Modeling Extreme Events: Time-Varying Extreme Tail Shape

JOURNAL ARTICLE

Year: 2021 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)

DOI: 10.2139/ssrn.3797144

Keywords:

Extreme value theory Physics Environmental science Mathematics Econometrics Statistics

Metrics

Cited By

0.00

FWCI (Field Weighted Citation Impact)

Refs

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Scientific Computing and Data Management

Social Sciences → Decision Sciences → Information Systems and Management

Anomaly Detection Techniques and Applications

Physical Sciences → Computer Science → Artificial Intelligence