Articoli di riviste sul tema "Multivariate and hidden regular variation"
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Heffernan, Janet, e Sidney Resnick. "Hidden regular variation and the rank transform". Advances in Applied Probability 37, n. 2 (giugno 2005): 393–414. http://dx.doi.org/10.1239/aap/1118858631.
Heffernan, Janet, e Sidney Resnick. "Hidden regular variation and the rank transform". Advances in Applied Probability 37, n. 02 (giugno 2005): 393–414. http://dx.doi.org/10.1017/s0001867800000239.
Resnick, Sidney I. "Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws". Stochastics 80, n. 2-3 (aprile 2008): 269–98. http://dx.doi.org/10.1080/17442500701830423.
Das, Bikramjit, Abhimanyu Mitra e Sidney Resnick. "Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation". Advances in Applied Probability 45, n. 1 (marzo 2013): 139–63. http://dx.doi.org/10.1239/aap/1363354106.
Das, Bikramjit, Abhimanyu Mitra e Sidney Resnick. "Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation". Advances in Applied Probability 45, n. 01 (marzo 2013): 139–63. http://dx.doi.org/10.1017/s0001867800006224.
Hua, Lei, Harry Joe e Haijun Li. "Relations Between Hidden Regular Variation and the Tail Order of Copulas". Journal of Applied Probability 51, n. 1 (marzo 2014): 37–57. http://dx.doi.org/10.1239/jap/1395771412.
Hua, Lei, Harry Joe e Haijun Li. "Relations Between Hidden Regular Variation and the Tail Order of Copulas". Journal of Applied Probability 51, n. 01 (marzo 2014): 37–57. http://dx.doi.org/10.1017/s0021900200010068.
Simpson, E. S., J. L. Wadsworth e J. A. Tawn. "Determining the dependence structure of multivariate extremes". Biometrika 107, n. 3 (7 maggio 2020): 513–32. http://dx.doi.org/10.1093/biomet/asaa018.
Mitra, Abhimanyu, e Sidney I. Resnick. "Hidden Regular Variation and Detection of Hidden Risks". Stochastic Models 27, n. 4 (ottobre 2011): 591–614. http://dx.doi.org/10.1080/15326349.2011.614183.
Maulik, Krishanu, e Sidney Resnick. "Characterizations and Examples of Hidden Regular Variation". Extremes 7, n. 1 (marzo 2004): 31–67. http://dx.doi.org/10.1007/s10687-004-4728-4.
Kim, Moosup. "Simulation of elliptical multivariate regular variation". Journal of the Korean Data And Information Science Society 33, n. 3 (31 maggio 2022): 347–57. http://dx.doi.org/10.7465/jkdi.2022.33.3.347.
Yakymiv, A. L. "Multivariate Regular Variation in Probability Theory". Journal of Mathematical Sciences 246, n. 4 (19 marzo 2020): 580–86. http://dx.doi.org/10.1007/s10958-020-04763-8.
Basrak, Bojan, Richard A. Davis e Thomas Mikosch. "A characterization of multivariate regular variation". Annals of Applied Probability 12, n. 3 (agosto 2002): 908–20. http://dx.doi.org/10.1214/aoap/1031863174.
Joe, Harry, e Haijun Li. "Tail Risk of Multivariate Regular Variation". Methodology and Computing in Applied Probability 13, n. 4 (10 giugno 2010): 671–93. http://dx.doi.org/10.1007/s11009-010-9183-x.
Das, Bikramjit, e Sidney I. Resnick. "Models with Hidden Regular Variation: Generation and Detection". Stochastic Systems 5, n. 2 (dicembre 2015): 195–238. http://dx.doi.org/10.1287/14-ssy141.
Das, Bikramjit, e Sidney I. Resnick. "Models with hidden regular variation: Generation and detection". Stochastic Systems 5, n. 2 (2015): 195–238. http://dx.doi.org/10.1214/14-ssy141.
Lindskog, Filip, Sidney I. Resnick e Joyjit Roy. "Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps". Probability Surveys 11 (2014): 270–314. http://dx.doi.org/10.1214/14-ps231.
