maximize

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maximize

A feature of a graphics-based operating system that enlarges the window to the size of the screen. Contrast with minimize. See Win Maximize windows.

Maximize Buttons The maximize button in Windows is the middle button with the square. In the Mac, the green plus sign (+) is officially the "zoom button," and it expands the window to a pre-set size, not the entire screen. With apps such as iTunes, clicking zoom may switch to mini mode with only playback buttons.
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References in periodicals archive ?
The evaluation of the landing variables is determined by the extreme value of the cumulative probability [P.sub.0], namely,
A new method of extreme value theory (EVT), which is POT (Peaks Over Threshold) model, does not focus on the discussion of extreme values (maximum or minimum) but focuses on the excess.
There are two main kinds of models that researchers apply EVT to estimate the value at risk of a portfolio: the first is the block maxima model (BMM) approach based on the generalized extreme value distribution (GEV), while the second is the peak over threshold approach based on the generalized Pareto distribution (GPD).
When the shape parameter of the Generalized Extreme Value Distribution is greater than -0.2, the Conditional Density Network should be preferred over the Maximum likelihood method for quantile estimates.
"We`re finding it very difficult to find extreme value in the mainstream markets," Ross told CNBC on Friday, adding "we`ve moved into Greece, into Euro Bank, and now into Bank of Cyprus.
The GEV distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Frechet and Weibull families.
Extreme value statistics are useful to study the tails of series (the lowest or highest values) for data normally distributed.
The error of using m/n or some other improper estimate of the probability plotting positions is particularly persistent in the extreme value analysis methods [13].
Like casting flaws, the characteristic microstructure dimensions were estimated by the extreme value statistics (EVS).
In order to address the problems of heavy tails, VaR measures based on the Extreme Value Theory (EVT) have been developed which allows us to model the tails of distributions, and to estimate the probabilities of the extreme movements that can be expected in financial markets.

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