Journal articles on the topic 'Extremal dependence modeling'
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Barro, Diakarya. "Extremal Dependence Modeling with Spatial and Survival Distributions." Journal of Mathematics Research 9, no. 1 (January 23, 2017): 127. http://dx.doi.org/10.5539/jmr.v9n1p127.
Full textHuser, Raphaël, and Jennifer L. Wadsworth. "Modeling Spatial Processes with Unknown Extremal Dependence Class." Journal of the American Statistical Association 114, no. 525 (June 28, 2018): 434–44. http://dx.doi.org/10.1080/01621459.2017.1411813.
Full textMallam, Hassane Abba, Natatou Dodo Moutari, Barro Diakarya, and Saley Bisso. "Extremal Copulas and Tail Dependence in Modeling Stochastic Financial Risk." European Journal of Pure and Applied Mathematics 14, no. 3 (August 5, 2021): 1057–81. http://dx.doi.org/10.29020/nybg.ejpam.v14i3.3951.
Full textApputhurai, P., and A. G. Stephenson. "Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques." Journal of Statistical Planning and Inference 141, no. 5 (May 2011): 1800–1807. http://dx.doi.org/10.1016/j.jspi.2010.11.038.
Full textRessel, Paul. "Stable tail dependence functions – some basic properties." Dependence Modeling 10, no. 1 (January 1, 2022): 225–35. http://dx.doi.org/10.1515/demo-2022-0114.
Full textChen, Zaoli, and Gennady Samorodnitsky. "Extremal clustering under moderate long range dependence and moderately heavy tails." Stochastic Processes and their Applications 145 (March 2022): 86–116. http://dx.doi.org/10.1016/j.spa.2021.12.001.
Full textOlinda, R. A., J. Blanchet, C. A. C. dos Santos, V. A. Ozaki, and P. J. Ribeiro Jr. "Spatial extremes modeling applied to extreme precipitation data in the state of Paraná." Hydrology and Earth System Sciences Discussions 11, no. 11 (November 17, 2014): 12731–64. http://dx.doi.org/10.5194/hessd-11-12731-2014.
Full textLi, Jiayi, Zhiyan Cai, Yixuan Liu, and Chengxiu Ling. "Extremal Analysis of Flooding Risk and Its Catastrophe Bond Pricing." Mathematics 11, no. 1 (December 27, 2022): 114. http://dx.doi.org/10.3390/math11010114.
Full textSaunina, A. Yu, V. R. Nikitenko, A. A. Chistyakov, M. A. Zvaizgne, A. R. Tameev, and A. E. Aleksandrov. "Analytic Modeling of the of J–V Characteristics of Quantum Dot-Based Photovoltaic Cells." International Journal of Nanoscience 18, no. 03n04 (April 2, 2019): 1940083. http://dx.doi.org/10.1142/s0219581x19400830.
Full textFerreira, Helena, and Marta Ferreira. "The stopped clock model." Dependence Modeling 10, no. 1 (January 1, 2022): 48–57. http://dx.doi.org/10.1515/demo-2022-0101.
Full textMoretti, Alba Regina, and Beatriz Vaz de Melo Mendes. "Medindo a Influência do Mercado dos EUA sobre as Interdependências Observadas na América Latina." Brazilian Review of Finance 3, no. 1 (January 1, 2005): 123. http://dx.doi.org/10.12660/rbfin.v3n1.2005.1147.
Full textSaminger-Platz, Susanne, Anna Kolesárová, Adam Šeliga, Radko Mesiar, and Erich Peter Klement. "New results on perturbation-based copulas." Dependence Modeling 9, no. 1 (January 1, 2021): 347–73. http://dx.doi.org/10.1515/demo-2021-0116.
Full textHassane, Abba Mallam, Barro Diakarya, Yaméogo WendKouni, and Saley Bisso. "Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas." International Journal of Mathematics and Mathematical Sciences 2021 (September 2, 2021): 1–9. http://dx.doi.org/10.1155/2021/7648093.
Full textSHARMA, KULDEEP, RAGHAVENDRA ASHRIT, R. BHATLA, R. RAKHI, G. R. IYENGAR, and E. N. RAJAGOPAL. "Verification of heavy rainfall in NWP models : A case study." MAUSAM 68, no. 4 (December 2, 2021): 699–712. http://dx.doi.org/10.54302/mausam.v68i4.772.
Full textWadsworth, J. L., J. A. Tawn, A. C. Davison, and D. M. Elton. "Modelling across extremal dependence classes." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 79, no. 1 (February 17, 2016): 149–75. http://dx.doi.org/10.1111/rssb.12157.
Full textLeonelli, Manuele, and Dani Gamerman. "Semiparametric bivariate modelling with flexible extremal dependence." Statistics and Computing 30, no. 2 (May 28, 2019): 221–36. http://dx.doi.org/10.1007/s11222-019-09878-w.
Full textNemukula, Murendeni Maurel, Caston Sigauke, Hector Chikoore, and Alphonce Bere. "Modelling Drought Risk Using Bivariate Spatial Extremes: Application to the Limpopo Lowveld Region of South Africa." Climate 11, no. 2 (February 13, 2023): 46. http://dx.doi.org/10.3390/cli11020046.
