LIBROS DEL AUTOR: mbugua levi

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  • Modeling Energy Demand using Nonparametric and Extreme Value Theory
    Mbugua Levi
    Modeling demand and price data using nonparametric methods and extreme value theory provides an up-to-date picture on how extreme events can be modeled. In this book, kernel smoothing based conditional quantile approach, a nonparametric procedure is used to model volatile demand data. Nevertheless, quantile regression procedures work well in non extreme parts of a given data b...
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