Search Results - "Extreme value theory"

Regime-Dependent Approximations for the Single-Item Dynamic Pricing Problem.

Authors: Abdallah, Tarek Reed, Josh

Source: Operations Research. May/Jun2026, Vol. 74 Issue 3, p1388-1407. 20p.

Return period analysis of weakly non-stationary processes with trends.

Authors: Calvani, Giulio Perona, Paolo

Source: Hydrology & Earth System Sciences. 2026, Vol. 30 Issue 9, p2637-2649. 13p.

Subject Terms: *Extreme value theory, *Time series analysis, *Distribution (Probability theory), *Stationary processes, *Statistics, *Continuous time models

Transformed-stationary EVA 2.0: a generalized framework for non-stationary multivariate extremes analysis.

Authors: Bahmanpour, Mohammad Hadi Tilloy, Alois Vousdoukas, Michalis et al.

Source: Hydrology & Earth System Sciences. 2026, Vol. 30 Issue 8, p2301-2314. 14p.

Subject Terms: *Extreme value theory, *Copula functions, *Hazards, *Time series analysis, *Statistical models

Reviews & Products: MatLab (Computer software)

Tail risk transmission between decomposed oil shocks and green finance markets: evidence from an EVT–TVP–VAR approach.

Authors: He, Pengchao Zhao, Nuan

Source: Applied Economics Letters. May2026, Vol. 33 Issue 9, p1340-1347. 8p.

How does the Brexit vote affect tail risk? An extreme value approach for the UK financial markets.

Authors: Gkillas, Konstantinos Vasiliadis, Lavrentios

Source: Review of Quantitative Finance & Accounting. Apr2026, Vol. 66 Issue 3, p1093-1127. 35p.

Synthesis of a Short‐Memory Generalized Extreme Value–Based Stochastic Differential Equation With Application to Rainfall Extremes.

Authors: Kyojo, Erick A. Sen, Smritijit

Source: Advances in Meteorology. 6/10/2026, Vol. 2026, p1-12. 12p.

A Baire Category Approach to Rounded Discrete Max Domains of Attraction.

Authors: Kebe, Malick Oaks, Ashley Sy, Demba

Source: Mathematics (2227-7390). Jun2026, Vol. 14 Issue 11, p1982. 11p.

From scarcity to insight: extreme events analysis with a partially linear single-index varying-coefficient model in high-dimensional settings.

Authors: An, Hongyu Tian, Boping Yang, Lijian

Source: Journal of Nonparametric Statistics. Jun2026, Vol. 38 Issue 2, p490-523. 34p.

Flood Characterisation in Lithuanian Lowland Rivers Using a Peaks-over-Threshold Approach.

Authors: Šarauskienė, Diana Kriaučiūnienė, Jūratė Jakimavičius, Darius et al.

Source: Water (20734441). May2026, Vol. 18 Issue 9, p1033. 16p.

WEIBULL TAIL ESTIMATION VIA PEAK-OVER-THRESHOLD UNDER DETERMINISTIC THRESHOLDS.

Authors: IDIOU, NESRINE KOUIDER, MOHAMMED RIDHA BENATIA, FATAH

Source: Gulf Journal of Mathematics. 2026, Vol. 23 Issue 1, p1-20. 20p.

Simulating spatial multi-hazards with generative deep learning.

Authors: Peard, Alison Mo, Yu Hall, Jim W.

Source: Natural Hazards & Earth System Sciences. 2026, Vol. 26 Issue 4, p1663-1683. 21p.

RAINFALL INTENSITY CHARACTERIZATION IN SEMIARID REGIONS: DERIVATION OF IDF CURVES USING MULTI-MODEL APPROACHES FOR HILLA CITY, IRAQ.

Authors: Muttaleb, Riyadh H. M. Al-Merib, Faiz H. Hussein, Ameer Hashim

Source: Kufa Journal of Engineering; Apr2026, Vol. 17 Issue 2, p362-374, 13p

A Reproducible QA/QC, Imputation and Robust-Series Workflow for Air-Quality Monitoring Time Series.

Authors: Fernández Palomares, Nuria Álvarez de Prado, Laura Menéndez García, Luis Alfonso et al.

Source: Applied Sciences (2076-3417); Apr2026, Vol. 16 Issue 7, p3396, 31p

Investigating Spatial Dependence in the Degree of Asymptotic Dependence between a Satellite Precipitation Product and Station Data in the Northern US Rocky Mountains.

Authors: RUSSELL, BROOK T. NIZEGHA, KELIE MARLINE MOMO MALSHIKA, DULSHAN et al.

Source: Journal of Data Science. Apr2026, Vol. 24 Issue 2, p394-410. 17p.

Comparative Analysis of Tail Risk in Emerging and Developed Equity Markets: An Extreme Value Theory Perspective.

Authors: Dlamini, Sthembiso Shongwe, Sandile Charles

Source: International Journal of Financial Studies. Jan2026, Vol. 14 Issue 1, p11. 34p.

Intraday Risk Management of Cryptocurrency Returns During 2020–2021 Upsurge: A Conditional EVT Approach.

Authors: Roy, Abhijit¹ (AUTHOR) abhijitroy81@gmail.com

Source: Business Perspectives & Research. Jan2026, Vol. 14 Issue 1, p9-25. 17p.

Integration of Physical Bound Constraints to Alleviate Shortcomings of Statistical Models for Extreme Temperatures.

Authors: Noyelle, Robin Robin, Yoann Naveau, Philippe et al.

Source: Journal of Climate. Mar2026, Vol. 39 Issue 6, p1457-1484. 28p.

Subjects: Extreme value theory, Mathematical bounds, Statistical models, Climate change, Heat waves (Meteorology)

Multiday Precipitation Extremes are Projected to Become Less Likely in Southern Pakistan.

Authors: Dollan, Ishrat J. Maggioni, Viviana Araujo, Diogo et al.

Source: Journal of Hydrometeorology. Feb2026, Vol. 27 Issue 2, p201-213. 13p.

Subjects: Extreme value theory, Climate change, Climate extremes, Monsoons, Climate change models, Flood risk, Extreme weather

Geographic Terms: Pakistan, Balochistan (Pakistan)

Tail dependence of bivariate skew normal triangular array with varying correlation coefficients.

Authors: Hu, Shuang Peng, Zuoxiang Xiong, Qian

Source: Statistical Theory & Related Fields. Mar2026, Vol. 10 Issue 1, p46-81. 36p.

Dynamic Structural Early Warning for Bridge Based on Deep Learning: Methodology and Engineering Application.

Authors: Guo, Fentao Xu, Yufeng Quan, Qingzhong et al.

Source: Buildings (2075-5309); Feb2026, Vol. 16 Issue 4, p823, 33p