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Browsing by Author "Apudo, B. O."

Browsing by Author "Apudo, B. O."

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  • AN APPLICATION OF EXTREME VALUE THEORY IN MODELLING ELECTRICITY PRODUCTION IN KENYA 
    Machuke, G.W.; Apudo, B. O.; Mwita, P. N.; Mbugua, L. N.; Kiche, J. (Mathematical Theory and Modeling, 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 ...