Eder, Irmingard, e Claudia Klüppelberg. "Pareto Lévy Measures and Multivariate Regular Variation". Advances in Applied Probability 44, n. 1 (marzo 2012): 117–38. http://dx.doi.org/10.1239/aap/1331216647.
Eder, Irmingard, e Claudia Klüppelberg. "Pareto Lévy Measures and Multivariate Regular Variation". Advances in Applied Probability 44, n. 01 (marzo 2012): 117–38. http://dx.doi.org/10.1017/s0001867800005474.
Meyer, Nicolas, e Olivier Wintenberger. "Sparse regular variation". Advances in Applied Probability 53, n. 4 (22 novembre 2021): 1115–48. http://dx.doi.org/10.1017/apr.2021.14.
Das, Bikramjit, e Sidney I. Resnick. "Hidden regular variation under full and strong asymptotic dependence". Extremes 20, n. 4 (17 marzo 2017): 873–904. http://dx.doi.org/10.1007/s10687-017-0290-8.
Resnick, Sidney I., e Joyjit Roy. "Hidden regular variation of moving average processes with heavy-tailed innovations". Journal of Applied Probability 51, A (dicembre 2014): 267–79. http://dx.doi.org/10.1239/jap/1417528480.
Resnick, Sidney I., e Joyjit Roy. "Hidden regular variation of moving average processes with heavy-tailed innovations". Journal of Applied Probability 51, A (dicembre 2014): 267–79. http://dx.doi.org/10.1017/s002190020002132x.
Das, Bikramjit, e Vicky Fasen-Hartmann. "Conditional excess risk measures and multivariate regular variation". Statistics & Risk Modeling 36, n. 1-4 (1 dicembre 2019): 1–23. http://dx.doi.org/10.1515/strm-2018-0030.
Li, Haijun, e Lei Hua. "Higher order tail densities of copulas and hidden regular variation". Journal of Multivariate Analysis 138 (giugno 2015): 143–55. http://dx.doi.org/10.1016/j.jmva.2014.12.010.
Damek, Ewa, Thomas Mikosch, Jan Rosiński e Gennady Samorodnitsky. "General inverse problems for regular variation". Journal of Applied Probability 51, A (dicembre 2014): 229–48. http://dx.doi.org/10.1239/jap/1417528478.
Damek, Ewa, Thomas Mikosch, Jan Rosiński e Gennady Samorodnitsky. "General inverse problems for regular variation". Journal of Applied Probability 51, A (dicembre 2014): 229–48. http://dx.doi.org/10.1017/s0021900200021306.
Cai, Juan-Juan, John H. J. Einmahl e Laurens de Haan. "Estimation of extreme risk regions under multivariate regular variation". Annals of Statistics 39, n. 3 (giugno 2011): 1803–26. http://dx.doi.org/10.1214/11-aos891.
Kim, Moosup, e Sangyeol Lee. "Estimation of the tail exponent of multivariate regular variation". Annals of the Institute of Statistical Mathematics 69, n. 5 (18 luglio 2016): 945–68. http://dx.doi.org/10.1007/s10463-016-0574-9.
Girard, Stéphane, e Gilles Stupfler. "Extreme geometric quantiles in a multivariate regular variation framework". Extremes 18, n. 4 (1 ottobre 2015): 629–63. http://dx.doi.org/10.1007/s10687-015-0226-0.
Kim, Moosup. "Simulation of stock prices based on multivariate regular variation". Journal of the Korean Data And Information Science Society 34, n. 3 (31 maggio 2023): 365–75. http://dx.doi.org/10.7465/jkdi.2023.34.3.365.
Forsström, Malin Palö, e Jeffrey E. Steif. "A formula for hidden regular variation behavior for symmetric stable distributions". Extremes 23, n. 4 (9 luglio 2020): 667–91. http://dx.doi.org/10.1007/s10687-020-00381-4.
Hitz, Adrien, e Robin Evans. "One-component regular variation and graphical modeling of extremes". Journal of Applied Probability 53, n. 3 (settembre 2016): 733–46. http://dx.doi.org/10.1017/jpr.2016.37.
Alanazi, Fadhah Amer. "A Mixture of Regular Vines for Multiple Dependencies". Journal of Probability and Statistics 2021 (4 maggio 2021): 1–15. http://dx.doi.org/10.1155/2021/5559518.
