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You searched for subject:( Extreme Value Theory). Showing records 1 – 30 of 69082 total matches.

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Université Catholique de Louvain

1. Kiriliouk, Anna. Modelling extreme-value dependence in high dimensions using threshold exceedances.

Degree: 2016, Université Catholique de Louvain

Extreme-value theory is the branch of statistics concerned with modelling the joint tail of a multivariate distribution. Extreme events are encountered in a large variety… (more)

Subjects/Keywords: Extreme value theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kiriliouk, A. (2016). Modelling extreme-value dependence in high dimensions using threshold exceedances. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/176770

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kiriliouk, Anna. “Modelling extreme-value dependence in high dimensions using threshold exceedances.” 2016. Thesis, Université Catholique de Louvain. Accessed January 27, 2020. http://hdl.handle.net/2078.1/176770.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kiriliouk, Anna. “Modelling extreme-value dependence in high dimensions using threshold exceedances.” 2016. Web. 27 Jan 2020.

Vancouver:

Kiriliouk A. Modelling extreme-value dependence in high dimensions using threshold exceedances. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/2078.1/176770.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kiriliouk A. Modelling extreme-value dependence in high dimensions using threshold exceedances. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/176770

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Nelson Mandela Metropolitan University

2. McEwan, Peter Gareth Fredric. The GARCH-EVT-Copula model and simulation in scenario-based asset allocation.

Degree: Faculty of Science, 2016, Nelson Mandela Metropolitan University

 Financial market integration, in particular, portfolio allocations from advanced economies to South African markets, continues to strengthen volatility linkages and quicken volatility transmissions between participating… (more)

Subjects/Keywords: Extreme value theory; GARCH model

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APA (6th Edition):

McEwan, P. G. F. (2016). The GARCH-EVT-Copula model and simulation in scenario-based asset allocation. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/11732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

McEwan, Peter Gareth Fredric. “The GARCH-EVT-Copula model and simulation in scenario-based asset allocation.” 2016. Thesis, Nelson Mandela Metropolitan University. Accessed January 27, 2020. http://hdl.handle.net/10948/11732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

McEwan, Peter Gareth Fredric. “The GARCH-EVT-Copula model and simulation in scenario-based asset allocation.” 2016. Web. 27 Jan 2020.

Vancouver:

McEwan PGF. The GARCH-EVT-Copula model and simulation in scenario-based asset allocation. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2016. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/10948/11732.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McEwan PGF. The GARCH-EVT-Copula model and simulation in scenario-based asset allocation. [Thesis]. Nelson Mandela Metropolitan University; 2016. Available from: http://hdl.handle.net/10948/11732

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Oregon State University

3. Henry, John B. Extreme value index estimation with applications to modeling extreme insurance losses and sea surface temperatures.

Degree: PhD, Science, 2008, Oregon State University

 The extreme value index (EVI) links the generalized extreme value (GEV) distribution and the generalized Pareto (GP) distribution. These two distributions are fundamental in extreme(more)

Subjects/Keywords: Pareto distribution; Extreme value theory

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APA (6th Edition):

Henry, J. B. (2008). Extreme value index estimation with applications to modeling extreme insurance losses and sea surface temperatures. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/8895

Chicago Manual of Style (16th Edition):

Henry, John B. “Extreme value index estimation with applications to modeling extreme insurance losses and sea surface temperatures.” 2008. Doctoral Dissertation, Oregon State University. Accessed January 27, 2020. http://hdl.handle.net/1957/8895.

MLA Handbook (7th Edition):

Henry, John B. “Extreme value index estimation with applications to modeling extreme insurance losses and sea surface temperatures.” 2008. Web. 27 Jan 2020.

Vancouver:

Henry JB. Extreme value index estimation with applications to modeling extreme insurance losses and sea surface temperatures. [Internet] [Doctoral dissertation]. Oregon State University; 2008. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1957/8895.

Council of Science Editors:

Henry JB. Extreme value index estimation with applications to modeling extreme insurance losses and sea surface temperatures. [Doctoral Dissertation]. Oregon State University; 2008. Available from: http://hdl.handle.net/1957/8895


Cornell University

4. Tagle, Felipe. Climate Extremes In A General Climate Model With Stochastic Parameterizations .

Degree: 2016, Cornell University

 This work employs techniques from extreme value theory to evaluate the representation of temperature and precipitation extremes in two climate models and an observational dataset.… (more)

Subjects/Keywords: Climate Extremes; Extreme Value Theory

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APA (6th Edition):

Tagle, F. (2016). Climate Extremes In A General Climate Model With Stochastic Parameterizations . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/43610

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tagle, Felipe. “Climate Extremes In A General Climate Model With Stochastic Parameterizations .” 2016. Thesis, Cornell University. Accessed January 27, 2020. http://hdl.handle.net/1813/43610.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tagle, Felipe. “Climate Extremes In A General Climate Model With Stochastic Parameterizations .” 2016. Web. 27 Jan 2020.

