Gumbel Extreme Value Estimation - Articles - Scientific Research Publishing

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 2,131 Downloads 5,178 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 533 Downloads 1,788 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 7,526 Downloads 11,751 Views Citations
Density Estimation Using Gumbel Kernel Estimator (Articles)

Javaria Ahmad Khan, Atif Akbar

Open Journal of Statistics Vol.11 No.2，April 22, 2021

DOI: 10.4236/ojs.2021.112018 761 Downloads 2,165 Views Citations
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 3,112 Downloads 4,765 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 208 Downloads 831 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 107 Downloads 432 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 1,597 Downloads 3,070 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 364 Downloads 1,677 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 298 Downloads 1,305 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 4,441 Downloads 7,259 Views Citations
This article belongs to the Special Issue on Option Pricing Research
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 1,175 Downloads 3,693 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 310 Downloads 1,119 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 286 Downloads 957 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 136 Downloads 598 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 103 Downloads 1,099 Views Citations
New Approach to Density Estimation and Application to Value-at-Risk (Articles)

Kian-Guan Lim, Hao Cheng, Nelson K. L. Yap

Journal of Mathematical Finance Vol.5 No.5，November 26, 2015

DOI: 10.4236/jmf.2015.55036 4,171 Downloads 5,291 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
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 873 Downloads 2,003 Views Citations
This article belongs to the Special Issue on Financial Economics
Estimation of Extreme Flows in Nkana River to Verify the Adequacy of Naming’ongo Bridge Waterway (Articles)

Zacharia Katambara, Joseph J. Msambichaka, Joseph Mkisi

Engineering Vol.5 No.3，March 19, 2013

DOI: 10.4236/eng.2013.53040 5,392 Downloads 7,373 Views Citations
Inference and Properties of Mixture Two Extreme Lower Bound Distributions (Articles)

Fathy H. Riad

Engineering Vol.9 No.6，June 21, 2017

DOI: 10.4236/eng.2017.96032 1,076 Downloads 1,866 Views Citations

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