Maume-Deschamps, Véronique, Didier Rullière e Khalil Said. "Extremes for multivariate expectiles". Statistics & Risk Modeling 35, n. 3-4 (1 dicembre 2018): 111–40. http://dx.doi.org/10.1515/strm-2017-0014.
Hult, Henrik, e Filip Lindskog. "On regular variation for infinitely divisible random vectors and additive processes". Advances in Applied Probability 38, n. 1 (marzo 2006): 134–48. http://dx.doi.org/10.1239/aap/1143936144.
Hult, Henrik, e Filip Lindskog. "On regular variation for infinitely divisible random vectors and additive processes". Advances in Applied Probability 38, n. 01 (marzo 2006): 134–48. http://dx.doi.org/10.1017/s0001867800000847.
Moser, Martin, e Robert Stelzer. "Functional regular variation of Lévy-driven multivariate mixed moving average processes". Extremes 16, n. 3 (7 febbraio 2013): 351–82. http://dx.doi.org/10.1007/s10687-012-0165-y.
Weller, G. B., e D. Cooley. "A sum characterization of hidden regular variation with likelihood inference via expectation-maximization". Biometrika 101, n. 1 (6 febbraio 2014): 17–36. http://dx.doi.org/10.1093/biomet/ast046.
Mansouri, Sadollah, Masood Soltani Najafabadi, Maghsadollah Esmailov e Mostafa Aghaee. "Functional Factor Analysis In Sesame Under Water - Limiting Stress: New Concept On An Old Method". Plant Breeding and Seed Science 70, n. 1 (1 dicembre 2014): 91–104. http://dx.doi.org/10.1515/plass-2015-0016.
Ho, Zhen Wai Olivier, e Clément Dombry. "Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution". Journal of Multivariate Analysis 173 (settembre 2019): 525–50. http://dx.doi.org/10.1016/j.jmva.2019.04.008.
Davis, Richard A., Edward Mulrow e Sidney I. Resnick. "Almost sure limit sets of random samples in ℝd". Advances in Applied Probability 20, n. 3 (settembre 1988): 573–99. http://dx.doi.org/10.2307/1427036.
Davis, Richard A., Edward Mulrow e Sidney I. Resnick. "Almost sure limit sets of random samples in ℝd". Advances in Applied Probability 20, n. 03 (settembre 1988): 573–99. http://dx.doi.org/10.1017/s0001867800018152.
Li, Haijun, e Yannan Sun. "Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions". Journal of Applied Probability 46, n. 4 (dicembre 2009): 925–37. http://dx.doi.org/10.1239/jap/1261670680.
Li, Haijun, e Yannan Sun. "Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions". Journal of Applied Probability 46, n. 04 (dicembre 2009): 925–37. http://dx.doi.org/10.1017/s0021900200006057.
Wang, Tiandong, e Sidney I. Resnick. "Multivariate Regular Variation of Discrete Mass Functions with Applications to Preferential Attachment Networks". Methodology and Computing in Applied Probability 20, n. 3 (2 giugno 2016): 1029–42. http://dx.doi.org/10.1007/s11009-016-9503-x.
Sundravel, K. Vijaya, S. Ramesh e D. Jegatheeswaran. "Design and formulation of microbially induced self-healing concrete for building structure strength enhancement". Materials Express 11, n. 11 (1 novembre 2021): 1753–65. http://dx.doi.org/10.1166/mex.2021.2104.
Tang, Qihe, e Zhongyi Yuan. "Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation". North American Actuarial Journal 17, n. 3 (3 luglio 2013): 253–71. http://dx.doi.org/10.1080/10920277.2013.830557.
Xing, Guo-dong, e Xiaoli Gan. "Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation". Communications in Statistics - Theory and Methods 49, n. 12 (12 marzo 2019): 2931–41. http://dx.doi.org/10.1080/03610926.2019.1584312.
Glass, I. S. "3.14. Infrared variations of active galaxies: what they tell us". Symposium - International Astronomical Union 184 (1998): 117–18. http://dx.doi.org/10.1017/s0074180900084278.