extreme value theory
Sign in to saveAlso known as extreme value analysis, EVA
branch of statistics focusing on large deviations
In the Vinony graph
Vinony's link graph records 253 inbound references to extreme value theory, and connects out to martingale, Markov chain and stochastic process.
Vinony files it under Actuarial science, Extreme value data and Financial risk modeling.
Vinony links it to 10 Wikipedia language editions.
Wikidata facts
- Instance of
- branch of mathematics
- Part of
- statistics
Show 1 more fact
- is the study of
- rare event
via Wikidata · CC0
Connections
martingale
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Markov chain
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stochastic process
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time series
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actuarial science
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queueing theory
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Poisson process
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càdlàg function
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Itō calculus
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optional stopping theorem
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filtration
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quadratic variation
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renewal theory
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large deviations theory
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economics
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statistics
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evolution
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flood
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tornado
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International Standard Book Number
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