Literatura académica sobre el tema "Parametric Multivariate Extreme Value Models"
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Artículos de revistas sobre el tema "Parametric Multivariate Extreme Value Models"
Morganti, Paolo Riccardo. "Extreme Value Theory and Auction Models". Abril - Junio 2021 16, n.º 2 (22 de enero de 2021): 1–15. http://dx.doi.org/10.21919/remef.v16i2.596.
Texto completoAghaKouchak, Amir y Nasrin Nasrollahi. "Semi-parametric and Parametric Inference of Extreme Value Models for Rainfall Data". Water Resources Management 24, n.º 6 (7 de agosto de 2009): 1229–49. http://dx.doi.org/10.1007/s11269-009-9493-3.
Texto completoBožović, Miloš. "Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach". Entropy 22, n.º 12 (17 de diciembre de 2020): 1425. http://dx.doi.org/10.3390/e22121425.
Texto completoGuevara, C. Angelo y Moshe E. Ben-Akiva. "Sampling of alternatives in Multivariate Extreme Value (MEV) models". Transportation Research Part B: Methodological 48 (febrero de 2013): 31–52. http://dx.doi.org/10.1016/j.trb.2012.11.001.
Texto completoSalvadori, G. y C. De Michele. "Estimating strategies for multiparameter Multivariate Extreme Value copulas". Hydrology and Earth System Sciences 15, n.º 1 (17 de enero de 2011): 141–50. http://dx.doi.org/10.5194/hess-15-141-2011.
Texto completoSalvadori, G. y C. De Michele. "Estimating strategies for Multiparameter Multivariate Extreme value copulas". Hydrology and Earth System Sciences Discussions 7, n.º 5 (4 de octubre de 2010): 7563–90. http://dx.doi.org/10.5194/hessd-7-7563-2010.
Texto completoHan, Yu. "Semi-Parametric Statistical Model for Extreme Value Statistical Models and Application in Automatic Control". Applied Mechanics and Materials 680 (octubre de 2014): 455–58. http://dx.doi.org/10.4028/www.scientific.net/amm.680.455.
Texto completoCirillo, Pasquale y Jürg Hüsler. "GENERALIZED EXTREME SHOCK MODELS WITH A POSSIBLY INCREASING THRESHOLD". Probability in the Engineering and Informational Sciences 25, n.º 3 (17 de mayo de 2011): 419–34. http://dx.doi.org/10.1017/s0269964811000088.
Texto completoBounceur, Ahcene, Salvador Mir, Reinhardt Euler y Kamel Beznia. "Estimation of Analog/RF Parametric Test Metrics Based on a Multivariate Extreme Value Model". IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems 39, n.º 5 (mayo de 2020): 966–76. http://dx.doi.org/10.1109/tcad.2019.2907923.
Texto completoKyselý, Jan. "A Cautionary Note on the Use of Nonparametric Bootstrap for Estimating Uncertainties in Extreme-Value Models". Journal of Applied Meteorology and Climatology 47, n.º 12 (1 de diciembre de 2008): 3236–51. http://dx.doi.org/10.1175/2008jamc1763.1.
Texto completoTesis sobre el tema "Parametric Multivariate Extreme Value Models"
Wooten, Rebecca Dyanne. "Statistical environmental models : hurricanes, lightning, rainfall, floods, red tide and volcanoes". [Tampa, Fla] : University of South Florida, 2006. http://purl.fcla.edu/usf/dc/et/SFE0001824.
Texto completoHitz, Adrien. "Modelling of extremes". Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085.
Texto completoMazibas, Murat. "Dynamic portfolio construction and portfolio risk measurement". Thesis, University of Exeter, 2011. http://hdl.handle.net/10036/3297.
Texto completoHuang, Xinxin. "Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models". 2014. http://hdl.handle.net/1993/23875.
Texto completoOctober 2014
Libros sobre el tema "Parametric Multivariate Extreme Value Models"
1953-, Embrechts Paul, ed. High risk scenarios and extremes: A geometric approach. Amsterdam: European Mathematical Society, 2007.
