Comments on “Plotting Positions in Extreme Value Analysis”
نویسندگان
چکیده
منابع مشابه
high volatility, thick tails and extreme value theory in value at risk estimation: the case of liability insurance in iran insurance company
در این بررسی ابتدا به بررسی ماهیت توزیع خسارات پرداخته میشود و از روش نظریه مقادیر نهایی برای بدست آوردن برآورد ارزش در معرض خطر برای خسارات روزانه بیمه مسئولیت شرکت بیمه ایران استفاده میشود. سپس کارایی نظریه مقدار نهایی در برآورد ارزش در معرض خطر با کارایی سایر روشهای واریانس ، کواریانس و روش شبیه سازی تاریخی مورد مقایسه قرار میگیرد. نتایج این بررسی نشان میدهند که توزیع ،garch شناخته شده مدل...
15 صفحه اولExtreme Value Analysis : an Introduction
We provide an overview of the probability and statistical tools underlying the extreme value theory, which aims to predict occurrence of rare events. Firstly, we explain that the asymptotic distribution of extreme values belongs, in some sense, to the family of the generalised extreme value distributions which depend on a real parameter, called the extreme value index. Secondly, we discuss stat...
متن کاملComments and Replies Comments on “ The Extreme Learning Machine ” Lipo
This comment letter points out that the essence of the “extreme learning machine (ELM)” recently appeared has been proposed earlier by Broomhead and Lowe and Pao et al., and discussed by other authors. Hence, it is not necessary to introduce a new name “ELM.”
متن کاملData Analysis in Extreme Value Theory
Extreme value theory has emerged as one of the most important statistical disciplines for the applied sciences. Extreme value techniques are also becoming widely used in many other disciplines. For example, for portfolio adjustment in the insurance industry; for risk assessment on financial markets; and for traffic prediction in telecommunications. Here we do some basic data analysis in extreme...
متن کاملComments on "The Extreme Learning Machine"
This comment letter points out that the essence of the "extreme learning machine (ELM)" recently appeared has been proposed earlier by Broomhead and Lowe and Pao , and discussed by other authors. Hence, it is not necessary to introduce a new name "ELM."
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ژورنال
عنوان ژورنال: Journal of Applied Meteorology and Climatology
سال: 2007
ISSN: 1558-8432,1558-8424
DOI: 10.1175/jam2471.1