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Статті в журналах з теми "Parametric Multivariate Extreme Value Models"
Morganti, Paolo Riccardo. "Extreme Value Theory and Auction Models." Abril - Junio 2021 16, no. 2 (January 22, 2021): 1–15. http://dx.doi.org/10.21919/remef.v16i2.596.
Повний текст джерелаAghaKouchak, Amir, and Nasrin Nasrollahi. "Semi-parametric and Parametric Inference of Extreme Value Models for Rainfall Data." Water Resources Management 24, no. 6 (August 7, 2009): 1229–49. http://dx.doi.org/10.1007/s11269-009-9493-3.
Повний текст джерелаBožović, Miloš. "Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach." Entropy 22, no. 12 (December 17, 2020): 1425. http://dx.doi.org/10.3390/e22121425.
Повний текст джерелаGuevara, C. Angelo, and Moshe E. Ben-Akiva. "Sampling of alternatives in Multivariate Extreme Value (MEV) models." Transportation Research Part B: Methodological 48 (February 2013): 31–52. http://dx.doi.org/10.1016/j.trb.2012.11.001.
Повний текст джерелаSalvadori, G., and C. De Michele. "Estimating strategies for multiparameter Multivariate Extreme Value copulas." Hydrology and Earth System Sciences 15, no. 1 (January 17, 2011): 141–50. http://dx.doi.org/10.5194/hess-15-141-2011.
Повний текст джерелаSalvadori, G., and C. De Michele. "Estimating strategies for Multiparameter Multivariate Extreme value copulas." Hydrology and Earth System Sciences Discussions 7, no. 5 (October 4, 2010): 7563–90. http://dx.doi.org/10.5194/hessd-7-7563-2010.
Повний текст джерелаHan, Yu. "Semi-Parametric Statistical Model for Extreme Value Statistical Models and Application in Automatic Control." Applied Mechanics and Materials 680 (October 2014): 455–58. http://dx.doi.org/10.4028/www.scientific.net/amm.680.455.
Повний текст джерелаCirillo, Pasquale, and Jürg Hüsler. "GENERALIZED EXTREME SHOCK MODELS WITH A POSSIBLY INCREASING THRESHOLD." Probability in the Engineering and Informational Sciences 25, no. 3 (May 17, 2011): 419–34. http://dx.doi.org/10.1017/s0269964811000088.
Повний текст джерелаBounceur, Ahcene, Salvador Mir, Reinhardt Euler, and 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, no. 5 (May 2020): 966–76. http://dx.doi.org/10.1109/tcad.2019.2907923.
Повний текст джерелаKyselý, Jan. "A Cautionary Note on the Use of Nonparametric Bootstrap for Estimating Uncertainties in Extreme-Value Models." Journal of Applied Meteorology and Climatology 47, no. 12 (December 1, 2008): 3236–51. http://dx.doi.org/10.1175/2008jamc1763.1.
Повний текст джерелаДисертації з теми "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.
Повний текст джерелаHitz, Adrien. "Modelling of extremes." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085.
Повний текст джерелаMazibas, Murat. "Dynamic portfolio construction and portfolio risk measurement." Thesis, University of Exeter, 2011. http://hdl.handle.net/10036/3297.
Повний текст джерелаHuang, 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.
Повний текст джерелаOctober 2014
Книги з теми "Parametric Multivariate Extreme Value Models"
1953-, Embrechts Paul, ed. High risk scenarios and extremes: A geometric approach. Amsterdam: European Mathematical Society, 2007.
Знайти повний текст джерелаBalkema, Guus. High Risk Scenarios and Extremes: A geometric approach. Zuerich, Switzerland: European Mathematical Society Publishing House, 2007.
Знайти повний текст джерелаYan, Jun, and Dipak Dey. Extreme Value Modeling and Risk Analysis. Taylor & Francis Group, 2020.
Знайти повний текст джерелаDey, Dipak K., and Jun Yan. Extreme Value Modeling and Risk Analysis: Methods and Applications. Taylor & Francis Group, 2016.
Знайти повний текст джерелаDey, Dipak K., and Jun Yan. Extreme Value Modeling and Risk Analysis: Methods and Applications. Taylor & Francis Group, 2016.
Знайти повний текст джерелаЧастини книг з теми "Parametric Multivariate Extreme Value Models"
Rachedi, Omar, and Dean Fantazzini. "Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock Models." In Operational Risk toward Basel III, 197–218. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267066.ch10.
Повний текст джерелаWalkowiak, Tomasz, Kamil Szyc, and Henryk Maciejewski. "On Validity of Extreme Value Theory-Based Parametric Models for Out-of-Distribution Detection." In Computational Science – ICCS 2021, 142–55. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-77967-2_13.
Повний текст джерелаCastillo, Enrique. "Multivariate and Regression Models Related to Extremes." In Extreme Value Theory in Engineering, 273–91. Elsevier, 1988. http://dx.doi.org/10.1016/b978-0-08-091725-2.50014-2.
Повний текст джерела"MULTIVARIATE EXTREME VALUE LIMIT DISTRIBUTIONS UNDER MONOTONE NORMALIZATION." In Stability Problems for Stochastic Models, 179–96. De Gruyter, 1994. http://dx.doi.org/10.1515/9783112319062-017.
Повний текст джерелаGuzmán Martínez, María, Eduardo Pérez-Castro, Ramón Reyes-Carreto, and Rocio Acosta-Pech. "Spatial Modeling in Epidemiology." In Biostatistics [Working Title]. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.104693.
Повний текст джерелаТези доповідей конференцій з теми "Parametric Multivariate Extreme Value Models"
Pineau, Hélène, Françoise Girard, Stéphane Raynaud, Marc Prevosto, and Nicolas Raillard. "Multivariate Extreme Analysis Methodology in Function of Structural Response." In 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.
Повний текст джерелаLi, Ping, Qi Zhu, Chunqi Zhou, Linbin Li, and Hongtao Li. "Metocean Design Criteria Considerations in South China Sea by Adopting Multivariate Extreme Value Theory." In 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.
Повний текст джерелаMcDonald, Andrew, Pang-Ning Tan, and Lifeng Luo. "COMET Flows: Towards Generative Modeling of Multivariate Extremes and Tail Dependence." In 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.
Повний текст джерелаMercelis, Peter, Marc Dufour, Ariel Alvarez Gebelin, Vincent Gruwez, Sarah Doorme, Marc Sas, and Gert Leyssen. "Generation of Multivariate Wave Conditions as Input for a Probabilistic Level III Breakwater Design." In 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.
Повний текст джерелаGibson, Richard. "Metocean Design Criteria for Pipeline On-Bottom Stability." In ASME 2011 30th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2011. http://dx.doi.org/10.1115/omae2011-49770.
Повний текст джерелаDonndelinger, Joseph A., Jeffrey A. Robinson, and Luke A. Wissmann. "Choice Model Specification in Market-Based Engineering Design." In ASME 2008 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/detc2008-50071.
Повний текст джерелаChidambram, Siva Kumaran, Jin An Tan, Mohd Amaluddin Yusoff, and June Janesby Roy Jihok. "Predictive Analytics for Gas Turbine Driven Trains to Achieve Optimum Performance, Economics and Greenhouse Gas Emissions." In Offshore Technology Conference Asia. OTC, 2022. http://dx.doi.org/10.4043/31489-ms.
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