Extreme Value Analysis - Articles - Scientific Research Publishing

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 721 Downloads 2,015 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 147 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 10 Downloads 86 Views Citations
Value-at-Risk Based on Time-Varying Risk Tolerance Level (Articles)

Debasish Majumder

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81007 1,015 Downloads 2,447 Views Citations
This article belongs to the Special Issue on Financial Economics
Analysis of Observed and Modelled Near-Surface Wind Extremes over the Sub-Arctic Northeast Pacific (Articles)

Alexander Kislov, Vladimir Platonov

Atmospheric and Climate Sciences Vol.9 No.1, January 14, 2019

DOI: 10.4236/acs.2019.91010 949 Downloads 1,978 Views Citations
A Look at Sequential Normal Scores and How They Apply to Financial Data Analysis (Articles)

W. J. Conover, Víctor G. Tercero-Gόmez, Alvaro E. Cordero-Franco

Journal of Applied Mathematics and Physics Vol.6 No.4, April 24, 2018

DOI: 10.4236/jamp.2018.64069 844 Downloads 2,560 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 2,480 Views Citations
Customer Strategy for Implementing Customer Relationship Management in Corporation with the Value-Based Network Analysis Approach (Articles)

Ebrahim Kalani, Alireza Elhami, Mahshid Mashreghi, Reza Baradaran Kazem-Zadeh, Ehsan Kamrani

American Journal of Industrial and Business Management Vol.8 No.3, March 20, 2018

DOI: 10.4236/ajibm.2018.83035 1,507 Downloads 4,458 Views Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.7 No.4, November 2, 2017

DOI: 10.4236/jmf.2017.74045 2,430 Downloads 8,962 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 3,257 Downloads 5,721 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 4,100 Downloads 6,860 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Changepoint Analysis by Modified Empirical Likelihood Method in Two-phase Linear Regression Models (Articles)

Hualing Zhao, Hanfeng Chen, Wei Ning

Open Journal of Applied Sciences Vol.3 No.1B1, July 11, 2013

DOI: 10.4236/ojapps.2013.31B1001 5,357 Downloads 7,093 Views Citations
Application of the Queuing Theory in Characterizing and Optimizing the Passenger Flow at the Airport Security (Articles)

Mengjiao Wang

Journal of Applied Mathematics and Physics Vol.5 No.9, September 15, 2017

DOI: 10.4236/jamp.2017.59134 2,314 Downloads 6,021 Views Citations
Optimal Threshold Determination for the Maximum Product of Spacing Methodology with Ties for Extreme Events (Articles)

Peter Murage, Joseph Mung’atu, Everlyne Odero

Open Journal of Modelling and Simulation Vol.7 No.3, June 4, 2019

DOI: 10.4236/ojmsi.2019.73008 990 Downloads 2,554 Views Citations
Analysis of the USD/JPY and EUR/JPY Exchange Rates Using Multifractal Analysis and Extreme Value Theory (Articles)

Fumio Maruyama

Journal of Applied Mathematics and Physics Vol.11 No.10, October 17, 2023

DOI: 10.4236/jamp.2023.1110184 251 Downloads 1,202 Views Citations
The Convergence Rate of Fréchet Distribution under the Second-Order Regular Variation Condition (Articles)

Xilai Dai

Journal of Applied Mathematics and Physics Vol.12 No.5, May 9, 2024

DOI: 10.4236/jamp.2024.125098 193 Downloads 681 Views Citations
Simultaneous Confidence Bands for Conditional Risk Measurement and Conditional Expected Loss Based on Generalized Estimators (Articles)

Jiale Diao

Journal of Applied Mathematics and Physics Vol.14 No.6, June 22, 2026

DOI: 10.4236/jamp.2026.146110 27 Downloads 113 Views Citations
Variability in the Negro River Water Level at Manaus, Brazil, Since 1902 (Articles)

Nayandra Carvalho da Silva, Prakki Satyamurty, Ayan Santos Fleischmann

Atmospheric and Climate Sciences Vol.16 No.1, January 15, 2026

DOI: 10.4236/acs.2026.161010 91 Downloads 480 Views Citations
Discussion on IAEA and China Safety Regulation for NPP Coastal Defense Infrastructures against Typhoon/Hurricane Attacks (Articles)

Guilin Liu, Huajun Li, Defu Liu, Fengqing Wang, Tao Zou

World Journal of Nuclear Science and Technology Vol.2 No.3, July 23, 2012

DOI: 10.4236/wjnst.2012.23017 4,926 Downloads 9,618 Views Citations
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1, March 6, 2018

DOI: 10.4236/jfrm.2018.71002 1,619 Downloads 3,098 Views Citations

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