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Artykuły w czasopismach na temat "Multivariate and hidden regular variation"
Heffernan, Janet, i Sidney Resnick. "Hidden regular variation and the rank transform". Advances in Applied Probability 37, nr 2 (czerwiec 2005): 393–414. http://dx.doi.org/10.1239/aap/1118858631.
Pełny tekst źródłaHeffernan, Janet, i Sidney Resnick. "Hidden regular variation and the rank transform". Advances in Applied Probability 37, nr 02 (czerwiec 2005): 393–414. http://dx.doi.org/10.1017/s0001867800000239.
Pełny tekst źródłaResnick, Sidney I. "Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws". Stochastics 80, nr 2-3 (kwiecień 2008): 269–98. http://dx.doi.org/10.1080/17442500701830423.
Pełny tekst źródłaDas, Bikramjit, Abhimanyu Mitra i Sidney Resnick. "Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation". Advances in Applied Probability 45, nr 1 (marzec 2013): 139–63. http://dx.doi.org/10.1239/aap/1363354106.
Pełny tekst źródłaDas, Bikramjit, Abhimanyu Mitra i Sidney Resnick. "Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation". Advances in Applied Probability 45, nr 01 (marzec 2013): 139–63. http://dx.doi.org/10.1017/s0001867800006224.
Pełny tekst źródłaHua, Lei, Harry Joe i Haijun Li. "Relations Between Hidden Regular Variation and the Tail Order of Copulas". Journal of Applied Probability 51, nr 1 (marzec 2014): 37–57. http://dx.doi.org/10.1239/jap/1395771412.
Pełny tekst źródłaHua, Lei, Harry Joe i Haijun Li. "Relations Between Hidden Regular Variation and the Tail Order of Copulas". Journal of Applied Probability 51, nr 01 (marzec 2014): 37–57. http://dx.doi.org/10.1017/s0021900200010068.
Pełny tekst źródłaSimpson, E. S., J. L. Wadsworth i J. A. Tawn. "Determining the dependence structure of multivariate extremes". Biometrika 107, nr 3 (7.05.2020): 513–32. http://dx.doi.org/10.1093/biomet/asaa018.
Pełny tekst źródłaMitra, Abhimanyu, i Sidney I. Resnick. "Hidden Regular Variation and Detection of Hidden Risks". Stochastic Models 27, nr 4 (październik 2011): 591–614. http://dx.doi.org/10.1080/15326349.2011.614183.
Pełny tekst źródłaMaulik, Krishanu, i Sidney Resnick. "Characterizations and Examples of Hidden Regular Variation". Extremes 7, nr 1 (marzec 2004): 31–67. http://dx.doi.org/10.1007/s10687-004-4728-4.
Pełny tekst źródłaRozprawy doktorskie na temat "Multivariate and hidden regular variation"
Legrand, Juliette. "Simulation and assessment of multivariate extreme models for environmental data". Electronic Thesis or Diss., université Paris-Saclay, 2022. http://www.theses.fr/2022UPASJ015.
Pełny tekst źródłaAccurate estimation of the occurrence probabilities of extreme environmental events is a major issue for risk assessment. For example, in coastal engineering, the design of structures installed at or near the coasts must be such that they can withstand the most severe events they may encounter in their lifetime. This thesis focuses on the simulation of multivariate extremes, motivated by applications to significant wave height, and on the evaluation of models predicting the occurrences of extreme events.In the first part of the manuscript, we propose and study a stochastic simulator that, given offshore conditions, produces jointly offshore and coastal extreme significant wave heights (Hs). We rely on bivariate Peaks over Threshold and develop a non-parametric simulation scheme of bivariate generalised Pareto distributions. From such joint simulator, we derive a conditional simulation model. Both simulation algorithms are applied to numerical experiments and to extreme Hs near the French Brittanny coast. A further development is addressed regarding the marginal modelling of Hs. To take into account non-stationarities, we adapt the extended generalised Pareto model, letting the marginal parameters vary with the peak period and the peak direction.The second part of this thesis provides a more theoretical development. To evaluate different prediction models for extremes, we study the specific case of binary classifiers, which are the simplest type of forecasting and decision-making situation: an extreme event did or did not occur. Risk functions adapted to binary classifiers of extreme events are developed, answering our second question. Their properties are derived under the framework of multivariate regular variation and hidden regular variation, allowing to handle finer types of asymptotic independence. This framework is applied to extreme river discharges
Mariko, Dioulde Habibatou. "Multivariate Regular Variation and its Applications". Thesis, Université d'Ottawa / University of Ottawa, 2015. http://hdl.handle.net/10393/32756.
Pełny tekst źródłaTong, Zhigang. "Statistical Inference for Heavy Tailed Time Series and Vectors". Thesis, Université d'Ottawa / University of Ottawa, 2017. http://hdl.handle.net/10393/35649.
Pełny tekst źródłaYuan, Zhongyi. "Quantitative analysis of extreme risks in insurance and finance". Diss., University of Iowa, 2013. https://ir.uiowa.edu/etd/2422.
Pełny tekst źródłaHitz, Adrien. "Modelling of extremes". Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085.
Pełny tekst źródłaEder, Irmingard [Verfasser]. "First passage events and multivariate regular variation for dependent Lévy processes with applications in insurance / Irmingard Marianne Margarethe Eder". 2009. http://d-nb.info/996373233/34.
Pełny tekst źródłaJanßen, Anja. "Über Zusammenhänge von leichten Tails, regulärer Variation und Extremwerttheorie". Doctoral thesis, 2010. http://hdl.handle.net/11858/00-1735-0000-0006-B69F-1.
Pełny tekst źródłaKsiążki na temat "Multivariate and hidden regular variation"
Omey, E. Multivariate regular variation and applications in probability theory. Brussel: Economische Hogeschool Sint-Aloysius, 1989.
Znajdź pełny tekst źródłaCzęści książek na temat "Multivariate and hidden regular variation"
Resnick, Sidney I. "Multivariate Extremes". W Extreme Values, Regular Variation and Point Processes, 250–306. New York, NY: Springer New York, 1987. http://dx.doi.org/10.1007/978-0-387-75953-1_6.
Pełny tekst źródłaLi, Haijun. "Toward a Copula Theory for Multivariate Regular Variation". W Copulae in Mathematical and Quantitative Finance, 177–99. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35407-6_9.
Pełny tekst źródła"Multivariate Regular Variation". W Inference for Heavy-Tailed Data Analysis, 123–32. Elsevier, 2017. http://dx.doi.org/10.1016/b978-0-12-804676-0.00004-3.
Pełny tekst źródła"Multivariate regular variation". W Risk Theory, 453–86. WORLD SCIENTIFIC, 2017. http://dx.doi.org/10.1142/9789813223158_0013.
Pełny tekst źródłaRangeti, Innocent, i Bloodless Dzwairo. "Interpretation of Water Quality Data in uMngeni Basin (South Africa) Using Multivariate Techniques". W River Basin Management - Sustainability Issues and Planning Strategies. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.94845.
Pełny tekst źródłaStreszczenia konferencji na temat "Multivariate and hidden regular variation"
OLUWAJIRE, OLUWATIMILEHIN, KATHERINE BERKOWITZ i LANDON GRACE. "A PERFORMANCE COMPARISON OF LOW-COST NIR NANO TO NIR MICROPHAZIR FOR POLYMER COMPOSITE CHARACTERIZATION". W Proceedings for the American Society for Composites-Thirty Eighth Technical Conference. Destech Publications, Inc., 2023. http://dx.doi.org/10.12783/asc38/36559.
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