Access the full text.
Sign up today, get DeepDyve free for 14 days.
Loading next page...
/lp/springer-journals/forecasting-and-assessing-risk-of-individual-electricity-peaks-extreme-Co4kRZsgz6
References (43)
-
A. Dekkers, J. Einmahl, L. Haan (1989)
A moment estimator for the index of an extreme-value distribution -
L. Haan, A. Tank, C. Neves (2011)
On tail trend detection: modeling relative riskExtremes, 18
-
Davide Ferrari, S. Paterlini (2009)
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in FinanceMethodology and Computing in Applied Probability, 11
-
L. Haan, Ana Ferreira (2006)
Extreme value theory : an introduction -
E. Castillo, J. Galambos, J. Sarabia (1989)
The Selection of the Domain of Attraction of an Extreme Value Distribution from a Set of Data -
E. Smith (2002)
An Introduction to Statistical Modeling of Extreme ValuesTechnometrics, 44
-
M. Ekström (2001)
Consistency of Generalized Maximum Spacing EstimatesScandinavian Journal of Statistics, 28
-
N. Bingham, C. Goldie, J. Teugels (1987)
Regular Variation by N. H. Bingham -
J. Einmahl, L. Haan, Chen Zhou (2014)
Statistics of heteroscedastic extremesJournal of the Royal Statistical Society: Series B (Statistical Methodology), 78
-
Davide Ferrari, Yuhong Yang (2010)
Maximum Lq-likelihood estimation. -
J. Beirlant, Y. Goegebeur, J. Segers, J. Teugels (2004)
Statistics of Extremes: Theory and Applications -
A. Balkema, L. Haan (1974)
Residual Life Time at Great AgeAnnals of Probability, 2
-
M. Alves, M. Gomes (1996)
Statistical choice of extreme value domains of attraction — a comparative analysisCommunications in Statistics-theory and Methods, 25
-
S. Resnick (1971)
Products of distribution functions attracted to extreme value lawsJournal of Applied Probability, 8
-
H. Drees, Ana Ferreira, L. Haan (2004)
On maximum likelihood estimation of the extreme value indexAnnals of Applied Probability, 14
-
C. Jeffree, C. Neves (2018)
Tilting maximum Lq-Likelihood estimation for extreme values drawing on block maximaarXiv: Statistics Theory
-
S. Resnick (1971)
Tail equivalence and its applicationsJournal of Applied Probability, 8
-
Chao Huang, Jinguan Lin (2014)
Modified maximum spacings method for generalized extreme value distribution and applications in real data analysisMetrika, 77
-
Ana Ferreira, L. Haan (2013)
On the block maxima method in extreme value theory: PWM estimatorsAnnals of Statistics, 43
-
C. Neves, M. Alves (2007)
Semi-parametric approach to the Hasofer–Wang and Greenwood statistics in extremesTEST, 16
-
C. Neves, J. Picek, M. Alves (2006)
The contribution of the maximum to the sum of excesses for testing max-domains of attractionJournal of Statistical Planning and Inference, 136
-
J. Wang, P. Cooke, S. Li (1996)
DETERMINATION OF DOMAINS OF ATTRACTION BASED ON A SEQUENCE OF MAXIMAAustralian & New Zealand Journal of Statistics, 38
-
Chen Zhou (2010)
The extent of the maximum likelihood estimator for the extreme value indexJ. Multivar. Anal., 101
-
V. Gálfi, T. Bódai, V. Lucarini (2017)
Convergence of Extreme Value Statistics in a Two-Layer Quasi-Geostrophic Atmospheric ModelComplex., 2017
-
L. Peng, Y. Qi (2009)
Maximum likelihood estimation of extreme value index for irregular casesJournal of Statistical Planning and Inference, 139
-
B. Ranneby (2016)
The Maximum Spacing Method. An Estimation Method Related to the Maximum Likelihood MethodScandinavian Journal of Statistics, 11
-
J. Segers, J. Teugels (2000)
Testing the Gumbel hypothesis by Galton's ratioExtremes, 3
-
I. Alves, C. Neves (2013)
ESTIMATION OF THE FINITE RIGHT ENDPOINT IN THE GUMBEL DOMAINStatistica Sinica
-
A. Hasofer, Z. Wang (1992)
A Test for Extreme Value Domain of AttractionJournal of the American Statistical Association, 87
-
J. Castillo, I. Serra (2015)
Likelihood inference for generalized Pareto distributionComput. Stat. Data Anal., 83
-
R. Cheng, Nowshad Amin (1983)
Estimating Parameters in Continuous Univariate Distributions with a Shifted OriginJournal of the royal statistical society series b-methodological, 45
-
J. Pickands (1975)
Statistical Inference Using Extreme Order StatisticsAnnals of Statistics, 3
-
A. Stuart, E. Gumbel (1960)
Statistics of extremes -
J. Castillo, Jalila Daoudi (2009)
Estimation of the generalized Pareto distributionStatistics & Probability Letters, 79
-
F. Marohn (1998)
Testing the Gumbel Hypothesis Via the Pot-MethodExtremes, 1
-
E. Eastoe, J. Tawn (2009)
Modelling non‐stationary extremes with application to surface level ozoneJournal of the Royal Statistical Society: Series C (Applied Statistics), 58
-
C. Neves, A. Pereira (2010)
Detecting finiteness in the right endpoint of light-tailed distributionsStatistics & Probability Letters, 80
-
N. Balakrishnan, A. Hadi (2004)
Extreme Value and Related Models with Applications in Engineering and Science -
Isabel Alves, C. Neves, P. Rosário (2014)
A general estimator for the right endpoint with an application to supercentenarian women’s recordsExtremes, 20
-
L. Haan (1973)
On regular variation and its application to the weak convergence of sample extremes, 32
-
F. Marohn (1998)
An Adaptive Efficient Test for Gumbel Domain of AttractionScandinavian Journal of Statistics, 25
-
Richard Smith (1987)
Estimating tails of probability distributionsAnnals of Statistics, 15
-
M. Alves, M. Gomes, L. Haan, C. Neves (2009)
Mixed moment estimator and location invariant alternativesExtremes, 12
- Publisher
- Springer International Publishing
- Copyright
- © The Editor(s) (if applicable) and The Author(s) 2020. This book is an open access publication.
- ISBN
- 978-3-030-28668-2
- Pages
- 61 –84
- DOI
- 10.1007/978-3-030-28669-9_4
- Publisher site
- See Chapter on Publisher Site
Abstract
[When studying peaks in electricity demand, we may be interested in understanding the risk of a certain large level for demand being exceeded. For example, there is potential interest in finding the probability that the electricity demand of a business or household exceeds the contractual limit. An alternative, yet in principle equivalent way, involves assessment of maximal needs for electricity over a certain period of time, like a day, a week or a season within a year. This would stem from the potential interested in quantifying the largest electricity consumption for a substation, household or business.]
Published: Sep 26, 2019