Works about EXTREME value theory

Results: 3829

Machining Process Optimization Using a Model Based on Criterial Functional Dependence.

Published in:

Machines, 2025, v. 13, n. 6, p. 478, doi. 10.3390/machines13060478

By:

Monka, Peter Pavol;
Monkova, Katarina;
Bilek, Ondrej;
Reznicek, Martin

Publication type:

Article

EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.

Published in:

International Journal of Finance, 2003, v. 15, n. 3, p. 2698

By:

Bertrand, Philippe;
Prigent, Jean-luc

Publication type:

Article

A Heteroscedastic Generalized Extreme Value Discrete Choice Model.

Published in:

Sociological Methods & Research, 2000, v. 29, n. 1, p. 118, doi. 10.1177/0049124100029001006

By:

Langche Zeng

Publication type:

Article

A modified extreme value perspective on best-performance life expectancy.

Published in:

Journal of Population Research, 2020, v. 37, n. 4, p. 345, doi. 10.1007/s12546-020-09248-8

By:

Li, Jackie;
Liu, Jia

Publication type:

Article

Extremes are not normal: a reminder to demographers.

Published in:

Journal of Population Research, 2020, v. 37, n. 1, p. 91, doi. 10.1007/s12546-019-09231-y

By:

Medford, Anthony;
Vaupel, James W.

Publication type:

Article

Estimating the dependence parameter in bivariate extreme value statistics through a Bayesian approach.

Published in:

Orion, 2022, v. 38, n. 2, p. 107, doi. 10.5784/38-2-771

By:

Verster, A.;
Kwaramba, N.

Publication type:

Article

Editorial.

Published in:

Orion, 2022, v. 38, n. 2, p. 10

By:

Visagie, Jaco

Publication type:

Article

Extreme Values of the Strength of Single Filaments and Threads of a Paraaramide Fiber After Its Treatment by a Water Suspension of Carbon Nanoparticles.

Published in:

Mechanics of Composite Materials, 2021, v. 57, n. 2, p. 269, doi. 10.1007/s11029-021-09951-4

By:

Shebanov, S. M.

Publication type:

Article

Tunable Mode Entanglement: Topological Su–Schrieffer–Heeger (SSH) Chain with an Embedded Aharonov–Bohm Quantum Ring.

Published in:

Annalen der Physik, 2022, v. 534, n. 10, p. 1, doi. 10.1002/andp.202200201

By:

Garrido, Alejandro Patricio;
Plastino, Ángel Ricardo;
de Guevara, María Loreto Ladrón;
Apel, Víctor Marcelo

Publication type:

Article

Approximation of the Equilibrium Distribution via Extreme Value Theory: an Application to Insurance Risk.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 753, doi. 10.1007/s11009-020-09779-w

By:

Martín-González, Ehyter Matías;
Kolkovska, Ekaterina Todorova;
Murillo-Salas, Antonio

Publication type:

Article

On Generalized Berman Constants.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1125, doi. 10.1007/s11009-019-09754-0

By:

Ling, Chengxiu;
Zhang, Hong

Publication type:

Article

Extreme Value Distributions for Two Kinds of Path Sums of Markov Chain.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 279, doi. 10.1007/s11009-019-09703-x

By:

Gao, Lei;
Han, Dong

Publication type:

Article

Bayesian Inference with M-splines on Spectral Measure of Bivariate Extremes.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 765, doi. 10.1007/s11009-019-09723-7

By:

Khadraoui, Khader;
Ribereau, Pierre

Publication type:

Article

Detection and Analysis of Spikes in a Random Sequence.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1429, doi. 10.1007/s11009-018-9637-0

By:

Dasgupta, Anirban;
Li, Bo

Publication type:

Article

Higher-order expansions of distributions of maxima in a Hüsler-Reiss model.

Published in:

Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 181, doi. 10.1007/s11009-014-9407-6

By:

Hashorva, Enkelejd;
Peng, Zuoxiang;
Weng, Zhichao

Publication type:

Article

Expansions for the Distribution of the Maximum from Distributions with a Power Tail when a Trend is Present.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 525, doi. 10.1007/s11009-011-9264-5

By:

Withers, Christopher;
Nadarajah, Saralees

Publication type:

Article

Omnibus Sequences, Coupon Collection, and Missing Word Counts.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 2, p. 363, doi. 10.1007/s11009-011-9247-6

By:

Abraham, Sunil;
Brockman, Greg;
Sapp, Stephanie;
Godbole, Anant

Publication type:

Article

Estimating the Scale Parameter of a Lévy-stable Distribution via the Extreme Value Approach.

Published in:

Methodology & Computing in Applied Probability, 2007, v. 9, n. 4, p. 557, doi. 10.1007/s11009-007-9021-y

By:

Meraghni, Djamel;
Necir, Abdelhakim

Publication type:

Article

The Maximum L q-Likelihood Method: An Application to Extreme Quantile Estimation in Finance.

