Records in Athletics Through Extreme-Value Theory
نویسندگان
چکیده
منابع مشابه
Records in Athletics Through Extreme-Value Theory
We are interested in two questions on extremes relating to world records in athletics. The first question is: What is the ultimate world record in a specific athletic event (such as the 100-m race for men or the high jump for women), given today’s state of the art? Our second question is: How “good” is a current athletic world record? An answer to the second question also enables us to compare ...
متن کاملhigh 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 Theory
Extreme Value Theory is the branch of statistics that is used to model extreme events. The topic is of interest to meteorologists because much of the recent literature on climate change has focussed on the possibility that extreme events (very high or low temperatures, high precipitation events, droughts, hurricanes etc.) may be changing in parallel with global warming. As a specific example, t...
متن کاملExtreme Value Theory in Finance
Extreme value theory is a practical and useful tool for modeling and quantifying risk. In this article, after introducing basic concepts, we indicate how to apply it within a financial framework.
متن کاملFundamental of Extreme Value Theory
Extreme value theory deals with the stochastic behavior of the extreme values in a process. For a single process, the behavior of the maxima can be described by the three extreme value distributions–Gumbel, Fréchet and negative Weibull–as suggested by Fisher and Tippett (1928). Kotz and Nadarajah (2000) indicated that the extreme value distributions could be traced back to the work done by Bern...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2008
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214508000000698