Research on Relative Threshold of Abnormal Travel in Subway Based on Bilateral Curve Fitting
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Gang Xue & Daqing Gong & Jianhai Zhang & Peng Zhang & Qimin Tai, 2020. "Passenger Travel Patterns and Behavior Analysis of Long-Term Staying in Subway System by Massive Smart Card Data," Energies, MDPI, vol. 13(10), pages 1-23, May.
- McNeil, Alexander J., 1997. "Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory," ASTIN Bulletin, Cambridge University Press, vol. 27(1), pages 117-137, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gijbels, Irène & Sznajder, Dominik, 2013. "Testing tail monotonicity by constrained copula estimation," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 338-351.
- S. A. Abu Bakar & Saralees Nadarajah & Z. A. Absl Kamarul Adzhar, 2018. "Loss modeling using Burr mixtures," Empirical Economics, Springer, vol. 54(4), pages 1503-1516, June.
- Dingshi Tian & Zongwu Cai & Ying Fang, 2018. "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201807, University of Kansas, Department of Economics, revised Oct 2018.
- Cristina Sommacampagna, 2002. "Stima del Value-at-Risk con il Filtro di Kalman," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 147-174, November-.
- Søren Asmussen & Jaakko Lehtomaa, 2017. "Distinguishing Log-Concavity from Heavy Tails," Risks, MDPI, vol. 5(1), pages 1-14, February.
- Martin Hrba & Matúš Maciak & Barbora Peštová & Michal Pešta, 2022. "Bootstrapping Not Independent and Not Identically Distributed Data," Mathematics, MDPI, vol. 10(24), pages 1-26, December.
- Jose Fernandes & Augusto Hasman & Juan Ignacio Pena, 2007.
"Risk premium: insights over the threshold,"
Applied Financial Economics, Taylor & Francis Journals, vol. 18(1), pages 41-59.
- Fernandes, José L. B., 2006. "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB wb062808, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Working Papers Series 126, Central Bank of Brazil, Research Department.
- Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October.
- Brazauskas, Vytaras & Kleefeld, Andreas, 2009. "Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 424-435, December.
- Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010. "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(185), pages 63-106, April - J.
- Eling, Martin, 2012. "Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 239-248.
- Ibrahim Onour, "undated".
"Extreme Risk and Fat-tails Distribution Model:Empirical Analysis,"
API-Working Paper Series
0911, Arab Planning Institute - Kuwait, Information Center.
- Onour, Ibrahim, 2009. "Extreme Risk and Fat-tails Distribution Model:Empirical Analysis," MPRA Paper 17736, University Library of Munich, Germany, revised 20 Sep 2009.
- Kittiya Chaithep & Songsak Sriboonchitta & Chukiat Chaiboonsri & Pathairat Pastpipatkul, 2012. "Value at Risk Analysis of Gold Price Returns Using Extreme Value Theory," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 151-168, December.
- Zhi-Fu Mi & Yi-Ming Wei & Bao-Jun Tang & Rong-Gang Cong & Hao Yu & Hong Cao & Dabo Guan, 2017.
"Risk assessment of oil price from static and dynamic modelling approaches,"
Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 929-939, February.
- Zhi-Fu Mi & Yi-Ming Wei & Bao-Jun Tang & Rong-Gang Cong & Hao Yu & Hong Cao & Dabo Guan, 2017. "Risk assessment of oil price from static and dynamic modelling approaches," CEEP-BIT Working Papers 102, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Madhusudan Karmakar, 2013. "Estimation of tail‐related risk measures in the Indian stock market: An extreme value approach," Review of Financial Economics, John Wiley & Sons, vol. 22(3), pages 79-85, September.
- Miljkovic, Tatjana & Grün, Bettina, 2016. "Modeling loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 387-396.
- Weshah Razzak, "undated".
"On the GCC Currency Union,"
API-Working Paper Series
0910, Arab Planning Institute - Kuwait, Information Center.
- Weshah Razzak, 2009. "On the GCC Currency Union," EERI Research Paper Series EERI_RP_2009_29, Economics and Econometrics Research Institute (EERI), Brussels.
- Athanasios Sachlas & Takis Papaioannou, 2014. "Residual and Past Entropy in Actuarial Science and Survival Models," Methodology and Computing in Applied Probability, Springer, vol. 16(1), pages 79-99, March.
- Dr. Ibrahim Onour, "undated".
"The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries,"
API-Working Paper Series
1009, Arab Planning Institute - Kuwait, Information Center.
- Onour, Ibrahim, 2010. "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," MPRA Paper 23332, University Library of Munich, Germany.
- Arthur Charpentier & Emmanuel Flachaire, 2021.
"Pareto Models for Risk Management,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 355-387,
Springer.
- Arthur Charpentier & Emmanuel Flachaire, 2019. "Pareto models for risk management," Working Papers hal-02423805, HAL.
- Arthur Charpentier & Emmanuel Flachaire, 2021. "Pareto Models for Risk Management," Post-Print hal-03186680, HAL.
- Arthur Charpentier & Emmanuel Flachaire, 2019. "Pareto models for risk management," Papers 1912.11736, arXiv.org.
More about this item
Keywords
abnormal passenger behavior; travel time; absolute threshold; relative threshold; bilateral fitting method;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:11:y:2023:i:8:p:1788-:d:1119152. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.