Full textZhang, Mingzhi, Hongyu Liu, Jianxu Liu, Chao Chen, Zhaocheng Li, Bowen Wang, and Songsak Sriboonchitta. "Modelling Dependency Structures of Carbon Trading Markets between China and European Union: From Carbon Pilot to COVID-19 Pandemic." Axioms 11, no. 12 (December 5, 2022): 695. http://dx.doi.org/10.3390/axioms11120695.
Full textDissanayake, Pushpa, Teresa Flock, Johanna Meier, and Philipp Sibbertsen. "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights." Mathematics 9, no. 21 (November 5, 2021): 2817. http://dx.doi.org/10.3390/math9212817.
Full textWadsworth, J. L., and J. A. Tawn. "Dependence modelling for spatial extremes." Biometrika 99, no. 2 (March 13, 2012): 253–72. http://dx.doi.org/10.1093/biomet/asr080.
Full textHernandez-Campos, Felix, Kevin Jeffay, Cheolwoo Park, J. S. Marron, and Sidney I. Resnick. "EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS." Stochastic Models 21, no. 1 (February 9, 2005): 1–35. http://dx.doi.org/10.1081/stm-200046446.
Full textBel, L., J. N. Bacro, and Ch Lantuéjoul. "Assessing extremal dependence of environmental spatial fields." Environmetrics 19, no. 2 (2008): 163–82. http://dx.doi.org/10.1002/env.863.
Full textResnick, Sidney. "The Extremal Dependence Measure and Asymptotic Independence." Stochastic Models 20, no. 2 (December 31, 2004): 205–27. http://dx.doi.org/10.1081/stm-120034129.
Full textKley, Oliver, Claudia Klüppelberg, and Sandra Paterlini. "Modelling extremal dependence for operational risk by a bipartite graph." Journal of Banking & Finance 117 (August 2020): 105855. http://dx.doi.org/10.1016/j.jbankfin.2020.105855.
Full textDavis, Richard A., Thomas Mikosch, and Yuwei Zhao. "Measures of serial extremal dependence and their estimation." Stochastic Processes and their Applications 123, no. 7 (July 2013): 2575–602. http://dx.doi.org/10.1016/j.spa.2013.03.014.
Full textWinter, Hugo C., and Jonathan A. Tawn. "Modelling heatwaves in central France: a case-study in extremal dependence." Journal of the Royal Statistical Society: Series C (Applied Statistics) 65, no. 3 (September 22, 2015): 345–65. http://dx.doi.org/10.1111/rssc.12121.
Full textLe, Phuong Dong, Michael Leonard, and Seth Westra. "Modeling Spatial Dependence of Rainfall Extremes Across Multiple Durations." Water Resources Research 54, no. 3 (March 2018): 2233–48. http://dx.doi.org/10.1002/2017wr022231.
Full textHsieh, Wen-Pin, Yi-Chi Tsao, and Chun-Hung Lin. "Thermal Conductivity of Helium and Argon at High Pressure and High Temperature." Materials 15, no. 19 (September 26, 2022): 6681. http://dx.doi.org/10.3390/ma15196681.
Full textKrasilnikov, A. I. "Analysis of the Excess Kurtosis of Two-Component Mixtures of Shifted Non-Gaussian Distributions." Èlektronnoe modelirovanie 46, no. 2 (April 10, 2024): 15–34. http://dx.doi.org/10.15407/emodel.46.02.015.
Full textTontchev, Nikolay, Normunds Teirumnieks, and Emil Yankov. "MODELING THE HARDENING OF CARBON STEELS AFTER QUENCHING AND TEMPERING." ENVIRONMENT. TECHNOLOGIES. RESOURCES. Proceedings of the International Scientific and Practical Conference 3 (June 22, 2024): 456–59. http://dx.doi.org/10.17770/etr2024vol3.8184.
Full textSisson, Scott, and Stuart Coles. "Modelling Dependence Uncertainty in the Extremes of Markov Chains." Extremes 6, no. 4 (December 2003): 283–300. http://dx.doi.org/10.1007/s10687-004-4721-3.
Full textBrunner, Manuela I., and Eric Gilleland. "Stochastic simulation of streamflow and spatial extremes: a continuous, wavelet-based approach." Hydrology and Earth System Sciences 24, no. 8 (August 12, 2020): 3967–82. http://dx.doi.org/10.5194/hess-24-3967-2020.
Full textSigauke, Caston, Thakhani Ravele, and Lordwell Jhamba. "Extremal Dependence Modelling of Global Horizontal Irradiance with Temperature and Humidity: An Application Using South African Data." Energies 15, no. 16 (August 17, 2022): 5965. http://dx.doi.org/10.3390/en15165965.
Full textBudiarti, Retno, Kumala Intansari, I. Gusti Putu Purnaba, and Fendy Septyanto. "Modelling Dependencies of Stock Indices During Covid-19 Pandemic by Extreme-Value Copula." JTAM (Jurnal Teori dan Aplikasi Matematika) 7, no. 3 (July 17, 2023): 805. http://dx.doi.org/10.31764/jtam.v7i3.15109.