Published in:

Methodology & Computing in Applied Probability, 2009, v. 11, n. 1, p. 3, doi. 10.1007/s11009-007-9063-1

By:

Ferrari, Davide;
Paterlini, Sandra

Publication type:

Article

Tail Dependence Comparison of Survival Marshall–Olkin Copulas.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 39, doi. 10.1007/s11009-007-9037-3

By:

Li, Haijun

Publication type:

Article

Iterative Estimation of the Extreme Value Index.

Published in:

Methodology & Computing in Applied Probability, 2005, v. 7, n. 2, p. 139, doi. 10.1007/s11009-005-1487-x

By:

Müller, Samuel;
Hüsler, Jürg

Publication type:

Article

Stereology of Extremes; Bivariate Models and Computation.

Published in:

Methodology & Computing in Applied Probability, 2003, v. 5, n. 3, p. 289, doi. 10.1023/A:1026283103180

By:

Beneš, Viktor;
Bodlák, Karel;
Hlubinka, Daniel

Publication type:

Article

On Optimization and Extreme Value Theory.

Published in:

Methodology & Computing in Applied Probability, 2003, v. 5, n. 2, p. 183, doi. 10.1023/a:1024505701928

By:

Hüsler, Jürg;
Cruz, Pedro;
Hall, Andreia;
Fonseca, Carlos M.

Publication type:

Article

Assessing the welfare change from a pension reform.

Published in:

International Tax & Public Finance, 2011, v. 18, n. 6, p. 634, doi. 10.1007/s10797-011-9178-8

By:

Karlström, Anders;
Palme, Mårten;
Svensson, Ingemar

Publication type:

Article

Speed of Price Adjustment in Indian Stock Market: A Paradox.

Published in:

Asia-Pacific Financial Markets, 2020, v. 27, n. 4, p. 453, doi. 10.1007/s10690-020-09303-7

By:

Kayal, Parthajit;
Mondal, Sayanti

Publication type:

Article

Linear and nonlinear effects of nutrient enrichments on the diversity of macrobenthos in lowland watercourses.

Published in:

Aquatic Ecology, 2021, v. 55, n. 3, p. 1011, doi. 10.1007/s10452-021-09878-x

By:

Koperski, Paweł

Publication type:

Article

The annual rate of independent events – A key interpretation for traditional extreme value distributions of wind velocity.

Published in:

Wind Energy, 2022, v. 25, n. 7, p. 1188, doi. 10.1002/we.2721

By:

Torrielli, Alessio;
Repetto, Maria Pia;
Solari, Giovanni

Publication type:

Article

Low wind speed events: persistence and frequency.

Published in:

Wind Energy, 2017, v. 20, n. 6, p. 1033, doi. 10.1002/we.2078

By:

Patlakas, Platon;
Galanis, George;
Diamantis, Dimitris;
Kallos, George

Publication type:

Article

Glauber Dynamics of the Random Energy Model : I. Metastable Motion on the Extreme States.

Published in:

Communications in Mathematical Physics, 2003, v. 235, n. 3, p. 379, doi. 10.1007/s00220-003-0798-4

By:

Arous, G&eeacute;rard Ben;
Bovier, Anton;
Gayrard, V&eeacute;ronique

Publication type:

Article

A copula-based framework for assessing heat wave extremes and probability of occurrence in Iran: implications for climate change.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 6, p. 2461, doi. 10.1007/s00477-025-02979-1

By:

Rezaee, Ali;
Goodarzi, Mohammad Reza;
Etemadfard, Hossein;
Alavizadeh, Mohammad

Publication type:

Article

Utilizing non-stationary extreme value model to quantify extreme rainfall in two major cities in Bangladesh.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 6, p. 2281, doi. 10.1007/s00477-025-02969-3

By:

Dey, Asim K.;
Patwary, Mohammad Shaha A.

Publication type:

Article

Evolution of extreme precipitation in Spain: contribution of atmospheric dynamics and long-term trends.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 5, p. 2137, doi. 10.1007/s00477-025-02961-x

By:

Beguería, Santiago;
Tomas-Burguera, Miquel;
Serrano-Notivoli, Roberto;
Barriopedro, David;
Vicente-Serrano, Sergio M.

