About Extreme Value Theory in SAS

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Is there any experts know how to perform extreme value theory includng the parametric (Frechet; Weibull; Gumbel) and non-parametric (empirical estimation) for conditional and unconditional cases, as well as using it to calculate value-at-risk(VaR; sVaR) in SAS? It would be better to provide some example and SAS statements.

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关键词：extreme extrem Theory About value

非常好 谢谢

There are many procedures.

bobguy 发表于 2012-4-12 10:05
There are many procedures.

願聞其詳

lam_fukming 发表于 2012-4-12 19:09
願聞其詳

for example, the procedure nlmixed.

Is there any other simpler procedures?

proc univariate 可以列出outlier，同时你也可以指定outlier defection的方法