Browsing by Author "Apudo, B. O."
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An Application Of Extreme Value Theory In Modelling Electricity Production In Kenya
Apudo, B. O.; Mwita, Peter N.; Mbugua, L. N.; Machuke, G.W.; Kiche, J. (IISTE, 2014)Extreme Value Theory provides a well-established statistical model for the computation of extreme risk measure which includes, Value at Risk and Expected Shortfall. In this paper we apply Univariate Extreme Value Theory ...