Extreme value
Changes in runoff time series in Thuringia, Germany – Mann-Kendall trend test and extreme value analysis
... To account for the uncertainty of extreme value analy- sis from different distributions, several analyses were per- formed. First, flood quantiles of annual maximum flow are compared to the database of the ...
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Extreme value theory in emerging markets
... threshold value compared to daily ...threshold value is much higher than the daily return values in a stable period without high stock index value oscillations in the selected emerging ...the ...
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A utilização da teoria de valores extremos na área financeira: um estudo de caso / Using the extreme value theory in the financial area: a case study
... (generalized extreme value) padrão, que refere-se as distribuições de valores extremos dentro de uma única família, parametrizadas somente pelo parâmetro ...
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An application of extreme value theory in medical sciences
... fitting extreme value models for each Portuguese district and islands and studying the group that is more at risk, ...estimate extreme quantiles and tail probabilities of the systolic blood pressure ...
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J. Braz. Soc. Mech. Sci. & Eng. vol.34 número especial 2
... multivariate extreme value ...bivariate extreme value distributions of components of the stress tensor, with analytical descriptions of the ...maximum value on the skin of the ...
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Technical Note: The normal quantile transformation and its application in a flood forecasting system
... Abstract. The Normal Quantile Transform (NQT) has been used in many hydrological and meteorological applications in order to make the Cumulated Distribution Function (CDF) of the observed, simulated and forecast river ...
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Inferences on weather extremes and weather-related disasters: a review of statistical methods
... for PDF choices we found that often more than one PDF shape fits to the same data. From a simulation study we conclude that both the generalized extreme value (GEV) distribution and the log-normal PDF fit ...
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Rev. bras. meteorol. vol.29 número1
... In order to overcome the problems of inconsistency, inaccuracy and measurement errors and to put together a solid database for analysis, a reconstruction process is required which involves a method of imputation and ...
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A Partially Reduced Bias Class of Value-at-Risk Estimators
... reduced-bias extreme value index (EVI) class of estimators, a generalization of the classical Hill EVI-estimator, related to the mean-of-order-p of an adequate set of ...
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Seasonal ARIMA for Forecasting Air Pollution Index: A Case Study
... Additionally, based on the time series plot for these three stations in Fig. 2, it generally show that the API values within the consideration values, good and moderate between 30-80. The time series plot for API ...
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Trend analysis of extreme precipitation in the Northwestern Highlands of Ethiopia with a case study of Debre Markos
... Understanding extreme precipitation is very im- portant for Ethiopia, which is heavily dependent on low- productivity rainfed agriculture but lacks structural and non- structural water regulating and storage ...in ...
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Risk assessment in airlines stocks market
... using Value-at-Risk (VaR) ...using extreme value theory (EVT) became an important approach due to the possibility of capturing with precision the outer limits of the ...
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A escolha de não ser discreto: discutindo a utilização de modelos discretos contínuos no transporte de carga
... Discrete Extreme Value Model (MDCEV) has been used to describe the behav- ior of grain consolidators with data from a stated preference survey that allowed mul+- ple alterna+ves to be chosen ...
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Multidimensional extremal dependence coefficients
... Extreme value modeling has been attracting the attention of researchers in diverse areas such as the environment, engineering, and ...Multivariate extreme value distribu- tions are ...
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Analyzing the Gaver - Lewis Pareto Process under an Extremal Perspective
... others. Extreme value theory plays an important methodological role in risk management by providing appropriate instruments to deal with values as large as or even higher than those ever ...risk ...
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Adaptive Estimation of Heavy Right Tails - The bootstrap methodology in action. Notas e Comunicações , CEAUL 4/2011.
... positive extreme value index, γ, the primary parameter in Statistics of ...classical extreme value index estimators, we suggest the consideration of associated second-order corrected-bias ...
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Aquatic vascular plants as handicraft: a case study in southern Brazil
... obtain extreme values for used plants, known plants and ...An extreme value for both used plants and known plants was subsequently obtained, along with 10 extreme values for IUs (which ...
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Flight and Nutritional Status of Sylvatic Triatoma sordida and Triatoma guasayana
... mean value of weight according to the capture method (light trapping vs natural ...an extreme value allowing flight, the majority of in- sects collected from natural ecotopes would ...
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An application of value at risk and expected shortfall
... the Extreme Value Theory (EVT), which provides well established statistical models for the computation of extreme risk measures like the Value at Risk (VaR) and Expected Shortfall (ES) and ...
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A quasi-PORT methodology for VaR based on second-order reduced-bias estimation. Notas e Comunicações, CEAUL 5/2010
... the Value at Risk (VaR) at a level p, the size of the loss occurred with a small probability ...the extreme value index, the primary parameter in Statistics of ...MVRB extreme value ...
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