✦ LIBER ✦

Robust detection using extreme-value theory

✍ Scribed by Milstein, L.; Schilling, D.; Wolf, J.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Additive Outlier Detection Via Extreme-V

✍ Peter Burridge; A. M. Robert Taylor 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 557 KB

Novelty detection using extreme value st

✍ Roberts, S.J. 📂 Article 📅 1999 🏛 The Institution of Electrical Engineers 🌐 English ⚖ 480 KB

The calculation of capital requirement u

✍ Ming-Shann Tsai; Lien-Chuan Chen 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 210 KB

Extreme value theory based on the r larg

✍ D.J. Dupuis 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 558 KB

Managing extreme risks in tranquil and v

✍ Hans N.E. Byström 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 230 KB

The application of extreme-value theory

✍ Arjun Godhwani; Neil M. Schmitt 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 208 KB