Compound and Multivariate Extreme Value Distribution - Articles

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
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 1,808 Downloads 3,859 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 509 Downloads 2,425 Views Citations
Statistical Inference in Generalized Linear Mixed Models by Joint Modelling Mean and Covariance of Non-Normal Random Effects (Articles)

Yin Chen, Yu Fei, Jianxin Pan

Open Journal of Statistics Vol.5 No.6, October 23, 2015

DOI: 10.4236/ojs.2015.56059 3,077 Downloads 5,222 Views Citations
Nutrient Composition, Antioxidant Components and Ascorbic Acid Content Response of Pepper Fruit (Capsicum annuum L.) Cultivars Grown under Salt Stress (Articles)

Hand Mathias Julien, Nono Giles Vivien, Tonfack Libert Brice, Taffouo Victor Désiré, Youmbi Emmanuel

Open Access Library Journal Vol.8 No.3, March 5, 2021

DOI: 10.4236/oalib.1106830 493 Downloads 2,016 Views Citations
Research on Identification Method of Argillaceous Interlayer in Compound Sand (Articles)

Yue Xie, Liqin Gan, Jingfu Deng, Zhanhua Zhang, Guanshan Yan

Open Journal of Geology Vol.13 No.5, May 26, 2023

DOI: 10.4236/ojg.2023.135017 194 Downloads 842 Views Citations
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models (Articles)

Andrew Luong, Christopher Blier-Wong

Open Journal of Statistics Vol.7 No.5, October 25, 2017

DOI: 10.4236/ojs.2017.75058 1,339 Downloads 2,695 Views Citations
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 1,374 Downloads 4,308 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 1,764 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 1,384 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 227 Downloads 971 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 143 Views Citations
Spatio-Temporal Variations of Precipitation Extremes in the Yangtze River Basin (1960-2002), China (Articles)

Qiang Zhang, Xiaohong Chen, Becker Stefan

Atmospheric and Climate Sciences Vol.1 No.1, January 28, 2011

DOI: 10.4236/acs.2011.11001 6,856 Downloads 14,684 Views Citations
Analysis of Temporal and Spatial Distribution and Large-Scale Circulation Features of Extreme Weather Events in Shanxi Province, China in Recent 30 Years (Articles)

Yanmeng Li, Hai Zhi, Dongfeng Zhang

Journal of Geoscience and Environment Protection Vol.7 No.3, March 28, 2019

DOI: 10.4236/gep.2019.73009 1,194 Downloads 2,478 Views Citations
Peaks over Manifold (POM): A Novel Technique to Analyze Extreme Events over Surfaces (Articles)

Gonzalo Perera, Angel M. Segura

Advances in Pure Mathematics Vol.12 No.1, January 27, 2022

DOI: 10.4236/apm.2022.121004 351 Downloads 1,380 Views Citations
Some Uniqueness Results of Q-Shift Difference Polynomials Involving Sharing Functions (Articles)

Xuexue Qian, Yasheng Ye

Applied Mathematics Vol.8 No.8, August 21, 2017

DOI: 10.4236/am.2017.88084 1,043 Downloads 2,235 Views Citations
MVN Q-Test II: A Comparison of the MVN H-Test with the Chi-Square Approximation and Bootstrap Versions of the Q-Test (Articles)

José Moral de la Rubia

Journal of Data Analysis and Information Processing Vol.13 No.4, September 26, 2025

DOI: 10.4236/jdaip.2025.134026 97 Downloads 467 Views Citations
Hydrogeochemical and Multivariate Statistical Techniques to Trace the Sources of Ground Water Contaminants and Affecting Factors of Groundwater Pollution in an Oil and Gas Producing Wetland in Rivers State, Nigeria (Articles)

Olalekan Morufu Raimi, Clinton Ifeanyichukwu Ezekwe, Abiodun Bowale, Timothy Kayode Samson

Open Journal of Yangtze Oil and Gas Vol.7 No.3, July 14, 2022

DOI: 10.4236/ojogas.2022.73010 294 Downloads 1,747 Views Citations
MVN Q-Test I: A Bootstrap-Based Implementation in R (Articles)

José Moral de la Rubia

Journal of Data Analysis and Information Processing Vol.13 No.4, September 23, 2025

DOI: 10.4236/jdaip.2025.134024 67 Downloads 347 Views Citations
Estimation of the Unknown Parameters for the Compound Rayleigh Distribution Based on Progressive First-Failure-Censored Sampling (Articles)

Tahani A. Abushal

Open Journal of Statistics Vol.1 No.3, October 20, 2011

DOI: 10.4236/ojs.2011.13020 5,076 Downloads 10,304 Views Citations

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