TAIL

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Using Extreme Value Theory Approaches to Estimate High Quantiles for Stroke Data
《Open Journal of Statistics》2024年第1期150-162,共13页Justin Ushize Rutikanga Aliou Diop Charline Uwilingiyimana 
This paper aims to explore the application of Extreme Value Theory (EVT) in estimating the conditional extreme quantile for time-to-event outcomes by examining the functional relationship between ambulatory blood pres...
关键词：Censored Data Conditional Extreme Quantile Kernel Estimator Weibull Tail Coefficient 
Extreme Values Approach in Food Risk Modeling
《Open Journal of Statistics》2022年第5期691-710,共20页Komla Elom Adedje Diakarya Barro 
In this paper we estimate the incubation period of a possible pathology following exposure to dioxins during a poor diet. The tools developed for this purpose include the probabilistic extremal model and the stochasti...
关键词：Extreme Values TAIL DIOXIN Dietary Risk Incubation Period 
A Modification of the Quasi Lindley Distribution
《Open Journal of Statistics》2021年第3期369-392,共24页Ramajeyam Tharshan Pushpakanthie Wijekoon 
In this paper, we introduce a modification of the Quasi Lindley distribution which has various advantageous properties for the lifetime data. Several fundamental structural properties of the distribution are explored....
关键词：Quasi Lindley Distribution Mixture Distributions Failure Rates Tail-Weights Parameter Estimation 
Measuring the Intraday Jump Tail Risk of Financial Asset Price with Noisy High Frequency Data
《Open Journal of Statistics》2017年第1期72-83,共12页Chao Yu Xujie Zhao Feng Zhang 
This paper proposes a simple two-step nonparametric procedure to estimate the intraday jump tail and measure the jump tail risk in asset price with noisy high frequency data. We first propose the pre-averaging thresho...
关键词：High Frequency Data Intraday JUMP Microstructure Noise JUMP TAIL Risk Pre-Averaging 
Modeling the Browsing Behavior of World Wide Web Users
《Open Journal of Statistics》2013年第2期145-154,共10页Frederick Kin Hing Phoa Juana Sanchez 
The World Wide Web is essential to general public nowadays. From a data analysis viewpoint, it provides rich opportunities to gather observational data on a large-scale. This paper focuses on modeling the behavior of ...
关键词：Power Law Long TAIL Negative BINOMIAL DISTRIBUTION Inverse Gaussian DISTRIBUTION PARETO DISTRIBUTION KOLMOGOROV-SMIRNOV Test 
Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand
《Open Journal of Statistics》2012年第4期435-442,共8页Caston Sigauke Andréhette Verster Delson Chikobvu 
Modelling of intraday increases in peak electricity demand using an autoregressive moving average-exponential generalized autoregressive conditional heteroskedastic-generalized single Pareto (ARMA-EGARCH-GSP) approach...
关键词：CONDITIONAL Extreme Value Theory Daily Electricity PEAK Demand VOLATILITY TAIL QUANTILES 
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