Artículos de revistas sobre el tema "Parametric Multivariate Extreme Value Models"
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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 completoBeirlant, J., G. Matthys y G. Dierckx. "Heavy-Tailed Distributions and Rating". ASTIN Bulletin 31, n.º 1 (mayo de 2001): 37–58. http://dx.doi.org/10.2143/ast.31.1.993.
Texto completoDegen, Matthias y Paul Embrechts. "EVT-based estimation of risk capital and convergence of high quantiles". Advances in Applied Probability 40, n.º 3 (septiembre de 2008): 696–715. http://dx.doi.org/10.1239/aap/1222868182.
Texto completoDegen, Matthias y Paul Embrechts. "EVT-based estimation of risk capital and convergence of high quantiles". Advances in Applied Probability 40, n.º 03 (septiembre de 2008): 696–715. http://dx.doi.org/10.1017/s0001867800002755.
Texto completoönalan, ömer. "The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices". Global Journal of Mathematical Analysis 5, n.º 2 (5 de junio de 2017): 29. http://dx.doi.org/10.14419/gjma.v5i2.7256.
Texto completoMoretti, Alba Regina y Beatriz Vaz de Melo Mendes. "Medindo a Influência do Mercado dos EUA sobre as Interdependências Observadas na América Latina". Brazilian Review of Finance 3, n.º 1 (1 de enero de 2005): 123. http://dx.doi.org/10.12660/rbfin.v3n1.2005.1147.
Texto completoBasterfield, David y Thomas Bundt. "Multivariate Stable Distributions and Value at Risk: The Case of the Asian Currency Crisis". Journal of Finance Issues 5, n.º 1 (30 de junio de 2007): 187–95. http://dx.doi.org/10.58886/jfi.v5i1.2601.
Texto completoCardell, N. Scott. "Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity". Econometric Theory 13, n.º 2 (abril de 1997): 185–213. http://dx.doi.org/10.1017/s0266466600005727.
Texto completoShortridge, Julie E., Seth D. Guikema y Benjamin F. Zaitchik. "Machine learning methods for empirical streamflow simulation: a comparison of model accuracy, interpretability, and uncertainty in seasonal watersheds". Hydrology and Earth System Sciences 20, n.º 7 (4 de julio de 2016): 2611–28. http://dx.doi.org/10.5194/hess-20-2611-2016.
Texto completoArun, Ashutosh, Md Mazharul Haque, Ashish Bhaskar y Simon Washington. "Transferability of multivariate extreme value models for safety assessment by applying artificial intelligence-based video analytics". Accident Analysis & Prevention 170 (junio de 2022): 106644. http://dx.doi.org/10.1016/j.aap.2022.106644.
Texto completoTaylor, Stephen. "Clustering Financial Return Distributions Using the Fisher Information Metric". Entropy 21, n.º 2 (24 de enero de 2019): 110. http://dx.doi.org/10.3390/e21020110.
Texto completoLouisor, Jessie, Jérémy Rohmer, Thomas Bulteau, Faïza Boulahya, Rodrigo Pedreros, Aurélie Maspataud y Julie Mugica. "Deriving the 100-Year Total Water Level around the Coast of Corsica by Combining Trivariate Extreme Value Analysis and Coastal Hydrodynamic Models". Journal of Marine Science and Engineering 9, n.º 12 (30 de noviembre de 2021): 1347. http://dx.doi.org/10.3390/jmse9121347.
Texto completoBengtsson, A. y C. Nilsson. "Extreme value modelling of storm damage in Swedish forests". Natural Hazards and Earth System Sciences 7, n.º 5 (12 de septiembre de 2007): 515–21. http://dx.doi.org/10.5194/nhess-7-515-2007.
Texto completoWaheed, Saddam Q., Neil S. Grigg y Jorge A. Ramirez. "Development of a Parametric Regional Multivariate Statistical Weather Generator for Risk Assessment Studies in Areas with Limited Data Availability". Climate 8, n.º 8 (11 de agosto de 2020): 93. http://dx.doi.org/10.3390/cli8080093.
Texto completoBudiarti, Retno, Kumala Intansari, I. Gusti Putu Purnaba y Fendy Septyanto. "Modelling Dependencies of Stock Indices During Covid-19 Pandemic by Extreme-Value Copula". JTAM (Jurnal Teori dan Aplikasi Matematika) 7, n.º 3 (17 de julio de 2023): 805. http://dx.doi.org/10.31764/jtam.v7i3.15109.
