JOURNAL ARTICLE

Modeling Extreme Events: Time-Varying Extreme Tail Shape

Bernd SchwaabAndré LucasXin Zhang

Year: 2021 Journal:   SSRN Electronic Journal   Publisher: RELX Group (Netherlands)
Keywords:
Extreme value theory Physics Environmental science Mathematics Econometrics Statistics

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Topics

Scientific Computing and Data Management
Social Sciences →  Decision Sciences →  Information Systems and Management
Anomaly Detection Techniques and Applications
Physical Sciences →  Computer Science →  Artificial Intelligence

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