Vancouver:

Tagle F. Climate Extremes In A General Climate Model With Stochastic Parameterizations . [Internet] [Thesis]. Cornell University; 2016. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1813/43610.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tagle F. Climate Extremes In A General Climate Model With Stochastic Parameterizations . [Thesis]. Cornell University; 2016. Available from: http://hdl.handle.net/1813/43610

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Victoria

5. Joyce, Matthew. Bivariate extreme value analysis of commodity prices.

Degree: Department of Economics, 2017, University of Victoria

 The crude oil, natural gas, and electricity markets are among the most widely traded and talked about commodity markets across the world. Over the past… (more)

Subjects/Keywords: EVT; VaR; Value at Risk; Extreme Value Theory; Extreme Value Analysis

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APA (6th Edition):

Joyce, M. (2017). Bivariate extreme value analysis of commodity prices. (Masters Thesis). University of Victoria. Retrieved from http://hdl.handle.net/1828/7936

Chicago Manual of Style (16th Edition):

Joyce, Matthew. “Bivariate extreme value analysis of commodity prices.” 2017. Masters Thesis, University of Victoria. Accessed January 27, 2020. http://hdl.handle.net/1828/7936.

MLA Handbook (7th Edition):

Joyce, Matthew. “Bivariate extreme value analysis of commodity prices.” 2017. Web. 27 Jan 2020.

Vancouver:

Joyce M. Bivariate extreme value analysis of commodity prices. [Internet] [Masters thesis]. University of Victoria; 2017. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1828/7936.

Council of Science Editors:

Joyce M. Bivariate extreme value analysis of commodity prices. [Masters Thesis]. University of Victoria; 2017. Available from: http://hdl.handle.net/1828/7936


University of Hong Kong

6. 王兆東.; Wong, Siu-tung. On some issues in the modelling of extreme observations.

Degree: PhD, 2009, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Li, WK.

Subjects/Keywords: Extreme value theory.

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APA (6th Edition):

王兆東.; Wong, S. (2009). On some issues in the modelling of extreme observations. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wong, S. [王兆東]. (2009). On some issues in the modelling of extreme observations. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4218258 ; http://dx.doi.org/10.5353/th_b4218258 ; http://hdl.handle.net/10722/55550

Chicago Manual of Style (16th Edition):

王兆東.; Wong, Siu-tung. “On some issues in the modelling of extreme observations.” 2009. Doctoral Dissertation, University of Hong Kong. Accessed January 27, 2020. Wong, S. [王兆東]. (2009). On some issues in the modelling of extreme observations. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4218258 ; http://dx.doi.org/10.5353/th_b4218258 ; http://hdl.handle.net/10722/55550.

MLA Handbook (7th Edition):

王兆東.; Wong, Siu-tung. “On some issues in the modelling of extreme observations.” 2009. Web. 27 Jan 2020.

Vancouver:

王兆東.; Wong S. On some issues in the modelling of extreme observations. [Internet] [Doctoral dissertation]. University of Hong Kong; 2009. [cited 2020 Jan 27]. Available from: Wong, S. [王兆東]. (2009). On some issues in the modelling of extreme observations. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4218258 ; http://dx.doi.org/10.5353/th_b4218258 ; http://hdl.handle.net/10722/55550.

Council of Science Editors:

王兆東.; Wong S. On some issues in the modelling of extreme observations. [Doctoral Dissertation]. University of Hong Kong; 2009. Available from: Wong, S. [王兆東]. (2009). On some issues in the modelling of extreme observations. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4218258 ; http://dx.doi.org/10.5353/th_b4218258 ; http://hdl.handle.net/10722/55550


University of Hong Kong

7. 李大為.; Lee, David. Statistical inference of a threshold model in extreme value analysis.

Degree: M. Phil., 2012, University of Hong Kong

In many data sets, a mixture distribution formulation applies when it is known that each observation comes from one of the underlying categories. Even if… (more)

Subjects/Keywords: Inference.; Extreme value theory.; Multivariate analysis.

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APA (6th Edition):

李大為.; Lee, D. (2012). Statistical inference of a threshold model in extreme value analysis. (Masters Thesis). University of Hong Kong. Retrieved from Lee, D. [李大為]. (2012). Statistical inference of a threshold model in extreme value analysis. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819945 ; http://dx.doi.org/10.5353/th_b4819945 ; http://hdl.handle.net/10722/167221

Chicago Manual of Style (16th Edition):

李大為.; Lee, David. “Statistical inference of a threshold model in extreme value analysis.” 2012. Masters Thesis, University of Hong Kong. Accessed January 27, 2020. Lee, D. [李大為]. (2012). Statistical inference of a threshold model in extreme value analysis. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819945 ; http://dx.doi.org/10.5353/th_b4819945 ; http://hdl.handle.net/10722/167221.

MLA Handbook (7th Edition):

李大為.; Lee, David. “Statistical inference of a threshold model in extreme value analysis.” 2012. Web. 27 Jan 2020.

Vancouver:

李大為.; Lee D. Statistical inference of a threshold model in extreme value analysis. [Internet] [Masters thesis]. University of Hong Kong; 2012. [cited 2020 Jan 27]. Available from: Lee, D. [李大為]. (2012). Statistical inference of a threshold model in extreme value analysis. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819945 ; http://dx.doi.org/10.5353/th_b4819945 ; http://hdl.handle.net/10722/167221.

Council of Science Editors:

李大為.; Lee D. Statistical inference of a threshold model in extreme value analysis. [Masters Thesis]. University of Hong Kong; 2012. Available from: Lee, D. [李大為]. (2012). Statistical inference of a threshold model in extreme value analysis. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819945 ; http://dx.doi.org/10.5353/th_b4819945 ; http://hdl.handle.net/10722/167221


Cornell University

8. Zeber, David. Extremal Properties Of Markov Chains And The Conditional Extreme Value Model .

Degree: 2012, Cornell University

 Multivariate extreme value theory has proven useful for modeling multivariate data in fields such as finance and environmental science, where one is interested in accounting… (more)

Subjects/Keywords: Extreme Value Theory; Markov Chains; Point Processes

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APA (6th Edition):

Zeber, D. (2012). Extremal Properties Of Markov Chains And The Conditional Extreme Value Model . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/31016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zeber, David. “Extremal Properties Of Markov Chains And The Conditional Extreme Value Model .” 2012. Thesis, Cornell University. Accessed January 27, 2020. http://hdl.handle.net/1813/31016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zeber, David. “Extremal Properties Of Markov Chains And The Conditional Extreme Value Model .” 2012. Web. 27 Jan 2020.

Vancouver:

Zeber D. Extremal Properties Of Markov Chains And The Conditional Extreme Value Model . [Internet] [Thesis]. Cornell University; 2012. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1813/31016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zeber D. Extremal Properties Of Markov Chains And The Conditional Extreme Value Model . [Thesis]. Cornell University; 2012. Available from: http://hdl.handle.net/1813/31016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Ottawa

9. Mariko, Dioulde Habibatou. Multivariate Regular Variation and its Applications .

Degree: 2015, University of Ottawa

 In this thesis, we review the basic notions related to univariate regular variation and study some fundamental properties of regularly varying random variables. We then… (more)

Subjects/Keywords: Multivariate regular variation; Extreme value theory

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APA (6th Edition):

Mariko, D. H. (2015). Multivariate Regular Variation and its Applications . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/32756

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mariko, Dioulde Habibatou. “Multivariate Regular Variation and its Applications .” 2015. Thesis, University of Ottawa. Accessed January 27, 2020. http://hdl.handle.net/10393/32756.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mariko, Dioulde Habibatou. “Multivariate Regular Variation and its Applications .” 2015. Web. 27 Jan 2020.

Vancouver:

Mariko DH. Multivariate Regular Variation and its Applications . [Internet] [Thesis]. University of Ottawa; 2015. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/10393/32756.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mariko DH. Multivariate Regular Variation and its Applications . [Thesis]. University of Ottawa; 2015. Available from: http://hdl.handle.net/10393/32756

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rutgers University

10. Zhang, He, 1992-. Sparse representation-based open set recognition.

Degree: MS, Electrical and Computer Engineering, 2016, Rutgers University

 In this thesis, we study an open set recognition algorithm that is based on the Sparse Representation-based Classification (SRC) method. By modeling the tail distributions… (more)

Subjects/Keywords: Computer vision; Image processing; Extreme value theory

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APA (6th Edition):

Zhang, He, 1. (2016). Sparse representation-based open set recognition. (Masters Thesis). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/50497/

Chicago Manual of Style (16th Edition):

Zhang, He, 1992-. “Sparse representation-based open set recognition.” 2016. Masters Thesis, Rutgers University. Accessed January 27, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/50497/.

MLA Handbook (7th Edition):

Zhang, He, 1992-. “Sparse representation-based open set recognition.” 2016. Web. 27 Jan 2020.

Vancouver:

Zhang, He 1. Sparse representation-based open set recognition. [Internet] [Masters thesis]. Rutgers University; 2016. [cited 2020 Jan 27]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50497/.

Council of Science Editors:

Zhang, He 1. Sparse representation-based open set recognition. [Masters Thesis]. Rutgers University; 2016. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50497/


University of Illinois – Chicago

11. Taherkhani, Mohsen. Sea-level rise and time horizons for coastal infrastructure.

Degree: 2018, University of Illinois – Chicago

 Sea-level rise (SLR) will redefine the coastlines of the 21st century. For most coastal regions, global sea-level projections by the year 2100 are comparable in… (more)

Subjects/Keywords: Sea-level rise; Generalized extreme value theory; Extreme events; Coastal flooding

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APA (6th Edition):

Taherkhani, M. (2018). Sea-level rise and time horizons for coastal infrastructure. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/23296

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Taherkhani, Mohsen. “Sea-level rise and time horizons for coastal infrastructure.” 2018. Thesis, University of Illinois – Chicago. Accessed January 27, 2020. http://hdl.handle.net/10027/23296.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Taherkhani, Mohsen. “Sea-level rise and time horizons for coastal infrastructure.” 2018. Web. 27 Jan 2020.

Vancouver:

Taherkhani M. Sea-level rise and time horizons for coastal infrastructure. [Internet] [Thesis]. University of Illinois – Chicago; 2018. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/10027/23296.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Taherkhani M. Sea-level rise and time horizons for coastal infrastructure. [Thesis]. University of Illinois – Chicago; 2018. Available from: http://hdl.handle.net/10027/23296

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manchester

12. Eljabri, Sumaya Saleh M. New statistical models for extreme values.

Degree: PhD, 2013, University of Manchester

Extreme value theory (EVT) has wide applicability in several areas like hydrology, engineering, science and finance. Across the world, we can see the disruptive effects… (more)

Subjects/Keywords: 519.5; Extreme value theory; Rainfall and floods data; The Kumaraswamy distribution; Extreme value modelling

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APA (6th Edition):

Eljabri, S. S. M. (2013). New statistical models for extreme values. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/new-statistical-models-for-extreme-values(12e1ec08-dc66-4f20-a7dc-c89be62421a0).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.576837

Chicago Manual of Style (16th Edition):

Eljabri, Sumaya Saleh M. “New statistical models for extreme values.” 2013. Doctoral Dissertation, University of Manchester. Accessed January 27, 2020. https://www.research.manchester.ac.uk/portal/en/theses/new-statistical-models-for-extreme-values(12e1ec08-dc66-4f20-a7dc-c89be62421a0).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.576837.

MLA Handbook (7th Edition):

Eljabri, Sumaya Saleh M. “New statistical models for extreme values.” 2013. Web. 27 Jan 2020.

Vancouver:

Eljabri SSM. New statistical models for extreme values. [Internet] [Doctoral dissertation]. University of Manchester; 2013. [cited 2020 Jan 27]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/new-statistical-models-for-extreme-values(12e1ec08-dc66-4f20-a7dc-c89be62421a0).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.576837.

Council of Science Editors:

Eljabri SSM. New statistical models for extreme values. [Doctoral Dissertation]. University of Manchester; 2013. Available from: https://www.research.manchester.ac.uk/portal/en/theses/new-statistical-models-for-extreme-values(12e1ec08-dc66-4f20-a7dc-c89be62421a0).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.576837


Humboldt University of Berlin

13. Buchholz, Alexander. Extreme value analysis of speeding data.

Degree: 2013, Humboldt University of Berlin

 Is extreme value theory a suitable approach for modeling the behavior of speeding data? In the following thesis I will reply to this question by… (more)

Subjects/Keywords: Statistik; Wirtschaft; quantile regression; speeding data; extreme value theory; Gumbel and Weibull distribution; extreme value index; endpoint estimation; Frechet; ddc:330

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APA (6th Edition):

Buchholz, A. (2013). Extreme value analysis of speeding data. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=40343 ; http://edoc.hu-berlin.de/master/buchholz-alexander-2013-10-04/PDF/buchholz.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100213029

Chicago Manual of Style (16th Edition):

Buchholz, Alexander. “Extreme value analysis of speeding data.” 2013. Masters Thesis, Humboldt University of Berlin. Accessed January 27, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=40343 ; http://edoc.hu-berlin.de/master/buchholz-alexander-2013-10-04/PDF/buchholz.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100213029.

MLA Handbook (7th Edition):

Buchholz, Alexander. “Extreme value analysis of speeding data.” 2013. Web. 27 Jan 2020.

Vancouver:

Buchholz A. Extreme value analysis of speeding data. [Internet] [Masters thesis]. Humboldt University of Berlin; 2013. [cited 2020 Jan 27]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40343 ; http://edoc.hu-berlin.de/master/buchholz-alexander-2013-10-04/PDF/buchholz.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100213029.

Council of Science Editors:

Buchholz A. Extreme value analysis of speeding data. [Masters Thesis]. Humboldt University of Berlin; 2013. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40343 ; http://edoc.hu-berlin.de/master/buchholz-alexander-2013-10-04/PDF/buchholz.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100213029


Indian Institute of Science

14. Panda, Satya Swaroop. Development Of Methods For Structural Reliability Analysis Using Design And Analysis Of Computer Experiments And Data Based Extreme Value Analysis.

Degree: 2008, Indian Institute of Science

 The work reported in this thesis is in the area of computational modeling of reliability of engineering structures. The emphasis of the study is on… (more)

Subjects/Keywords: Extreme Value Analysis; Structural Analysis; Reliability Analysis; Experimental Design; Engineering Structures - Reliability; Structural Reliability Modeling; Time Variant Reliability Analysis; Extreme Value Distributions; Reliability Modeling; Extreme Value Theory; Structural Engineering

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APA (6th Edition):

Panda, S. S. (2008). Development Of Methods For Structural Reliability Analysis Using Design And Analysis Of Computer Experiments And Data Based Extreme Value Analysis. (Thesis). Indian Institute of Science. Retrieved from http://hdl.handle.net/2005/845

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Panda, Satya Swaroop. “Development Of Methods For Structural Reliability Analysis Using Design And Analysis Of Computer Experiments And Data Based Extreme Value Analysis.” 2008. Thesis, Indian Institute of Science. Accessed January 27, 2020. http://hdl.handle.net/2005/845.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Panda, Satya Swaroop. “Development Of Methods For Structural Reliability Analysis Using Design And Analysis Of Computer Experiments And Data Based Extreme Value Analysis.” 2008. Web. 27 Jan 2020.

Vancouver:

Panda SS. Development Of Methods For Structural Reliability Analysis Using Design And Analysis Of Computer Experiments And Data Based Extreme Value Analysis. [Internet] [Thesis]. Indian Institute of Science; 2008. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/2005/845.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Panda SS. Development Of Methods For Structural Reliability Analysis Using Design And Analysis Of Computer Experiments And Data Based Extreme Value Analysis. [Thesis]. Indian Institute of Science; 2008. Available from: http://hdl.handle.net/2005/845

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

15. Zhou, Ying. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.

Degree: 2012, Texas A&M University

 MV is the traditional method to treat international portfolio selection problems, which bases its theory on the assumption of Normal Distribution. However, during economy recession… (more)

Subjects/Keywords: Safety First; Mean Variance; Hedging; Extreme Value Theory; Portfolio Selection

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APA (6th Edition):

Zhou, Y. (2012). Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Thesis, Texas A&M University. Accessed January 27, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Web. 27 Jan 2020.

Vancouver:

Zhou Y. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhou Y. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Minnesota

16. Larson, Jordan. Gaussian-Pareto Overbounding: A Method for Managing Risk in Safety-Critical Navigation Systems.

Degree: PhD, Aerospace Engineering and Mechanics, 2018, University of Minnesota

 An innovative method for managing the integrity risk of safety-critical navigation systems is presented. The method builds upon the current statistical technique used in the… (more)

Subjects/Keywords: Extreme Value Theory; GNSS; Integrity Risk; Multivariate; Navigation; Overbounding

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APA (6th Edition):

Larson, J. (2018). Gaussian-Pareto Overbounding: A Method for Managing Risk in Safety-Critical Navigation Systems. (Doctoral Dissertation). University of Minnesota. Retrieved from http://hdl.handle.net/11299/200312

Chicago Manual of Style (16th Edition):

Larson, Jordan. “Gaussian-Pareto Overbounding: A Method for Managing Risk in Safety-Critical Navigation Systems.” 2018. Doctoral Dissertation, University of Minnesota. Accessed January 27, 2020. http://hdl.handle.net/11299/200312.

MLA Handbook (7th Edition):

Larson, Jordan. “Gaussian-Pareto Overbounding: A Method for Managing Risk in Safety-Critical Navigation Systems.” 2018. Web. 27 Jan 2020.

Vancouver:

Larson J. Gaussian-Pareto Overbounding: A Method for Managing Risk in Safety-Critical Navigation Systems. [Internet] [Doctoral dissertation]. University of Minnesota; 2018. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/11299/200312.

Council of Science Editors:

Larson J. Gaussian-Pareto Overbounding: A Method for Managing Risk in Safety-Critical Navigation Systems. [Doctoral Dissertation]. University of Minnesota; 2018. Available from: http://hdl.handle.net/11299/200312

17. O'Neal, Christopher David. Asymptotic expansions of processes with extreme value random variable innovations.

Degree: PhD, Statistics, 2012, University of Georgia

 Recently there has been an interest in asymptotic expansions of the tail probabilities of a variety of processes that are ubiquitous in statistics. However, little… (more)

Subjects/Keywords: Extreme value theory

…nontheoretical introduction to the ideas of extreme value theory, we recommend Coles (2001)… …applications of extreme value theory, many disciplines require the asymptotic results of high… …useful contribution to extreme value theory and also time series. The motivation for… …contributions to extreme value theory. As examples of known results, we recommend Resnick (1986… …the proofs. Afterwards, a total of five projects relating to extreme value theory will be… 

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APA (6th Edition):

O'Neal, C. D. (2012). Asymptotic expansions of processes with extreme value random variable innovations. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/oneal_christopher_d_201208_phd

Chicago Manual of Style (16th Edition):

O'Neal, Christopher David. “Asymptotic expansions of processes with extreme value random variable innovations.” 2012. Doctoral Dissertation, University of Georgia. Accessed January 27, 2020. http://purl.galileo.usg.edu/uga_etd/oneal_christopher_d_201208_phd.

MLA Handbook (7th Edition):

O'Neal, Christopher David. “Asymptotic expansions of processes with extreme value random variable innovations.” 2012. Web. 27 Jan 2020.

Vancouver:

O'Neal CD. Asymptotic expansions of processes with extreme value random variable innovations. [Internet] [Doctoral dissertation]. University of Georgia; 2012. [cited 2020 Jan 27]. Available from: http://purl.galileo.usg.edu/uga_etd/oneal_christopher_d_201208_phd.

Council of Science Editors:

O'Neal CD. Asymptotic expansions of processes with extreme value random variable innovations. [Doctoral Dissertation]. University of Georgia; 2012. Available from: http://purl.galileo.usg.edu/uga_etd/oneal_christopher_d_201208_phd


University of Houston

18. Zhang, Licheng 1987-. Statistical Properties of Chaotic Dynamical Systems: Non-Stationary Central Limit Theorems and Extreme Value Theory.

Degree: Mathematics, Department of, 2015, University of Houston

 In this thesis, some statistical properties of two interesting problems are studied. The first one is about non-stationary central limit theorems. We establish central limit… (more)

Subjects/Keywords: Central limit theorem; Borel-Cantelli Lemma; Lorenz system; Extreme Value theory

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APA (6th Edition):

Zhang, L. 1. (2015). Statistical Properties of Chaotic Dynamical Systems: Non-Stationary Central Limit Theorems and Extreme Value Theory. (Thesis). University of Houston. Retrieved from http://hdl.handle.net/10657/1771

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhang, Licheng 1987-. “Statistical Properties of Chaotic Dynamical Systems: Non-Stationary Central Limit Theorems and Extreme Value Theory.” 2015. Thesis, University of Houston. Accessed January 27, 2020. http://hdl.handle.net/10657/1771.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhang, Licheng 1987-. “Statistical Properties of Chaotic Dynamical Systems: Non-Stationary Central Limit Theorems and Extreme Value Theory.” 2015. Web. 27 Jan 2020.

Vancouver:

Zhang L1. Statistical Properties of Chaotic Dynamical Systems: Non-Stationary Central Limit Theorems and Extreme Value Theory. [Internet] [Thesis]. University of Houston; 2015. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/10657/1771.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhang L1. Statistical Properties of Chaotic Dynamical Systems: Non-Stationary Central Limit Theorems and Extreme Value Theory. [Thesis]. University of Houston; 2015. Available from: http://hdl.handle.net/10657/1771

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

19. Zhou, Chen. On Extreme Value Statistics: maximum likelihood; portfolio optimization; extremal rainfall; internet auctions.

Degree: 2008, Erasmus School of Economics

 textabstractIn the 18th century, statisticians sometimes worked as consultants to gamblers. In order to answer questions like "If a fair coin is flipped 100 times,… (more)

Subjects/Keywords: extreme value theory; statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhou, C. (2008). On Extreme Value Statistics: maximum likelihood; portfolio optimization; extremal rainfall; internet auctions. (Doctoral Dissertation). Erasmus School of Economics. Retrieved from http://hdl.handle.net/1765/14290

Chicago Manual of Style (16th Edition):

Zhou, Chen. “On Extreme Value Statistics: maximum likelihood; portfolio optimization; extremal rainfall; internet auctions.” 2008. Doctoral Dissertation, Erasmus School of Economics. Accessed January 27, 2020. http://hdl.handle.net/1765/14290.

MLA Handbook (7th Edition):

Zhou, Chen. “On Extreme Value Statistics: maximum likelihood; portfolio optimization; extremal rainfall; internet auctions.” 2008. Web. 27 Jan 2020.

Vancouver:

Zhou C. On Extreme Value Statistics: maximum likelihood; portfolio optimization; extremal rainfall; internet auctions. [Internet] [Doctoral dissertation]. Erasmus School of Economics; 2008. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1765/14290.

Council of Science Editors:

Zhou C. On Extreme Value Statistics: maximum likelihood; portfolio optimization; extremal rainfall; internet auctions. [Doctoral Dissertation]. Erasmus School of Economics; 2008. Available from: http://hdl.handle.net/1765/14290

20. Evers, G.A. Uncertainties in future dike design:.

Degree: 2015, Delft University of Technology

 A dike is designed for an extreme event which greatly exceed the situation under daily circumstances. The expected loading during such an event is, however,… (more)

Subjects/Keywords: safety standard; normering; uncertainties; faalkansruimte; extreme value theory; wind

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APA (6th Edition):

Evers, G. A. (2015). Uncertainties in future dike design:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:0de236a5-1a32-439a-9245-23a7b0d8ae26

Chicago Manual of Style (16th Edition):

Evers, G A. “Uncertainties in future dike design:.” 2015. Masters Thesis, Delft University of Technology. Accessed January 27, 2020. http://resolver.tudelft.nl/uuid:0de236a5-1a32-439a-9245-23a7b0d8ae26.

MLA Handbook (7th Edition):

Evers, G A. “Uncertainties in future dike design:.” 2015. Web. 27 Jan 2020.

Vancouver:

Evers GA. Uncertainties in future dike design:. [Internet] [Masters thesis]. Delft University of Technology; 2015. [cited 2020 Jan 27]. Available from: http://resolver.tudelft.nl/uuid:0de236a5-1a32-439a-9245-23a7b0d8ae26.

Council of Science Editors:

Evers GA. Uncertainties in future dike design:. [Masters Thesis]. Delft University of Technology; 2015. Available from: http://resolver.tudelft.nl/uuid:0de236a5-1a32-439a-9245-23a7b0d8ae26


University of KwaZulu-Natal

21. Huang, Chun-Kai. Special topics in probabilistic exchangeability and its applications.

Degree: 2017, University of KwaZulu-Natal

 This thesis evolves around a probabilistic concept called exchangeability and its generalised forms. It is aimed at exploring connections between exchangeability and other sub-areas in… (more)

Subjects/Keywords: Theses - Statistics.; Exchangeability.; Extreme value theory.; de Finetti's.; k-dimensional simplexes.

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APA (6th Edition):

Huang, C. (2017). Special topics in probabilistic exchangeability and its applications. (Thesis). University of KwaZulu-Natal. Retrieved from https://researchspace.ukzn.ac.za/handle/10413/16255

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Chun-Kai. “Special topics in probabilistic exchangeability and its applications.” 2017. Thesis, University of KwaZulu-Natal. Accessed January 27, 2020. https://researchspace.ukzn.ac.za/handle/10413/16255.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Chun-Kai. “Special topics in probabilistic exchangeability and its applications.” 2017. Web. 27 Jan 2020.

Vancouver:

Huang C. Special topics in probabilistic exchangeability and its applications. [Internet] [Thesis]. University of KwaZulu-Natal; 2017. [cited 2020 Jan 27]. Available from: https://researchspace.ukzn.ac.za/handle/10413/16255.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang C. Special topics in probabilistic exchangeability and its applications. [Thesis]. University of KwaZulu-Natal; 2017. Available from: https://researchspace.ukzn.ac.za/handle/10413/16255

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Fragoso, Victor Manuel. Estimating Confidences for Classifier Decisions using Extreme Value Theory.

Degree: 2014, University of California – eScholarship, University of California

 Classifiers generally lack a mechanism to compute decision confidences. As humans, when we sense that the confidence for a decision is low, we either conduct… (more)

Subjects/Keywords: Computer science; classifiers; computer vision; extreme value theory; machine learning

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APA (6th Edition):

Fragoso, V. M. (2014). Estimating Confidences for Classifier Decisions using Extreme Value Theory. (Thesis). University of California – eScholarship, University of California. Retrieved from http://www.escholarship.org/uc/item/44b8b0c5

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fragoso, Victor Manuel. “Estimating Confidences for Classifier Decisions using Extreme Value Theory.” 2014. Thesis, University of California – eScholarship, University of California. Accessed January 27, 2020. http://www.escholarship.org/uc/item/44b8b0c5.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fragoso, Victor Manuel. “Estimating Confidences for Classifier Decisions using Extreme Value Theory.” 2014. Web. 27 Jan 2020.

Vancouver:

Fragoso VM. Estimating Confidences for Classifier Decisions using Extreme Value Theory. [Internet] [Thesis]. University of California – eScholarship, University of California; 2014. [cited 2020 Jan 27]. Available from: http://www.escholarship.org/uc/item/44b8b0c5.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fragoso VM. Estimating Confidences for Classifier Decisions using Extreme Value Theory. [Thesis]. University of California – eScholarship, University of California; 2014. Available from: http://www.escholarship.org/uc/item/44b8b0c5

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Northeastern University

23. Bhatia, Udit. An intercomparison of precipitation extremes from community earth system model large ensembles with historical observations.

Degree: MS, Department of Civil and Environmental Engineering, 2016, Northeastern University

 Projection of changes in extreme indices of climate variables such as temperature, precipitation and wind are critical to assess the potential impacts of climate change… (more)

Subjects/Keywords: CESM; climate extremes; extreme value theory; initial condition runs; natural variability

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APA (6th Edition):

Bhatia, U. (2016). An intercomparison of precipitation extremes from community earth system model large ensembles with historical observations. (Masters Thesis). Northeastern University. Retrieved from http://hdl.handle.net/2047/D20236834

Chicago Manual of Style (16th Edition):

Bhatia, Udit. “An intercomparison of precipitation extremes from community earth system model large ensembles with historical observations.” 2016. Masters Thesis, Northeastern University. Accessed January 27, 2020. http://hdl.handle.net/2047/D20236834.

MLA Handbook (7th Edition):

Bhatia, Udit. “An intercomparison of precipitation extremes from community earth system model large ensembles with historical observations.” 2016. Web. 27 Jan 2020.

Vancouver:

Bhatia U. An intercomparison of precipitation extremes from community earth system model large ensembles with historical observations. [Internet] [Masters thesis]. Northeastern University; 2016. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/2047/D20236834.

Council of Science Editors:

Bhatia U. An intercomparison of precipitation extremes from community earth system model large ensembles with historical observations. [Masters Thesis]. Northeastern University; 2016. Available from: http://hdl.handle.net/2047/D20236834

24. Cui, Hengxin. Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance.

Degree: 2019, University of Waterloo

 In this thesis, we aim at a quantitative understanding of extreme risks and extremal depen- dence in insurance and finance. We use regularly varying distribution… (more)

Subjects/Keywords: quantitative analysis; extreme value theory; portfolio diversification; rare event simulation

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APA (6th Edition):

Cui, H. (2019). Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/15151

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cui, Hengxin. “Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance.” 2019. Thesis, University of Waterloo. Accessed January 27, 2020. http://hdl.handle.net/10012/15151.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cui, Hengxin. “Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance.” 2019. Web. 27 Jan 2020.

Vancouver:

Cui H. Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance. [Internet] [Thesis]. University of Waterloo; 2019. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/10012/15151.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cui H. Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance. [Thesis]. University of Waterloo; 2019. Available from: http://hdl.handle.net/10012/15151

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

25. Hansson, Peter. Predicting Severe Snow Loads Using Spatial Extremes .

Degree: Chalmers tekniska högskola / Institutionen för matematiska vetenskaper, 2019, Chalmers University of Technology

 Severe snow load, unlike severe snow fall, happens over a longer period of time for which snow accumulates causing it to produce increasing amounts of… (more)

Subjects/Keywords: geostatistics; extreme value theory; monte carlo simulation; kriging; weather v

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APA (6th Edition):

Hansson, P. (2019). Predicting Severe Snow Loads Using Spatial Extremes . (Thesis). Chalmers University of Technology. Retrieved from http://hdl.handle.net/20.500.12380/300446

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hansson, Peter. “Predicting Severe Snow Loads Using Spatial Extremes .” 2019. Thesis, Chalmers University of Technology. Accessed January 27, 2020. http://hdl.handle.net/20.500.12380/300446.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hansson, Peter. “Predicting Severe Snow Loads Using Spatial Extremes .” 2019. Web. 27 Jan 2020.

Vancouver:

Hansson P. Predicting Severe Snow Loads Using Spatial Extremes . [Internet] [Thesis]. Chalmers University of Technology; 2019. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/20.500.12380/300446.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hansson P. Predicting Severe Snow Loads Using Spatial Extremes . [Thesis]. Chalmers University of Technology; 2019. Available from: http://hdl.handle.net/20.500.12380/300446

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Blom, Joakim. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.

Degree: Mathematics and Mathematical Statistics, 2016, Umeå University

  Modern portfolio theory (MPT) is an investment theory which was introduced by Harry Markowitz in 1952 and describes how risk averse investors can optimize… (more)

Subjects/Keywords: Copula; Portfolio Optimization; Extreme Value Theory; CVaR Optimization

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APA (6th Edition):

Blom, J. (2016). Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Thesis, Umeå University. Accessed January 27, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Web. 27 Jan 2020.

Vancouver:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Internet] [Thesis]. Umeå University; 2016. [cited 2020 Jan 27]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Eriksson, Kristofer. Risk Measures and Dependence Modeling in Financial Risk Management.

Degree: Physics, 2014, Umeå University

  In financial risk management it is essential to be able to model dependence in markets and portfolios in an accurate and efficient way. A… (more)

Subjects/Keywords: Dependence; Correlation; Copulas; Risk measures; Extreme value theory

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APA (6th Edition):

Eriksson, K. (2014). Risk Measures and Dependence Modeling in Financial Risk Management. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Eriksson, Kristofer. “Risk Measures and Dependence Modeling in Financial Risk Management.” 2014. Thesis, Umeå University. Accessed January 27, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Eriksson, Kristofer. “Risk Measures and Dependence Modeling in Financial Risk Management.” 2014. Web. 27 Jan 2020.

Vancouver:

Eriksson K. Risk Measures and Dependence Modeling in Financial Risk Management. [Internet] [Thesis]. Umeå University; 2014. [cited 2020 Jan 27]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Eriksson K. Risk Measures and Dependence Modeling in Financial Risk Management. [Thesis]. Umeå University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Newcastle

28. Liang, Mengxia. Characterisation of pitting corrosion for aluminium alloys in natural seawater and freshwater immersion environments.

Degree: PhD, 2019, University of Newcastle

Research Doctorate - Doctor of Philosophy (PhD)

Aluminium alloys are increasingly being used in structural and commercial infrastructure, such as aerospace, transportation, architecture, defence and… (more)

Subjects/Keywords: aluminium alloys; pitting corrosion; SEM; extreme value theory

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APA (6th Edition):

Liang, M. (2019). Characterisation of pitting corrosion for aluminium alloys in natural seawater and freshwater immersion environments. (Doctoral Dissertation). University of Newcastle. Retrieved from http://hdl.handle.net/1959.13/1407935

Chicago Manual of Style (16th Edition):

Liang, Mengxia. “Characterisation of pitting corrosion for aluminium alloys in natural seawater and freshwater immersion environments.” 2019. Doctoral Dissertation, University of Newcastle. Accessed January 27, 2020. http://hdl.handle.net/1959.13/1407935.

MLA Handbook (7th Edition):

Liang, Mengxia. “Characterisation of pitting corrosion for aluminium alloys in natural seawater and freshwater immersion environments.” 2019. Web. 27 Jan 2020.

Vancouver:

Liang M. Characterisation of pitting corrosion for aluminium alloys in natural seawater and freshwater immersion environments. [Internet] [Doctoral dissertation]. University of Newcastle; 2019. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1959.13/1407935.

Council of Science Editors:

Liang M. Characterisation of pitting corrosion for aluminium alloys in natural seawater and freshwater immersion environments. [Doctoral Dissertation]. University of Newcastle; 2019. Available from: http://hdl.handle.net/1959.13/1407935


University of Victoria

29. Liu, Jia. Extreme value theory and copula theory: a risk management application with energy futures.

Degree: Dept. of Economics, 2011, University of Victoria

 Deregulation of the energy market and surging trading activities have made the energy markets even more volatile in recent years. Under such circumstances, it becomes… (more)

Subjects/Keywords: Extreme value theory; Copula; Value at risk; UVic Subject Index::Humanities and Social Sciences::Economics

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APA (6th Edition):

Liu, J. (2011). Extreme value theory and copula theory: a risk management application with energy futures. (Thesis). University of Victoria. Retrieved from http://hdl.handle.net/1828/3236

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Jia. “Extreme value theory and copula theory: a risk management application with energy futures.” 2011. Thesis, University of Victoria. Accessed January 27, 2020. http://hdl.handle.net/1828/3236.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Jia. “Extreme value theory and copula theory: a risk management application with energy futures.” 2011. Web. 27 Jan 2020.

Vancouver:

Liu J. Extreme value theory and copula theory: a risk management application with energy futures. [Internet] [Thesis]. University of Victoria; 2011. [cited 2020 Jan 27]. Available from: http://hdl.handle.net/1828/3236.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu J. Extreme value theory and copula theory: a risk management application with energy futures. [Thesis]. University of Victoria; 2011. Available from: http://hdl.handle.net/1828/3236

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

30. Elbouazizi, Saïd. Analyse et gestion du risque extrême sur le marché du maïs : Analysis and management of extreme risk in the corn market.

Degree: Docteur es, Sciences économiques, 2014, Université Montpellier I

Depuis le début de la décennie 2000, le marché du maïs connaît un changement profond. D'une part, le prix enregistre une volatilité extrême sans précédent.… (more)

Subjects/Keywords: Marché du Maïs; Value at Risk; Copules; Corn Market; Volatility; Extreme Value Theory; Copula

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Elbouazizi, S. (2014). Analyse et gestion du risque extrême sur le marché du maïs : Analysis and management of extreme risk in the corn market. (Doctoral Dissertation). Université Montpellier I. Retrieved from http://www.theses.fr/2014MON10029

Chicago Manual of Style (16th Edition):

Elbouazizi, Saïd. “Analyse et gestion du risque extrême sur le marché du maïs : Analysis and management of extreme risk in the corn market.” 2014. Doctoral Dissertation, Université Montpellier I. Accessed January 27, 2020. http://www.theses.fr/2014MON10029.

MLA Handbook (7th Edition):

Elbouazizi, Saïd. “Analyse et gestion du risque extrême sur le marché du maïs : Analysis and management of extreme risk in the corn market.” 2014. Web. 27 Jan 2020.

Vancouver:

Elbouazizi S. Analyse et gestion du risque extrême sur le marché du maïs : Analysis and management of extreme risk in the corn market. [Internet] [Doctoral dissertation]. Université Montpellier I; 2014. [cited 2020 Jan 27]. Available from: http://www.theses.fr/2014MON10029.

Council of Science Editors:

Elbouazizi S. Analyse et gestion du risque extrême sur le marché du maïs : Analysis and management of extreme risk in the corn market. [Doctoral Dissertation]. Université Montpellier I; 2014. Available from: http://www.theses.fr/2014MON10029

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