Texto completoHe, Q., Y. J. Zheng, C. L. Zhang y H. Y. Wang. "MTAD-TF: Multivariate Time Series Anomaly Detection Using the Combination of Temporal Pattern and Feature Pattern". Complexity 2020 (28 de octubre de 2020): 1–9. http://dx.doi.org/10.1155/2020/8846608.
Texto completoArthur, William C. "A statistical–parametric model of tropical cyclones for hazard assessment". Natural Hazards and Earth System Sciences 21, n.º 3 (10 de marzo de 2021): 893–916. http://dx.doi.org/10.5194/nhess-21-893-2021.
Texto completoYang, Wei, Liping Zhang, Lijie Shan, Xinchi Chen y Shaodan Chen. "Response of Extreme Hydrological Events to Climate Change in the Water Source Area for the Middle Route of South-to-North Water Diversion Project". Advances in Meteorology 2016 (2016): 1–15. http://dx.doi.org/10.1155/2016/2486928.
Texto completoMa, Jie, Xin Ye y Abdul Rawoof Pinjari. "Practical Method to Simulate Multiple Discrete-Continuous Generalized Extreme Value Model: Application to Examine Substitution Patterns of Household Transportation Expenditures". Transportation Research Record: Journal of the Transportation Research Board 2673, n.º 8 (16 de abril de 2019): 145–56. http://dx.doi.org/10.1177/0361198119842819.
Texto completoSimpson, E. S., J. L. Wadsworth y J. A. Tawn. "Determining the dependence structure of multivariate extremes". Biometrika 107, n.º 3 (7 de mayo de 2020): 513–32. http://dx.doi.org/10.1093/biomet/asaa018.
Texto completoGlasgow, Garrett. "Mixed Logit Models for Multiparty Elections". Political Analysis 9, n.º 2 (2001): 116–36. http://dx.doi.org/10.1093/oxfordjournals.pan.a004867.
Texto completoGaliatsatou, Panagiota, Christos Makris, Yannis Krestenitis y Panagiotis Prinos. "Nonstationary Extreme Value Analysis of Nearshore Sea-State Parameters under the Effects of Climate Change: Application to the Greek Coastal Zone and Port Structures". Journal of Marine Science and Engineering 9, n.º 8 (28 de julio de 2021): 817. http://dx.doi.org/10.3390/jmse9080817.
Texto completoOlinda, R. A., J. Blanchet, C. A. C. dos Santos, V. A. Ozaki y P. J. Ribeiro Jr. "Spatial extremes modeling applied to extreme precipitation data in the state of Paraná". Hydrology and Earth System Sciences Discussions 11, n.º 11 (17 de noviembre de 2014): 12731–64. http://dx.doi.org/10.5194/hessd-11-12731-2014.
Texto completoSteinheuer, Julian y Petra Friederichs. "Vertical profiles of wind gust statistics from a regional reanalysis using multivariate extreme value theory". Nonlinear Processes in Geophysics 27, n.º 2 (23 de abril de 2020): 239–52. http://dx.doi.org/10.5194/npg-27-239-2020.
Texto completoSuleev, Bakhtiar y Bakyt Kurmasheva. "THEORETICAL FOUNDATIONS OF THE DEVELOPMENT OF A BULLDOZER DESIGN THROUGH THE USE OF MULTIVARIATE PARAMETRIC ANALYSIS". Вестник КазАТК 126, n.º 3 (19 de junio de 2023): 74–81. http://dx.doi.org/10.52167/1609-1817-2023-126-3-74-81.
Texto completoPipan, Tanja, Mary C. Christman y David C. Culver. "Abiotic Community Constraints in Extreme Environments: Epikarst Copepods as a Model System". Diversity 12, n.º 7 (7 de julio de 2020): 269. http://dx.doi.org/10.3390/d12070269.
Texto completoJin, Xisong y Thorsten Lehnert. "Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas". Dependence Modeling 6, n.º 1 (7 de febrero de 2018): 19–46. http://dx.doi.org/10.1515/demo-2018-0002.
