, Steve Cruz, Mohsen Jafarzadeh, Touqeer Ahmad, Terrance E. Boult

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Extreme Value Theory and Value at Risk: Application to OPEC Market by mahtab mehrasa, Teymour Mohamadi

Subjects: “…extreme value theory…”
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Value-at risk under normal assumption and extreme value theory by Chng, Xun Jin, Lim, Zhi Jun, Yan, Han

“…In this paper, we wanted to compare and contrast the VaR estimates under the Normal assumption and the Extreme Value Theory for a selected portfolio of Singapore stocks. …”
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Novelty detection with extreme value theory in vital-sign monitoring by Hugueny, S, Samuel Hugueny

“…Specifically, we propose a multivariate extension to extreme value theory and, more generally, order statistics, suitable for performing novelty detection in time-series generated from a multivariate, possibly multimodal model.…”

Probabilistic Patient Monitoring with Multivariate, Multimodal Extreme Value Theory 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". …”

Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach by Miloš Božović

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Using Extreme Value Theory to Assess the Mortality Risk of Tornado Outbreaks by Vilane Gonçalves Sales, Eric Strobl

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Bridge Damage Detection Using Complexity Pursuit and Extreme Value Theory by Xun Liu, Weidong Zhuo, Jie Yang

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Scheduling of manufacturing systems based on extreme value theory and genetic algorithms by Subramaniam, Velusamy

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On-line Novelty Detection Using the Kalman Filter and Extreme Value Theory by Lee, H, Roberts, S, IEEE

“…Our approach is based on a Kalman filter in order to model time-series data and extreme value theory is used to compute a novelty measure in a principled manner. …”

A COMPARISON OF APPROACHES TO MULTIVARIATE EXTREME VALUE THEORY FOR NOVELTY DETECTION by Clifton, D, Hugueny, S, Tarassenko, L, IEEE