2 papers
stat.ME2025
Multi-Quantile Estimators for the parameters of Generalized Extreme Value distribution
Sen Lin, Ao Kong, Robert Azencott
We introduce and study Multi-Quantile estimators for the parameters of Generalized Extreme Value (GEV) distributions to provide a robust approach to extreme value m…
stat.AP2024
Can Generalized Extreme Value Model Fit the Real Stocks
Sen Lin, Ao Kong, Robert Azencott
The Generalized Extreme Value (GEV) distribution plays a critical role in risk assessment across various domains, such as hydrology, climate science, and finance. In this study, we…