Buscar texto completoBalkema, Guus. High Risk Scenarios and Extremes: A geometric approach. Zuerich, Switzerland: European Mathematical Society Publishing House, 2007.
Buscar texto completoYan, Jun y Dipak Dey. Extreme Value Modeling and Risk Analysis. Taylor & Francis Group, 2020.
Buscar texto completoDey, Dipak K. y Jun Yan. Extreme Value Modeling and Risk Analysis: Methods and Applications. Taylor & Francis Group, 2016.
Buscar texto completoDey, Dipak K. y Jun Yan. Extreme Value Modeling and Risk Analysis: Methods and Applications. Taylor & Francis Group, 2016.
Buscar texto completoCapítulos de libros sobre el tema "Parametric Multivariate Extreme Value Models"
Rachedi, Omar y Dean Fantazzini. "Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock Models". En Operational Risk toward Basel III, 197–218. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267066.ch10.
Texto completoWalkowiak, Tomasz, Kamil Szyc y Henryk Maciejewski. "On Validity of Extreme Value Theory-Based Parametric Models for Out-of-Distribution Detection". En Computational Science – ICCS 2021, 142–55. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-77967-2_13.
Texto completoCastillo, Enrique. "Multivariate and Regression Models Related to Extremes". En Extreme Value Theory in Engineering, 273–91. Elsevier, 1988. http://dx.doi.org/10.1016/b978-0-08-091725-2.50014-2.
Texto completo"MULTIVARIATE EXTREME VALUE LIMIT DISTRIBUTIONS UNDER MONOTONE NORMALIZATION". En Stability Problems for Stochastic Models, 179–96. De Gruyter, 1994. http://dx.doi.org/10.1515/9783112319062-017.
Texto completoGuzmán Martínez, María, Eduardo Pérez-Castro, Ramón Reyes-Carreto y Rocio Acosta-Pech. "Spatial Modeling in Epidemiology". En Biostatistics [Working Title]. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.104693.
Texto completoActas de conferencias sobre el tema "Parametric Multivariate Extreme Value Models"
Pineau, Hélène, Françoise Girard, Stéphane Raynaud, Marc Prevosto y Nicolas Raillard. "Multivariate Extreme Analysis Methodology in Function of Structural Response". En ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-77994.
Texto completoLi, Ping, Qi Zhu, Chunqi Zhou, Linbin Li y Hongtao Li. "Metocean Design Criteria Considerations in South China Sea by Adopting Multivariate Extreme Value Theory". En ASME 2017 36th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/omae2017-62541.
Texto completoMcDonald, Andrew, Pang-Ning Tan y Lifeng Luo. "COMET Flows: Towards Generative Modeling of Multivariate Extremes and Tail Dependence". En Thirty-First International Joint Conference on Artificial Intelligence {IJCAI-22}. California: International Joint Conferences on Artificial Intelligence Organization, 2022. http://dx.doi.org/10.24963/ijcai.2022/462.
Texto completoMercelis, Peter, Marc Dufour, Ariel Alvarez Gebelin, Vincent Gruwez, Sarah Doorme, Marc Sas y Gert Leyssen. "Generation of Multivariate Wave Conditions as Input for a Probabilistic Level III Breakwater Design". En ASME 2014 33rd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/omae2014-24143.
Texto completoGibson, Richard. "Metocean Design Criteria for Pipeline On-Bottom Stability". En ASME 2011 30th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2011. http://dx.doi.org/10.1115/omae2011-49770.
Texto completoDonndelinger, Joseph A., Jeffrey A. Robinson y Luke A. Wissmann. "Choice Model Specification in Market-Based Engineering Design". En ASME 2008 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/detc2008-50071.
Texto completoChidambram, Siva Kumaran, Jin An Tan, Mohd Amaluddin Yusoff y June Janesby Roy Jihok. "Predictive Analytics for Gas Turbine Driven Trains to Achieve Optimum Performance, Economics and Greenhouse Gas Emissions". En Offshore Technology Conference Asia. OTC, 2022. http://dx.doi.org/10.4043/31489-ms.
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