Full textBELOSHITSKY, P. V. "STRUCTURAL AND FUNCTIONAL INTERDEPENDENCES OF BIOLOGICAL ORGANISMS IN EXTREME CONDITIONS." Biotechnologia Acta 15, no. 6 (December 30, 2022): 36–54. http://dx.doi.org/10.15407/biotech15.06.036.
Full textSkahill, Brian, Cole Haden Smith, and Brook T. Russell. "Marginal Distribution Fitting Method for Modelling Flood Extremes on a River Network." GeoHazards 4, no. 4 (December 16, 2023): 526–53. http://dx.doi.org/10.3390/geohazards4040030.
Full textHundhausen, Marie, Hendrik Feldmann, Natalie Laube, and Joaquim G. Pinto. "Future heat extremes and impacts in a convection-permitting climate ensemble over Germany." Natural Hazards and Earth System Sciences 23, no. 8 (August 30, 2023): 2873–93. http://dx.doi.org/10.5194/nhess-23-2873-2023.
Full textOssandón, Álvaro, Manuela I. Brunner, Balaji Rajagopalan, and William Kleiber. "A space–time Bayesian hierarchical modeling framework for projection of seasonal maximum streamflow." Hydrology and Earth System Sciences 26, no. 1 (January 12, 2022): 149–66. http://dx.doi.org/10.5194/hess-26-149-2022.
Full textNajjari, Vadoud, Tomáš Bacigál, and Hasan Bal. "An Archimedean Copula Family with Hyperbolic Cotangent Generator." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 22, no. 05 (October 2014): 761–68. http://dx.doi.org/10.1142/s0218488514500391.
Full textMedford, Anthony. "Modeling Best Practice Life Expectancy Using Gumbel Autoregressive Models." Risks 9, no. 3 (March 10, 2021): 51. http://dx.doi.org/10.3390/risks9030051.
Full textTölle, Merja H., Lukas Schefczyk, and Oliver Gutjahr. "Scale dependency of regional climate modeling of current and future climate extremes in Germany." Theoretical and Applied Climatology 134, no. 3-4 (November 4, 2017): 829–48. http://dx.doi.org/10.1007/s00704-017-2303-6.
Full textKrasilnikov, A. I. "Analysis of Cumulant Coefficients of Two-Component Mixtures of Shifted Non-Gaussian Distributions." Èlektronnoe modelirovanie 43, no. 5 (October 4, 2021): 73–92. http://dx.doi.org/10.15407/emodel.43.05.073.
Full textSverdlov, Viktor A., Thomas Windbacher, Franz Schanovsky, and Siegfried Selberherr. "Mobility Modeling in Advanced MOSFETs with Ultra-Thin Silicon Body under Stress." Journal of Integrated Circuits and Systems 4, no. 2 (November 21, 2009): 55–60. http://dx.doi.org/10.29292/jics.v4i2.298.
Full textYang, Qing, L. Ruby Leung, Sara A. Rauscher, Todd D. Ringler, and Mark A. Taylor. "Atmospheric Moisture Budget and Spatial Resolution Dependence of Precipitation Extremes in Aquaplanet Simulations." Journal of Climate 27, no. 10 (May 9, 2014): 3565–81. http://dx.doi.org/10.1175/jcli-d-13-00468.1.
Full textRust, H. W. "The effect of long-range dependence on modelling extremes with the generalised extreme value distribution." European Physical Journal Special Topics 174, no. 1 (July 2009): 91–97. http://dx.doi.org/10.1140/epjst/e2009-01092-8.
Full textLamarche, Leslie J., and Roman A. Makarevich. "A modeling study of asymmetries in plasma irregularity characteristics near gradient reversals." Annales Geophysicae 34, no. 9 (August 31, 2016): 709–23. http://dx.doi.org/10.5194/angeo-34-709-2016.
Full textTWUMASIANKRAH, SAMPSON, WILHEMINA ADOMA PELS, and SARALEES NADARAJAH. "Modeling rainfall extremes along the coastal and Northern parts of Ghana." MAUSAM 75, no. 2 (March 24, 2024): 433–42. http://dx.doi.org/10.54302/mausam.v75i2.5875.
Full textMaîtrejean, Guillaume, Patrick Terriault, and Vladimir Brailovski. "Density Dependence of the Macroscale Superelastic Behavior of Porous Shape Memory Alloys: A Two-Dimensional Approach." Smart Materials Research 2013 (September 19, 2013): 1–13. http://dx.doi.org/10.1155/2013/749296.
Full textYue, Miaocong, Huayong Liu, Xinghua Chang, Laiping Zhang, and Tianyu Li. "TGN: A Temporal Graph Network for Physics Prediction." Applied Sciences 14, no. 2 (January 19, 2024): 863. http://dx.doi.org/10.3390/app14020863.
Full textDurieu, Olivier, and Yizao Wang. "Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise." Stochastic Processes and their Applications 143 (January 2022): 55–88. http://dx.doi.org/10.1016/j.spa.2021.10.007.
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