Extreme Value Distribution - Articles - Scientific Research Publishing

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 514 Downloads 1,713 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 285 Downloads 1,244 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 93 Downloads 1,032 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 868 Downloads 1,967 Views Citations
This article belongs to the Special Issue on Financial Economics
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 4,985 Downloads 6,433 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 744 Downloads 1,821 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 101 Downloads 320 Views Citations
Importance of Generalized Logistic Distribution in Extreme Value Modeling (Articles)

K. Nidhin, C. Chandran

Applied Mathematics Vol.4 No.3，March 27, 2013

DOI: 10.4236/am.2013.43080 6,269 Downloads 10,123 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 4,712 Downloads 9,023 Views Citations
Optimal Threshold Determination for Securities Exchange Volumes Using Improved Maximum Product of Spacing Methodology (Articles)

Peter Murage, Joseph Mung’atu, Everlyne Odero

Open Journal of Statistics Vol.9 No.3，June 18, 2019

DOI: 10.4236/ojs.2019.93023 552 Downloads 1,159 Views Citations
Parametric and Non-Parametric Survival Analysis of Patients with Acute Myeloid Leukemia (AML) (Articles)

Aditya Chakraborty, Chris P. Tsokos

Open Journal of Applied Sciences Vol.11 No.1，January 29, 2021

DOI: 10.4236/ojapps.2021.111009 681 Downloads 2,579 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 7,513 Downloads 11,681 Views Citations
Fitting a Probability Distribution to Extreme Precipitation for a Limited Mountain Area in Vietnam (Articles)

Nguyen Tien Thanh

Journal of Geoscience and Environment Protection Vol.5 No.5，May 22, 2017

DOI: 10.4236/gep.2017.55007 3,805 Downloads 5,667 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 3,095 Downloads 4,664 Views Citations
Typhoon/Hurricane/Tropical Cyclone Disasters: Prediction, Prevention and Mitigation (Articles)

Defu Liu, Fengqing Wang

Journal of Geoscience and Environment Protection Vol.7 No.5，May 17, 2019

DOI: 10.4236/gep.2019.75003 2,132 Downloads 3,446 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 198 Downloads 784 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 96 Downloads 373 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 1,579 Downloads 2,996 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 346 Downloads 1,576 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 4,425 Downloads 7,194 Views Citations
This article belongs to the Special Issue on Option Pricing Research

<12 3 ...>

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies