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You searched for subject:(Tail index). Showing records 1 – 25 of 25 total matches.

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Cornell University

1. Nguyen, Duc. A Study Of The Tail Measure And Its Applications In Risk Modeling.

Degree: PhD, Applied Mathematics, 2013, Cornell University

 This dissertation has 4 chapters, in which we attempt to explore and analyze the structure of extremal data. The first chapter is a review of… (more)

Subjects/Keywords: tail index; regular variation; spectral measure

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APA (6th Edition):

Nguyen, D. (2013). A Study Of The Tail Measure And Its Applications In Risk Modeling. (Doctoral Dissertation). Cornell University. Retrieved from http://hdl.handle.net/1813/34228

Chicago Manual of Style (16th Edition):

Nguyen, Duc. “A Study Of The Tail Measure And Its Applications In Risk Modeling.” 2013. Doctoral Dissertation, Cornell University. Accessed February 27, 2021. http://hdl.handle.net/1813/34228.

MLA Handbook (7th Edition):

Nguyen, Duc. “A Study Of The Tail Measure And Its Applications In Risk Modeling.” 2013. Web. 27 Feb 2021.

Vancouver:

Nguyen D. A Study Of The Tail Measure And Its Applications In Risk Modeling. [Internet] [Doctoral dissertation]. Cornell University; 2013. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/1813/34228.

Council of Science Editors:

Nguyen D. A Study Of The Tail Measure And Its Applications In Risk Modeling. [Doctoral Dissertation]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/34228


Georgia State University

2. Li, Chenxue. Some Novel Statistical Inferences.

Degree: PhD, Mathematics and Statistics, 2016, Georgia State University

  In medical diagnostic studies, the area under the Receiver Operating Characteristic (ROC) curve (AUC) and Youden index are two summary measures widely used in… (more)

Subjects/Keywords: ROC Analysis; Partial Youden Index; GPQ; AR Errors; Empirical Likelihood; Tail Index

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APA (6th Edition):

Li, C. (2016). Some Novel Statistical Inferences. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/math_diss/33

Chicago Manual of Style (16th Edition):

Li, Chenxue. “Some Novel Statistical Inferences.” 2016. Doctoral Dissertation, Georgia State University. Accessed February 27, 2021. https://scholarworks.gsu.edu/math_diss/33.

MLA Handbook (7th Edition):

Li, Chenxue. “Some Novel Statistical Inferences.” 2016. Web. 27 Feb 2021.

Vancouver:

Li C. Some Novel Statistical Inferences. [Internet] [Doctoral dissertation]. Georgia State University; 2016. [cited 2021 Feb 27]. Available from: https://scholarworks.gsu.edu/math_diss/33.

Council of Science Editors:

Li C. Some Novel Statistical Inferences. [Doctoral Dissertation]. Georgia State University; 2016. Available from: https://scholarworks.gsu.edu/math_diss/33


Univerzitet u Beogradu

3. Ilić, Ivana, 1975-. Ocenjivanje indeksa repa raspodele korišćenjem nekompletnih uzoraka.

Degree: Matematički fakultet, 2015, Univerzitet u Beogradu

Matematika-Verovatnoća i statistika / Mathematics-Probability and Statistics

Teza obrađuje ocenjivanje indeksa pravilne promenljivosti na nekompletnom uzorku zavisnih slučajnih veličina sa raspodelom teškog repa. Pod pretpostavkom… (more)

Subjects/Keywords: Hill estimator; incomplete samples; tail index; geometric-type estimator; extremal dependence

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APA (6th Edition):

Ilić, Ivana, 1. (2015). Ocenjivanje indeksa repa raspodele korišćenjem nekompletnih uzoraka. (Thesis). Univerzitet u Beogradu. Retrieved from https://fedorabg.bg.ac.rs/fedora/get/o:9292/bdef:Content/get

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):

Ilić, Ivana, 1975-. “Ocenjivanje indeksa repa raspodele korišćenjem nekompletnih uzoraka.” 2015. Thesis, Univerzitet u Beogradu. Accessed February 27, 2021. https://fedorabg.bg.ac.rs/fedora/get/o:9292/bdef:Content/get.

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

MLA Handbook (7th Edition):

Ilić, Ivana, 1975-. “Ocenjivanje indeksa repa raspodele korišćenjem nekompletnih uzoraka.” 2015. Web. 27 Feb 2021.

Vancouver:

Ilić, Ivana 1. Ocenjivanje indeksa repa raspodele korišćenjem nekompletnih uzoraka. [Internet] [Thesis]. Univerzitet u Beogradu; 2015. [cited 2021 Feb 27]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:9292/bdef:Content/get.

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

Council of Science Editors:

Ilić, Ivana 1. Ocenjivanje indeksa repa raspodele korišćenjem nekompletnih uzoraka. [Thesis]. Univerzitet u Beogradu; 2015. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:9292/bdef:Content/get

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


KTH

4. Segerfors, Ted. Spurious Heavy Tails.

Degree: Mathematical Statistics, 2015, KTH

Since the financial crisis which started in 2007, the risk awareness in the financial sector is greater than ever. Financial institutions such as banks… (more)

Subjects/Keywords: Small samples; Tail index estimation; Normal mixture models; Heavy tails

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APA (6th Edition):

Segerfors, T. (2015). Spurious Heavy Tails. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168199

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):

Segerfors, Ted. “Spurious Heavy Tails.” 2015. Thesis, KTH. Accessed February 27, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168199.

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

MLA Handbook (7th Edition):

Segerfors, Ted. “Spurious Heavy Tails.” 2015. Web. 27 Feb 2021.

Vancouver:

Segerfors T. Spurious Heavy Tails. [Internet] [Thesis]. KTH; 2015. [cited 2021 Feb 27]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168199.

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

Council of Science Editors:

Segerfors T. Spurious Heavy Tails. [Thesis]. KTH; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168199

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


Universidade Nova

5. Lima, Mariana. Testing for tail breaks in currency returns.

Degree: 2016, Universidade Nova

 In this work project we study the tail properties of currency returns and analyze whether changes in the tail indices of these series have occurred… (more)

Subjects/Keywords: Heavy tails; Tail index; Tail breaks; Exchange rates; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Lima, M. (2016). Testing for tail breaks in currency returns. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16800

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):

Lima, Mariana. “Testing for tail breaks in currency returns.” 2016. Thesis, Universidade Nova. Accessed February 27, 2021. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16800.

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

MLA Handbook (7th Edition):

Lima, Mariana. “Testing for tail breaks in currency returns.” 2016. Web. 27 Feb 2021.

Vancouver:

Lima M. Testing for tail breaks in currency returns. [Internet] [Thesis]. Universidade Nova; 2016. [cited 2021 Feb 27]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16800.

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

Council of Science Editors:

Lima M. Testing for tail breaks in currency returns. [Thesis]. Universidade Nova; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16800

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


University of Sydney

6. Xia, Fujie. Topics in dependence modelling .

Degree: 2014, University of Sydney

 This thesis focuses on modelling of dependence across random variables. It contains three essays: (1) Modelling and forecasting realised variance covariance matrices (VCM); (2) VaR-based… (more)

Subjects/Keywords: Covariance forecasting; Realised volatility; Copulas; Tail dependence; VaR; Threshold of tail index; Epsilon-complexity; Copula difference test

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APA (6th Edition):

Xia, F. (2014). Topics in dependence modelling . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/11645

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):

Xia, Fujie. “Topics in dependence modelling .” 2014. Thesis, University of Sydney. Accessed February 27, 2021. http://hdl.handle.net/2123/11645.

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

MLA Handbook (7th Edition):

Xia, Fujie. “Topics in dependence modelling .” 2014. Web. 27 Feb 2021.

Vancouver:

Xia F. Topics in dependence modelling . [Internet] [Thesis]. University of Sydney; 2014. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/2123/11645.

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

Council of Science Editors:

Xia F. Topics in dependence modelling . [Thesis]. University of Sydney; 2014. Available from: http://hdl.handle.net/2123/11645

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


Linköping University

7. Borg, Elin. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach.

Degree: Economics, 2020, Linköping University

  This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study… (more)

Subjects/Keywords: Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence; Economics; Nationalekonomi

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

APA (6th Edition):

Borg, E. (2020). Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940

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):

Borg, Elin. “Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach.” 2020. Thesis, Linköping University. Accessed February 27, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940.

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

MLA Handbook (7th Edition):

Borg, Elin. “Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach.” 2020. Web. 27 Feb 2021.

Vancouver:

Borg E. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach. [Internet] [Thesis]. Linköping University; 2020. [cited 2021 Feb 27]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940.

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

Council of Science Editors:

Borg E. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach. [Thesis]. Linköping University; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940

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


Vilnius University

8. Skorniakov, Viktor. Asymptotically homogeneous Markov chains.

Degree: PhD, Mathematics, 2010, Vilnius University

In the dissertation there is investigated a class of Markov chains defined by iterations of a function possessing a property of asymptotical homogeneity. Two problems… (more)

Subjects/Keywords: Markov chains; Stationary distribution; Tail index; Markovo grandinės; Stacionarus skirstinys; Uodegos indeksas

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APA (6th Edition):

Skorniakov, V. (2010). Asymptotically homogeneous Markov chains. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;

Chicago Manual of Style (16th Edition):

Skorniakov, Viktor. “Asymptotically homogeneous Markov chains.” 2010. Doctoral Dissertation, Vilnius University. Accessed February 27, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;.

MLA Handbook (7th Edition):

Skorniakov, Viktor. “Asymptotically homogeneous Markov chains.” 2010. Web. 27 Feb 2021.

Vancouver:

Skorniakov V. Asymptotically homogeneous Markov chains. [Internet] [Doctoral dissertation]. Vilnius University; 2010. [cited 2021 Feb 27]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;.

Council of Science Editors:

Skorniakov V. Asymptotically homogeneous Markov chains. [Doctoral Dissertation]. Vilnius University; 2010. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;


Vilnius University

9. Skorniakov, Viktor. Asimptotiškai homogeninės Markovo grandinės.

Degree: Dissertation, Mathematics, 2010, Vilnius University

Disertacijoje tirta Markovo grandinių klasė, kurios iteracijos nusakomos atsitiktinėmis asimptotiškai homogeninėmis funkcijomis, ir išspręsti du uždaviniai: 1) surastos bendros sąlygos, kurios garantuoja vienintelio stacionaraus skirstinio… (more)

Subjects/Keywords: Markovo grandinės; Stacionarus skirstinys; Uodegos indeksas; Markov chains; Stationary distribution; Tail index

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APA (6th Edition):

Skorniakov, V. (2010). Asimptotiškai homogeninės Markovo grandinės. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;

Chicago Manual of Style (16th Edition):

Skorniakov, Viktor. “Asimptotiškai homogeninės Markovo grandinės.” 2010. Doctoral Dissertation, Vilnius University. Accessed February 27, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;.

MLA Handbook (7th Edition):

Skorniakov, Viktor. “Asimptotiškai homogeninės Markovo grandinės.” 2010. Web. 27 Feb 2021.

Vancouver:

Skorniakov V. Asimptotiškai homogeninės Markovo grandinės. [Internet] [Doctoral dissertation]. Vilnius University; 2010. [cited 2021 Feb 27]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;.

Council of Science Editors:

Skorniakov V. Asimptotiškai homogeninės Markovo grandinės. [Doctoral Dissertation]. Vilnius University; 2010. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;


University of Georgia

10. Vollmer, Jan Henning. A survey of Hill's estimator.

Degree: 2014, University of Georgia

 In this paper we will survey Hill’s estimator, which is one of the most popular estimators for the tail index of heavy-tailed distributions. Applications are… (more)

Subjects/Keywords: Hill\'s estimator; extreme value theory; tail index; regular variation; order statistics; asymptotic normality.

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APA (6th Edition):

Vollmer, J. H. (2014). A survey of Hill's estimator. (Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/21198

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):

Vollmer, Jan Henning. “A survey of Hill's estimator.” 2014. Thesis, University of Georgia. Accessed February 27, 2021. http://hdl.handle.net/10724/21198.

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

MLA Handbook (7th Edition):

Vollmer, Jan Henning. “A survey of Hill's estimator.” 2014. Web. 27 Feb 2021.

Vancouver:

Vollmer JH. A survey of Hill's estimator. [Internet] [Thesis]. University of Georgia; 2014. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/10724/21198.

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

Council of Science Editors:

Vollmer JH. A survey of Hill's estimator. [Thesis]. University of Georgia; 2014. Available from: http://hdl.handle.net/10724/21198

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


Technical University of Lisbon

11. Nascimento, Bruno Miguel da Silva. Estimação do índice de cauda num contexto de dependência.

Degree: 2016, Technical University of Lisbon

Mestrado em Econometria Aplicada e Previsão

O presente trabalho tem como objetivo analisar o comportamento de um conjunto de estimadores do índice de cauda, num… (more)

Subjects/Keywords: índice de cauda; dependência; estimador GI11; estimador NR15; estimador Hill; tail index; dependence; GI11 estimator; NR15 estimator; Hill estimator

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

APA (6th Edition):

Nascimento, B. M. d. S. (2016). Estimação do índice de cauda num contexto de dependência. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12967

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):

Nascimento, Bruno Miguel da Silva. “Estimação do índice de cauda num contexto de dependência.” 2016. Thesis, Technical University of Lisbon. Accessed February 27, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12967.

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

MLA Handbook (7th Edition):

Nascimento, Bruno Miguel da Silva. “Estimação do índice de cauda num contexto de dependência.” 2016. Web. 27 Feb 2021.

Vancouver:

Nascimento BMdS. Estimação do índice de cauda num contexto de dependência. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2021 Feb 27]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12967.

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

Council of Science Editors:

Nascimento BMdS. Estimação do índice de cauda num contexto de dependência. [Thesis]. Technical University of Lisbon; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12967

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


NSYSU

12. Huang, Guo-lun. Tail Risk Trading Strategy Using Volatility-of-volatility Index.

Degree: Master, Finance, 2018, NSYSU

 The purpose of this paper is to use a new model-free measure to proxy for tail risk and exploit option induced order imbalance (OOIB) to… (more)

Subjects/Keywords: Order Imbalance; Market Maker Delta Hedge; VVIX index; Volatility-of-volatility; Tail Risk; Lee and Ready Classification Algorithm; Market Microstructure

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

APA (6th Edition):

Huang, G. (2018). Tail Risk Trading Strategy Using Volatility-of-volatility Index. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0029118-142947

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, Guo-lun. “Tail Risk Trading Strategy Using Volatility-of-volatility Index.” 2018. Thesis, NSYSU. Accessed February 27, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0029118-142947.

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

MLA Handbook (7th Edition):

Huang, Guo-lun. “Tail Risk Trading Strategy Using Volatility-of-volatility Index.” 2018. Web. 27 Feb 2021.

Vancouver:

Huang G. Tail Risk Trading Strategy Using Volatility-of-volatility Index. [Internet] [Thesis]. NSYSU; 2018. [cited 2021 Feb 27]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0029118-142947.

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

Council of Science Editors:

Huang G. Tail Risk Trading Strategy Using Volatility-of-volatility Index. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0029118-142947

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


University of Michigan

13. Hsieh, Ping-Hung. Robustness of tail index estimation.

Degree: PhD, Statistics, 1997, University of Michigan

 One of the important issues in the study of long-tailed, or outlier-prone, probability distributions is the estimation of the tail index α, which measures the… (more)

Subjects/Keywords: Estimation; Hill Estimator; Index; Robustness; Spacing Statistics; Tail

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APA (6th Edition):

Hsieh, P. (1997). Robustness of tail index estimation. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/130261

Chicago Manual of Style (16th Edition):

Hsieh, Ping-Hung. “Robustness of tail index estimation.” 1997. Doctoral Dissertation, University of Michigan. Accessed February 27, 2021. http://hdl.handle.net/2027.42/130261.

MLA Handbook (7th Edition):

Hsieh, Ping-Hung. “Robustness of tail index estimation.” 1997. Web. 27 Feb 2021.

Vancouver:

Hsieh P. Robustness of tail index estimation. [Internet] [Doctoral dissertation]. University of Michigan; 1997. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/2027.42/130261.

Council of Science Editors:

Hsieh P. Robustness of tail index estimation. [Doctoral Dissertation]. University of Michigan; 1997. Available from: http://hdl.handle.net/2027.42/130261


Universidade Nova

14. Maruhashi, Jin. Tail index estimation.

Degree: 2017, Universidade Nova

 This study peruses the leptokurtic evolution of regional banking indices belonging to the Americas, Asia, Australasia and Europe from 1973-2016 as measured by the tail(more)

Subjects/Keywords: Hill statistic; Rank-size statistic; Value-at-risk; Tail index estimation; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Maruhashi, J. (2017). Tail index estimation. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26130

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):

Maruhashi, Jin. “Tail index estimation.” 2017. Thesis, Universidade Nova. Accessed February 27, 2021. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26130.

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

MLA Handbook (7th Edition):

Maruhashi, Jin. “Tail index estimation.” 2017. Web. 27 Feb 2021.

Vancouver:

Maruhashi J. Tail index estimation. [Internet] [Thesis]. Universidade Nova; 2017. [cited 2021 Feb 27]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26130.

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

Council of Science Editors:

Maruhashi J. Tail index estimation. [Thesis]. Universidade Nova; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26130

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


University of Maryland

15. Setty, Venkat Anurag. APPLICATION OF FLUCTUATION ANALYSIS TO CHARACTERIZE MULTI-SCALE NATURE AND PREDICTABILITY OF COMPLEX SYSTEMS.

Degree: Chemical Physics, 2014, University of Maryland

 Complexity is a result of interactions among individual components of a distributed system, each with their own dynamical time scale. Statistical techniques such as fluctuation… (more)

Subjects/Keywords: Theoretical physics; Complex Multi-scale systems; Detrended Fluctuation Analysis; Hurst exponent; Predictability; Scaling crossover analysis; Tail index

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APA (6th Edition):

Setty, V. A. (2014). APPLICATION OF FLUCTUATION ANALYSIS TO CHARACTERIZE MULTI-SCALE NATURE AND PREDICTABILITY OF COMPLEX SYSTEMS. (Thesis). University of Maryland. Retrieved from http://hdl.handle.net/1903/16211

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):

Setty, Venkat Anurag. “APPLICATION OF FLUCTUATION ANALYSIS TO CHARACTERIZE MULTI-SCALE NATURE AND PREDICTABILITY OF COMPLEX SYSTEMS.” 2014. Thesis, University of Maryland. Accessed February 27, 2021. http://hdl.handle.net/1903/16211.

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

MLA Handbook (7th Edition):

Setty, Venkat Anurag. “APPLICATION OF FLUCTUATION ANALYSIS TO CHARACTERIZE MULTI-SCALE NATURE AND PREDICTABILITY OF COMPLEX SYSTEMS.” 2014. Web. 27 Feb 2021.

Vancouver:

Setty VA. APPLICATION OF FLUCTUATION ANALYSIS TO CHARACTERIZE MULTI-SCALE NATURE AND PREDICTABILITY OF COMPLEX SYSTEMS. [Internet] [Thesis]. University of Maryland; 2014. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/1903/16211.

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

Council of Science Editors:

Setty VA. APPLICATION OF FLUCTUATION ANALYSIS TO CHARACTERIZE MULTI-SCALE NATURE AND PREDICTABILITY OF COMPLEX SYSTEMS. [Thesis]. University of Maryland; 2014. Available from: http://hdl.handle.net/1903/16211

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


University of Cincinnati

16. Zhang, Zongjun. Adaptive Robust Regression Approaches in data analysis and their Applications.

Degree: PhD, Arts and Sciences: Mathematics (Statistics), 2015, University of Cincinnati

 In this dissertation, we proposed several novel Adaptive Robust Approaches. The main purpose of the proposed adaptive robust approaches is: (a) To facilitate the decision… (more)

Subjects/Keywords: Statistics; Adaptive; Robust; M-Estimator; tuning constant; tail weight index; iterative re-weighted least square algorithm

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

APA (6th Edition):

Zhang, Z. (2015). Adaptive Robust Regression Approaches in data analysis and their Applications. (Doctoral Dissertation). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1445343114

Chicago Manual of Style (16th Edition):

Zhang, Zongjun. “Adaptive Robust Regression Approaches in data analysis and their Applications.” 2015. Doctoral Dissertation, University of Cincinnati. Accessed February 27, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1445343114.

MLA Handbook (7th Edition):

Zhang, Zongjun. “Adaptive Robust Regression Approaches in data analysis and their Applications.” 2015. Web. 27 Feb 2021.

Vancouver:

Zhang Z. Adaptive Robust Regression Approaches in data analysis and their Applications. [Internet] [Doctoral dissertation]. University of Cincinnati; 2015. [cited 2021 Feb 27]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1445343114.

Council of Science Editors:

Zhang Z. Adaptive Robust Regression Approaches in data analysis and their Applications. [Doctoral Dissertation]. University of Cincinnati; 2015. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1445343114


Universidade de Brasília

17. Luciene Pinheiro Lopes. Um estimador com estrutura de U-estatística para o índice caudal de distribuições de cauda pesada.

Degree: 2007, Universidade de Brasília

No presente trabalho, estudamos o estimador proposto por Fan (2004), para o índice caudal de distribuições no domínio de atração de leis -estáveis, com 0… (more)

Subjects/Keywords: distribuição estável; domínio de atração; estatística matemática; distribuição (probabilidades); equações diferenciais não-lineares - teoria assintótica; MATEMATICA; U-statistics; stable law; cauda pesada; tail index; domain of attraction; U-estatística; heavy tail; índice caudal; análise de variância

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APA (6th Edition):

Lopes, L. P. (2007). Um estimador com estrutura de U-estatística para o índice caudal de distribuições de cauda pesada. (Thesis). Universidade de Brasília. Retrieved from http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=2184

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):

Lopes, Luciene Pinheiro. “Um estimador com estrutura de U-estatística para o índice caudal de distribuições de cauda pesada.” 2007. Thesis, Universidade de Brasília. Accessed February 27, 2021. http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=2184.

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

MLA Handbook (7th Edition):

Lopes, Luciene Pinheiro. “Um estimador com estrutura de U-estatística para o índice caudal de distribuições de cauda pesada.” 2007. Web. 27 Feb 2021.

Vancouver:

Lopes LP. Um estimador com estrutura de U-estatística para o índice caudal de distribuições de cauda pesada. [Internet] [Thesis]. Universidade de Brasília; 2007. [cited 2021 Feb 27]. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=2184.

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

Council of Science Editors:

Lopes LP. Um estimador com estrutura de U-estatística para o índice caudal de distribuições de cauda pesada. [Thesis]. Universidade de Brasília; 2007. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=2184

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


University of Michigan

18. Sousa, Bruno C. A contribution to the estimation of the tail index of heavy -tailed distributions.

Degree: PhD, Statistics, 2002, University of Michigan

 The problem of estimating the tail index in heavy-tailed distributions is very important in a variety of applications. Three new graphical methods, the H(k )(more)

Subjects/Keywords: Contribution; Estimation; Heavy-tailed Distributions; Pareto Distribution; Sum Plot; Tail Index

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

APA (6th Edition):

Sousa, B. C. (2002). A contribution to the estimation of the tail index of heavy -tailed distributions. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/132932

Chicago Manual of Style (16th Edition):

Sousa, Bruno C. “A contribution to the estimation of the tail index of heavy -tailed distributions.” 2002. Doctoral Dissertation, University of Michigan. Accessed February 27, 2021. http://hdl.handle.net/2027.42/132932.

MLA Handbook (7th Edition):

Sousa, Bruno C. “A contribution to the estimation of the tail index of heavy -tailed distributions.” 2002. Web. 27 Feb 2021.

Vancouver:

Sousa BC. A contribution to the estimation of the tail index of heavy -tailed distributions. [Internet] [Doctoral dissertation]. University of Michigan; 2002. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/2027.42/132932.

Council of Science Editors:

Sousa BC. A contribution to the estimation of the tail index of heavy -tailed distributions. [Doctoral Dissertation]. University of Michigan; 2002. Available from: http://hdl.handle.net/2027.42/132932


Universidade Nova

19. Neumann, Christian. Time and cross-sectional differences in the tail behavior of Euro interest rate future returns.

Degree: 2017, Universidade Nova

 As response to the financial crisis in 2007/08 and the European sovereign debt crisis, the ECB started to conduct expansionary monetary policy on an unprecedented… (more)

Subjects/Keywords: Extreme value theory; Tail index estimation; Optimal extreme sample fraction; Structural change test; Government bond futures; Market risk management; Monetary policy; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Neumann, C. (2017). Time and cross-sectional differences in the tail behavior of Euro interest rate future returns. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26209

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):

Neumann, Christian. “Time and cross-sectional differences in the tail behavior of Euro interest rate future returns.” 2017. Thesis, Universidade Nova. Accessed February 27, 2021. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26209.

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

MLA Handbook (7th Edition):

Neumann, Christian. “Time and cross-sectional differences in the tail behavior of Euro interest rate future returns.” 2017. Web. 27 Feb 2021.

Vancouver:

Neumann C. Time and cross-sectional differences in the tail behavior of Euro interest rate future returns. [Internet] [Thesis]. Universidade Nova; 2017. [cited 2021 Feb 27]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26209.

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

Council of Science Editors:

Neumann C. Time and cross-sectional differences in the tail behavior of Euro interest rate future returns. [Thesis]. Universidade Nova; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/26209

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

20. WANG WEI. Moment identities and a right tail index in insurance.

Degree: 2003, National University of Singapore

Subjects/Keywords: moments; central moments; tial ordering; stop-loss premium; tail index

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APA (6th Edition):

WEI, W. (2003). Moment identities and a right tail index in insurance. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/17527

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):

WEI, WANG. “Moment identities and a right tail index in insurance.” 2003. Thesis, National University of Singapore. Accessed February 27, 2021. http://scholarbank.nus.edu.sg/handle/10635/17527.

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

MLA Handbook (7th Edition):

WEI, WANG. “Moment identities and a right tail index in insurance.” 2003. Web. 27 Feb 2021.

Vancouver:

WEI W. Moment identities and a right tail index in insurance. [Internet] [Thesis]. National University of Singapore; 2003. [cited 2021 Feb 27]. Available from: http://scholarbank.nus.edu.sg/handle/10635/17527.

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

Council of Science Editors:

WEI W. Moment identities and a right tail index in insurance. [Thesis]. National University of Singapore; 2003. Available from: http://scholarbank.nus.edu.sg/handle/10635/17527

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

21. Chautru, Emilie. Statistiques multivariées pour l'analyse du risque alimentaire : Multivariate statistics for dietary risk analysis.

Degree: Docteur es, Signal et images, 2013, Paris, ENST

Véritable carrefour de problématiques économiques, biologiques, sociologiques, culturelles et sanitaires, l’alimentation suscite de nombreuses polémiques. Dans un contexte où les échanges mondiaux facilitent le transport… (more)

Subjects/Keywords: Apports nutritionnels de long terme; Mesure spectrale; Théorie des sondages; Processus empiriques; Estimation de l'indice de valeurs extrêmes; Ensembles de volume minimum; U-statistiques; Risque-bénéfice; Usual intakes; Spectral measure; Survey sampling; Empirical processes; Tail index estimation; Minimum volume sets; U-statistics; Risk-benefit

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

APA (6th Edition):

Chautru, E. (2013). Statistiques multivariées pour l'analyse du risque alimentaire : Multivariate statistics for dietary risk analysis. (Doctoral Dissertation). Paris, ENST. Retrieved from http://www.theses.fr/2013ENST0045

Chicago Manual of Style (16th Edition):

Chautru, Emilie. “Statistiques multivariées pour l'analyse du risque alimentaire : Multivariate statistics for dietary risk analysis.” 2013. Doctoral Dissertation, Paris, ENST. Accessed February 27, 2021. http://www.theses.fr/2013ENST0045.

MLA Handbook (7th Edition):

Chautru, Emilie. “Statistiques multivariées pour l'analyse du risque alimentaire : Multivariate statistics for dietary risk analysis.” 2013. Web. 27 Feb 2021.

Vancouver:

Chautru E. Statistiques multivariées pour l'analyse du risque alimentaire : Multivariate statistics for dietary risk analysis. [Internet] [Doctoral dissertation]. Paris, ENST; 2013. [cited 2021 Feb 27]. Available from: http://www.theses.fr/2013ENST0045.

Council of Science Editors:

Chautru E. Statistiques multivariées pour l'analyse du risque alimentaire : Multivariate statistics for dietary risk analysis. [Doctoral Dissertation]. Paris, ENST; 2013. Available from: http://www.theses.fr/2013ENST0045


York University

22. Kye, Yisub. Economic Capital Analysis with Portfolios of Dependent and Heavy-Tailed Risks.

Degree: PhD, Mathematics & Statistics, 2020, York University

 In the nowadays reality of prudent risk management, the problem of determining aggregate risk capital in financial entities has been intensively studied for quite long.… (more)

Subjects/Keywords: Economics; Systemic risk; size-biased distribution; phase-type distribution; conditional tail expectation; economic capital allocation; Risk capital allocation; Proportional allocation; Weighted allocation; Dirichlet distribution; Mixedgamma distribution; Gini index; Size-bias; Fox-H distribution

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APA (6th Edition):

Kye, Y. (2020). Economic Capital Analysis with Portfolios of Dependent and Heavy-Tailed Risks. (Doctoral Dissertation). York University. Retrieved from https://yorkspace.library.yorku.ca/xmlui/handle/10315/37439

Chicago Manual of Style (16th Edition):

Kye, Yisub. “Economic Capital Analysis with Portfolios of Dependent and Heavy-Tailed Risks.” 2020. Doctoral Dissertation, York University. Accessed February 27, 2021. https://yorkspace.library.yorku.ca/xmlui/handle/10315/37439.

MLA Handbook (7th Edition):

Kye, Yisub. “Economic Capital Analysis with Portfolios of Dependent and Heavy-Tailed Risks.” 2020. Web. 27 Feb 2021.

Vancouver:

Kye Y. Economic Capital Analysis with Portfolios of Dependent and Heavy-Tailed Risks. [Internet] [Doctoral dissertation]. York University; 2020. [cited 2021 Feb 27]. Available from: https://yorkspace.library.yorku.ca/xmlui/handle/10315/37439.

Council of Science Editors:

Kye Y. Economic Capital Analysis with Portfolios of Dependent and Heavy-Tailed Risks. [Doctoral Dissertation]. York University; 2020. Available from: https://yorkspace.library.yorku.ca/xmlui/handle/10315/37439


Pontifical Catholic University of Rio de Janeiro

23. CHRISTIAM MIGUEL GONZALES CHAVEZ. [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION.

Degree: 2002, Pontifical Catholic University of Rio de Janeiro

[pt] Valor em Risco -VaR- já é parte das ferramentas habituais que um analista financeiro utiliza para estimar o risco de mercado. Na implementação do… (more)

Subjects/Keywords: [pt] VALOR EM RISCO; [en] VALUE AT RISK; [pt] INDICE DE CAUDA; [en] TAIL INDEX; [pt] ESTIMADOR DE HILL; [en] HILL ESTIMATOR; [pt] DISTRIBUICOES GEV; [en] DISTRIBUTIONS GEV

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APA (6th Edition):

CHAVEZ, C. M. G. (2002). [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908

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):

CHAVEZ, CHRISTIAM MIGUEL GONZALES. “[en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION.” 2002. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 27, 2021. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908.

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

MLA Handbook (7th Edition):

CHAVEZ, CHRISTIAM MIGUEL GONZALES. “[en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION.” 2002. Web. 27 Feb 2021.

Vancouver:

CHAVEZ CMG. [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. [cited 2021 Feb 27]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908.

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

Council of Science Editors:

CHAVEZ CMG. [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908

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

24. Bassene, Aladji. Contribution à la modélisation spatiale des événements extrêmes : Contributions to modeling spatial extremal events and applications.

Degree: Docteur es, Mathématiques appliquées et applications des mathématiques, 2016, Lille 3; Université de Saint-Louis (Sénégal)

 Dans cette de thèse, nous nous intéressons à la modélisation non paramétrique de données extrêmes spatiales. Nos résultats sont basés sur un cadre principal de… (more)

Subjects/Keywords: Statistique spatiale; Données extrêmes; Données M-dépendantes; Processus linéaire causal; Processus a−mélangeant; Estimation non-paramétrique; Estimateur à noyau; Estimation de l'indice de queue; Estimation de quantiles extrêmes; Estimateur de Hill; Consistance; Normalité asymptotique; Spatial statistics; Extreme values; Spatial M−dependent processes; Spatial linear causal processes; A−mixing processes; Nonparametric estimation; Kernel estimator; Heavy tail index estimate; Extreme quantiles estimate; Hill’s estimator; Consistency; Asymptotic normality.

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APA (6th Edition):

Bassene, A. (2016). Contribution à la modélisation spatiale des événements extrêmes : Contributions to modeling spatial extremal events and applications. (Doctoral Dissertation). Lille 3; Université de Saint-Louis (Sénégal). Retrieved from http://www.theses.fr/2016LIL30039

Chicago Manual of Style (16th Edition):

Bassene, Aladji. “Contribution à la modélisation spatiale des événements extrêmes : Contributions to modeling spatial extremal events and applications.” 2016. Doctoral Dissertation, Lille 3; Université de Saint-Louis (Sénégal). Accessed February 27, 2021. http://www.theses.fr/2016LIL30039.

MLA Handbook (7th Edition):

Bassene, Aladji. “Contribution à la modélisation spatiale des événements extrêmes : Contributions to modeling spatial extremal events and applications.” 2016. Web. 27 Feb 2021.

Vancouver:

Bassene A. Contribution à la modélisation spatiale des événements extrêmes : Contributions to modeling spatial extremal events and applications. [Internet] [Doctoral dissertation]. Lille 3; Université de Saint-Louis (Sénégal); 2016. [cited 2021 Feb 27]. Available from: http://www.theses.fr/2016LIL30039.

Council of Science Editors:

Bassene A. Contribution à la modélisation spatiale des événements extrêmes : Contributions to modeling spatial extremal events and applications. [Doctoral Dissertation]. Lille 3; Université de Saint-Louis (Sénégal); 2016. Available from: http://www.theses.fr/2016LIL30039


University of Victoria

25. Chutter, Ashley. Elemental abundance investigation of two candidate extragalactic globular clusters (NGC 5024, NGC 5466).

Degree: Dept. of Physics and Astronomy, 2009, University of Victoria

 High resolution spectra have been analyzed for two and three stars respectively in the candidate extragalactic globular clusters, NGC 5024 and NGC 5466, with the… (more)

Subjects/Keywords: globular cluster; elemental abundances; hierarchical clustering; accretion; dwarf galaxy; Milky Way; galaxy; star; stellar atmosphere; spectra; metallicity; extragalactic; NGC 5466; NGC 5024; Sagittarius; tidal tail; UVic Subject Index::Sciences and Engineering::Physics::Astronomy

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

APA (6th Edition):

Chutter, A. (2009). Elemental abundance investigation of two candidate extragalactic globular clusters (NGC 5024, NGC 5466). (Masters Thesis). University of Victoria. Retrieved from http://hdl.handle.net/1828/1355

Chicago Manual of Style (16th Edition):

Chutter, Ashley. “Elemental abundance investigation of two candidate extragalactic globular clusters (NGC 5024, NGC 5466).” 2009. Masters Thesis, University of Victoria. Accessed February 27, 2021. http://hdl.handle.net/1828/1355.

MLA Handbook (7th Edition):

Chutter, Ashley. “Elemental abundance investigation of two candidate extragalactic globular clusters (NGC 5024, NGC 5466).” 2009. Web. 27 Feb 2021.

Vancouver:

Chutter A. Elemental abundance investigation of two candidate extragalactic globular clusters (NGC 5024, NGC 5466). [Internet] [Masters thesis]. University of Victoria; 2009. [cited 2021 Feb 27]. Available from: http://hdl.handle.net/1828/1355.

Council of Science Editors:

Chutter A. Elemental abundance investigation of two candidate extragalactic globular clusters (NGC 5024, NGC 5466). [Masters Thesis]. University of Victoria; 2009. Available from: http://hdl.handle.net/1828/1355

.