Publication type:

Article

A semi-parametric distribution stitch based on the Berk-Jones test for French daily precipitation bias correction.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 5, p. 1995, doi. 10.1007/s00477-025-02953-x

By:

Ear, Philippe;
Di Bernardino, Elena;
Laloë, Thomas;
Troin, Magali;
Lambert, Adrien

Publication type:

Article

An analysis of the spatial distribution of NO<sub>2</sub> extremes in the metropolitan area of the valley of Mexico using a decision tree.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 4, p. 1471, doi. 10.1007/s00477-025-02926-0

By:

Miranda-Aragón, Liliana;
Aguirre-Salado, Alejandro Ivan

Publication type:

Article

Incorporation of weather parameters in MMRC-K model for rainfall disaggregation.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 1, p. 289, doi. 10.1007/s00477-024-02863-4

By:

Chowdhury, Dwijaraj Paul;
Roy, Deep;
Saha, Ujjwal

Publication type:

Article

Modeling non-stationarity in significant wave height over the Northern Indian Ocean.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 10, p. 3823, doi. 10.1007/s00477-024-02775-3

By:

Dhanyamol, P.;
Agilan, V.;
KV, Anand

Publication type:

Article

A Bayesian hierarchical spatio-temporal model for summer extreme temperatures in Spain.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 9, p. 3393, doi. 10.1007/s00477-024-02754-8

By:

García, José Agustín;
Acero, Francisco Javier;
Martínez-Pizarro, Mario;
Lara, Manuel

Publication type:

Article

Traffic flows time series in a flood-prone area: modeling and clustering on extreme values with a spatial constraint.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 8, p. 3109, doi. 10.1007/s00477-024-02735-x

By:

Carpita, Maurizio;
De Luca, Giovanni;
Metulini, Rodolfo;
Zuccolotto, Paola

Publication type:

Article

Robustness of design flood estimates under nonstationary conditions: parameter sensitivity perspective.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 6, p. 2297, doi. 10.1007/s00477-024-02680-9

By:

Xiong, Bin;
Zheng, Shuchen;
Ma, Qiumei;
Fu, Chun;
Wen, Tianfu;
He, Zhongzheng;
Li, Lingqi;
Xu, Chong-Yu

Publication type:

Article

Modelling multidecadal variability in flood frequency using the Two-Component Extreme Value distribution.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 6, p. 2157, doi. 10.1007/s00477-024-02673-8

By:

Totaro, Vincenzo;
Gioia, Andrea;
Kuczera, George;
Iacobellis, Vito

Publication type:

Article

Generalized logistic model for r largest order statistics, with hydrological application.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 4, p. 1567, doi. 10.1007/s00477-023-02642-7

By:

Shin, Yire;
Park, Jeong-Soo

Publication type:

Article

Stationary and non-stationary temperature-duration-frequency curves for Australia.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 11, p. 4459, doi. 10.1007/s00477-023-02518-w

By:

Laz, Orpita U.;
Rahman, Ataur;
Ouarda, Taha B. M. J.;
Jahan, Nasreen

Publication type:

Article

Non-stationary large-scale statistics of precipitation extremes in central Europe.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 11, p. 4417, doi. 10.1007/s00477-023-02515-z

By:

Fauer, Felix S.;
Rust, Henning W.

Publication type:

Article

Comparison of on-site versus NOAA's extreme precipitation intensity-duration-frequency estimates for six forest headwater catchments across the continental United States.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 10, p. 4051, doi. 10.1007/s00477-023-02495-0

By:

Mukherjee, Sourav;
Amatya, Devendra M.;
Jalowska, Anna M.;
Campbell, John L.;
Johnson, Sherri L.;
Elder, Kelly;
Panda, Sudhanshu;
Grace, Johnny M.;
Kikoyo, Duncan

Publication type:

Article

Quantifying the effect of climate variability on seasonal precipitation using Bayesian clustering approach in Kebir Rhumel Basin, Algeria.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 10, p. 3929, doi. 10.1007/s00477-023-02488-z

By:

Belkhiri, Lazhar;
Krakauer, Nir

Publication type:

Article

Examining the stage-IV radar-rainfall product for Probabilistic rainfall estimation: case study over Iowa.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 9, p. 3329, doi. 10.1007/s00477-023-02439-8

By:

Post, Riley;
Krajewski, Witold F.

Publication type:

Article

Wind energy potential modeling in northern Iran.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 8, p. 3205, doi. 10.1007/s00477-023-02445-w

By:

Esmaeili, Leila;
Naserpour, Somayeh;
Nadarajah, Saralees

Publication type:

Article

Spatial extreme model for rainfall depth: application to the estimation of IDF curves in the Basque country.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 8, p. 3117, doi. 10.1007/s00477-023-02440-1

By:

Mínguez, R.;
Herrera, S.

Publication type:

Article

Evaluating extreme precipitation in gridded datasets with a novel station database in Morocco.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 8, p. 3085, doi. 10.1007/s00477-023-02437-w

By:

Tuel, Alexandre;
El Moçayd, Nabil

Publication type:

Article

Non-stationary modelling framework for regionalization of extreme precipitation using non-uniform lagged teleconnections over monsoon Asia.

Published in:

Stochastic Environmental Research & Risk Assessment, 2022, v. 36, n. 10, p. 3577, doi. 10.1007/s00477-022-02211-4

By:

Nagaraj, Meghana;
Srivastav, Roshan

Publication type:

Article