Extreme-Value Statistics - Articles - Scientific Research Publishing

Study on Fatigue Lifetimes and Their Variation of Mg Alloy AZ61 at Various Stress Ratios (Articles)

Kenichi Masuda, Sotomi Ishihara, Minoru Ishiguro, Hiroshi Shibata

Materials Sciences and Applications Vol.9 No.13, December 3, 2018

DOI: 10.4236/msa.2018.913072 1,147 Downloads 2,493 Views Citations
Analyzing the Annual Maximum Magnitude of Earthquakes in Japan by Extreme Value Theory (Articles)

Fumio Maruyama

Open Journal of Applied Sciences Vol.10 No.12, December 23, 2020

DOI: 10.4236/ojapps.2020.1012057 667 Downloads 2,261 Views Citations
Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23025 7,708 Downloads 12,348 Views Citations
An Analysis of the Maximum Lifespan in the World and Japan (Articles)

Fumio Maruyama

Journal of Biosciences and Medicines Vol.10 No.4, April 22, 2022

DOI: 10.4236/jbm.2022.104021 509 Downloads 1,430 Views Citations
Distributed Trimmed Hill Estimator (Articles)

Tao Guo

Journal of Applied Mathematics and Physics Vol.11 No.12, December 27, 2023

DOI: 10.4236/jamp.2023.1112256 202 Downloads 763 Views Citations
Catastrophe Risk Derivatives: A New Approach (Articles)

Mehdi Bekralas Abdessalem, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.4 No.1, January 21, 2014

DOI: 10.4236/jmf.2014.41003 4,658 Downloads 7,831 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Extreme Rainfall Event Analysis Using Rain Gauges in a Variety of Geographical Situations (Articles)

Silvano Bertoldo, Claudio Lucianaz, Marco Allegretti

Atmospheric and Climate Sciences Vol.5 No.2, April 3, 2015

DOI: 10.4236/acs.2015.52006 3,281 Downloads 5,389 Views Citations
Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management (Articles)

Travis R. A. Sapp

Journal of Mathematical Finance Vol.6 No.4, November 9, 2016

DOI: 10.4236/jmf.2016.64046 1,806 Downloads 3,851 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Measuring Black Swans in Financial Markets (Articles)

J. T. Manhire

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81016 1,372 Downloads 4,305 Views Citations
This article belongs to the Special Issue on Stock Valuation
Analysis of Japan and World Records in the 100 m Dash Using Extreme Value Theory (Articles)

Fumio Maruyama

Journal of Applied Mathematics and Physics Vol.9 No.7, July 8, 2021

DOI: 10.4236/jamp.2021.97097 452 Downloads 1,759 Views Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies (Articles)

Cyprian Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.11 No.3, August 5, 2021

DOI: 10.4236/jmf.2021.113025 508 Downloads 2,420 Views Citations
Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes (Articles)

Rasaki Olawale Olanrewaju, Anthony Gichuhi Waititu, Lukman Abiodun Nafiu

Open Journal of Statistics Vol.11 No.5, October 19, 2021

DOI: 10.4236/ojs.2021.115051 409 Downloads 1,383 Views Citations
Analyzing of the ENSO Index Using Extreme Value Theory (Articles)

Fumio Maruyama

Journal of Geoscience and Environment Protection Vol.11 No.6, June 28, 2023

DOI: 10.4236/gep.2023.116007 226 Downloads 968 Views Citations
Bivariate Analysis of Pollutants Monthly Maxima in Mexico City Using Extreme Value Distributions and Copula (Articles)

Juan A. Vazquez-Morales, Eliane R. Rodrigues, Hortensia J. Reyes-Cervantes

Journal of Environmental Protection Vol.15 No.7, July 23, 2024

DOI: 10.4236/jep.2024.157046 711 Downloads 1,998 Views Citations
Analysis of Maximum Winds in Madagascar: Estimation of Wind Return Periods Using Percentiles and the Generalized Extreme Value (GEV) Distribution from 1991 to 2020 (Articles)

Sitraka Ravelomantsoa, Bienvenue Raheliarilalao

Open Access Library Journal Vol.13 No.4, April 24, 2026

DOI: 10.4236/oalib.1115193 18 Downloads 138 Views Citations
A Copula-Based Three-Dimensional Distribution to Study Pollutants Monthly Maxima: A Case Study Considering Three Regions in Mexico City (Articles)

Juan A. Vazquez-Morales, Eliane R. Rodrigues, Hortensia J. Reyes-Cervantes

Journal of Environmental Protection Vol.17 No.7, July 7, 2026

DOI: 10.4236/jep.2026.177030 8 Downloads 79 Views Citations
Modeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution (Articles)

Katu Daniel Edem, Marcel Ndengo

Journal of Financial Risk Management Vol.10 No.3, August 3, 2021

DOI: 10.4236/jfrm.2021.103013 448 Downloads 1,855 Views Citations
Three-Dimensional Nonlinear Dynamic Model and Macro Control of Real Estate (Articles)

Dan Ma, Shengwu Zhou, Haojin Lv

Intelligent Information Management Vol.2 No.5, June 1, 2010

DOI: 10.4236/iim.2010.25038 5,909 Downloads 11,234 Views Citations
Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand (Articles)

Caston Sigauke, Andréhette Verster, Delson Chikobvu

Open Journal of Statistics Vol.2 No.4, October 31, 2012

DOI: 10.4236/ojs.2012.24054 3,255 Downloads 5,712 Views Citations
Estimation for Nonnegative First-Order Autoregressive Processes with an Unknown Location Parameter (Articles)

Andrew Bartlett, William McCormick

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A294 4,098 Downloads 6,852 Views Citations
This article belongs to the Special Issue on Probability and Its Applications

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