In econometrics, extreme bounds analysis is a type of sensitivity analysis which attempts to determine the most extreme possible estimates for a fixed subset of allowed coefficients and a variable set of linear homogeneous restrictions. It was originally developed by Edward E. Leamer in 1983, and subsequently refined by Clive Granger and Harald Uhlig in 1990. It is a more precise method of measuring than traditional econometrics because it incorporates prior information, and uses a systematic methodology to examine the fragility of coefficients. It allows researchers to obtain upper and lower limits for the parameter of interest for any possible set of explanatory variables. (Wikipedia).
Apply the EVT to the square function
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
Determine the extrema of a function on a closed interval
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
What is the max and min of a horizontal line on a closed interval
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
Determine the extrema using EVT of a rational function
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
Determine the extrema using the end points of a closed interval
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
Using critical values and endpoints to determine the extrema of a polynomial
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
How to determine the absolute max min of a function on an open interval
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
How to determine the global max and min from a piecewise function
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions
Continued fractions, the Chen-Stein method and extreme value theory by Parthanil Roy
PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava DATE & TIME: 05 August 2019 to 17 August 2019 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in resear
From playlist Advances in Applied Probability 2019
Dependence Uncertainty and Risk - Prof. Paul Embrechts
Abstract I will frame this talk in the context of what I refer to as the First and Second Fundamental Theorem of Quantitative Risk Management (1&2-FTQRM). An alternative subtitle for 1-FTQRM would be "Mathematical Utopia", for 2-FTQRM it would be "Wall Street Reality". I will mainly conce
From playlist Uncertainty and Risk
Eva Gallardo Gutiรฉrrez: The invariant subspace problem: a concrete operator theory approach
Abstract: The Invariant Subspace Problem for (separable) Hilbert spaces is a long-standing open question that traces back to Jonhn Von Neumann's works in the fifties asking, in particular, if every bounded linear operator acting on an infinite dimensional separable Hilbert space has a non-
From playlist Analysis and its Applications
ML Basics and Kernel Methods (Tutorial) by Mikhail Belkin
Statistical Physics Methods in Machine Learning DATE:26 December 2017 to 30 December 2017 VENUE:Ramanujan Lecture Hall, ICTS, Bengaluru The theme of this Discussion Meeting is the analysis of distributed/networked algorithms in machine learning and theoretical computer science in the "th
From playlist Statistical Physics Methods in Machine Learning
Welcome to Quantitative Risk Management (QRM). In this lesson, we introduce Extreme Value Theory, an important branch of statistics dealing with extremes, i.e. maxima and minima. EVT will be an essential tool for us, as it allows us to robustly model large losses, avoiding all those sill
From playlist Quantitative Risk Management
Thomas Ransford: Constructive polynomial approximation in Banach spaces of holomorphic functions
Recording during the meeting "Interpolation in Spaces of Analytic Functions" the November 21, 2019 at the Centre International de Rencontres Mathรฉmatiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians on CIRM's Audio
From playlist Analysis and its Applications
Dmitryi Bilyk: Uniform distribution, lacunary Fourier series, and Riesz products
Uniform distribution theory, which originated from a famous paper of H. Weyl, from the very start has been closely connected to Fourier analysis. One of the most interesting examples of such relations is an intricate similarity between the behavior of discrepancy (a quantitative measure of
From playlist HIM Lectures: Trimester Program "Harmonic Analysis and Partial Differential Equations"
Can you prove it? The Extreme Value Theorem
Extreme Value Theorem Proof In this video, I prove one of the most fundamental results of calculus and analysis, namely that a continuous function on [a,b] must attain a maximum and a minimum. Do you know how to prove it? Watch this video and find out! Bolzano-Weierstrass Theorem: https:
From playlist Real Analysis
Real Analysis | The continuous image of a compact set.
We look at some topological implications of continuity. In particular, we prove that the continuous image of a compact set of real numbers is compact and use this to prove the extreme value theorem. Please Subscribe: https://www.youtube.com/michaelpennmath?sub_confirmation=1 Merch: https
From playlist Real Analysis
Apply the evt and find extrema on a closed interval
๐ Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points
From playlist Extreme Value Theorem of Functions