Texto completoMacAfee, Allan W. y Samuel W. K. Wong. "Extreme Value Analysis of Tropical Cyclone Trapped-Fetch Waves". Journal of Applied Meteorology and Climatology 46, n.º 10 (1 de octubre de 2007): 1501–22. http://dx.doi.org/10.1175/jam2555.1.
Texto completoHammami, Hela, Julie Carreau, Luc Neppel, Sadok Elasmi y Haifa Feki. "Smooth Spatial Modeling of Extreme Mediterranean Precipitation". Water 14, n.º 22 (21 de noviembre de 2022): 3782. http://dx.doi.org/10.3390/w14223782.
Texto completoHitz, Adrien y Robin Evans. "One-component regular variation and graphical modeling of extremes". Journal of Applied Probability 53, n.º 3 (septiembre de 2016): 733–46. http://dx.doi.org/10.1017/jpr.2016.37.
Texto completoSun, Xudong, Mingxing Zhou y Yize Sun. "Spectroscopy quantitative analysis cotton content of blend fabrics". International Journal of Clothing Science and Technology 28, n.º 1 (7 de marzo de 2016): 65–76. http://dx.doi.org/10.1108/ijcst-07-2015-0076.
Texto completoSatyanarayana Tani y Andreas Gobiet. "Quantile mapping for improving precipitation extremes from regional climate models". Journal of Agrometeorology 21, n.º 4 (10 de noviembre de 2021): 434–43. http://dx.doi.org/10.54386/jam.v21i4.278.
Texto completoSilva, Renato Santos y Fernando Ferraz Nascimento. "Extreme Value Theory Applied to r Largest Order Statistics Under the Bayesian Approach". Revista Colombiana de Estadística 42, n.º 2 (1 de julio de 2019): 143–66. http://dx.doi.org/10.15446/rce.v42n2.70271.
Texto completoBenito Muela, Sonia, Carmen López-Martin y Raquel Arguedas-Sanz. "A comparison of market risk measures from a twofold perspective: accurate and loss function". ACRN Journal of Finance and Risk Perspectives 11, n.º 1 (2023): 79–104. http://dx.doi.org/10.35944/jofrp.2022.11.1.005.
Texto completoSun, Xudong y Ke Zhu. "Spectral dimensionality reduction for quantitative analysis of cotton content of blend fabrics". International Journal of Clothing Science and Technology 31, n.º 3 (3 de junio de 2019): 326–38. http://dx.doi.org/10.1108/ijcst-07-2018-0091.
Texto completoMelina, Sukono, Herlina Napitupulu y Norizan Mohamed. "A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review". Risks 11, n.º 3 (14 de marzo de 2023): 60. http://dx.doi.org/10.3390/risks11030060.
Texto completoRohmer, Jeremy, Pierre Gehl, Marine Marcilhac-Fradin, Yves Guigueno, Nadia Rahni y Julien Clément. "Non-stationary extreme value analysis applied to seismic fragility assessment for nuclear safety analysis". Natural Hazards and Earth System Sciences 20, n.º 5 (13 de mayo de 2020): 1267–85. http://dx.doi.org/10.5194/nhess-20-1267-2020.
Texto completoGioia, Andrea, Maria Francesca Bruno, Vincenzo Totaro y Vito Iacobellis. "Parametric Assessment of Trend Test Power in a Changing Environment". Sustainability 12, n.º 9 (9 de mayo de 2020): 3889. http://dx.doi.org/10.3390/su12093889.
Texto completoNaveau, Philippe, Alexis Hannart y Aurélien Ribes. "Statistical Methods for Extreme Event Attribution in Climate Science". Annual Review of Statistics and Its Application 7, n.º 1 (9 de marzo de 2020): 89–110. http://dx.doi.org/10.1146/annurev-statistics-031219-041314.
Texto completoHassouneh, Islam, Teresa Serra y Štefan Bojnec. "Nonlinearities in the Slovenian apple price transmission". British Food Journal 117, n.º 1 (5 de enero de 2015): 461–78. http://dx.doi.org/10.1108/bfj-03-2014-0109.
Texto completoShortridge, J. E., S. D. Guikema y B. F. Zaitchik. "Empirical streamflow simulation for water resource management in data-scarce seasonal watersheds". Hydrology and Earth System Sciences Discussions 12, n.º 10 (28 de octubre de 2015): 11083–127. http://dx.doi.org/10.5194/hessd-12-11083-2015.
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