[PDF] Top 20 Extreme value theory: an application to sports

... according to Einmahl and Smeets (2011), the International Associ- ation of Athletics Federations (IAAF) started with modern doping control procedures in 1990 and, in order to avoid doping related times as ... See full document

... Penalva et al. ([52], [53]) have illustrated the application of some procedures of modelling and estimating in EVT, under a parametric framework. Some R packages were explained and some data sets were considered. ... See full document

... used to investigate and fit the empirical distribution of the monthly maximum and minimum return series of the FTSE 100, NIKKEI 225 and S&P500 indices to the theoretical GEV and GPD ...of extreme ... See full document

... is an example through which we can easily comprehend the necessity for a dierent probabilistic and statistical theory, one which better deals with these extremal occurrences than the classical ...approach ... See full document

... Extreme value theory (EVT) provides a framework to formalize the study of behaviour in the tails of a ...EVT to model the statistical behaviour of mortality rates over a given high ... See full document

... of an extreme value law; they require, even to be checked, that the limit (1) ...going to introduce, and which are related to the local properties of the invariant measure, the ... See full document

... of an alternative to the hydrological system is analysed and quantified using measurable ...quantified. To include the possible impacts of cli- mate change on preferences, two impact matrices are ... See full document

... 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) ... See full document

... models to be used in risk management should produce relatively stable quantile forecasts since adjusting the implemented capital frequently (daily) in light of the estimated VaR is costly to implement and ... See full document

... parameter value into the time period series of differential ...procedure to generate the type of an inverse accumulative deduction regressive ... See full document

... free to rescale the price of any asset or portfolio ...share’s value changes due to the sheer convictions of the investor holding it, the gains associated with arbitrage strategies (and other ... See full document

... economic value; an important service for the community was not offered although the evident existence of economic and social interest for all the involved agents, entrepreneurs, community, fiscal ... See full document

... according to this pleasure that we estimate their ...applied to these complicated conditions and the special rules are formulated which result from such an ...nothing to save but his ... See full document

... conducted an experiment that involved exposure to sponsorship of a NASCAR (National Association for Stock Car Auto Racing) sporting event, and found a positive and direct relationship between the frequency ... See full document

... etc. To evaluate these impacts in workers from a Portuguese services institution, a survey was conducted applying an adapted version of the international validated Copenhagen Psychosocial Questionnaire ... See full document

... is to apply methodologies to build models for extreme values of systolic blood pressure in individuals who suffer from isolated systolic ...not to, since the exploratory data revealed that ... See full document

... applied to the daily mean flow discharge rate in the hydrometric station of Fragas da Torre in the river ...1946/47 to 2005/2006, ...assessing extreme value conditions and for the choice of ... See full document

... necessary to view the span of the threshold value compared to daily ...threshold value is much higher than the daily return values in a stable period without high stock index value ... See full document

... the value of something tangible ...values an object has (e.g., a product, an activity of watching sports; Alicke, 1983; Holbrook, ...and an object (e.g., spectator sports; ... See full document

... contributes to the literature by applying the methods proposed by McNeil and Frey (2000) to three financial indices representing the three main financial areas in the world, .... To do so, we are ... See full document