Статті в журналах з теми "Parametric Multivariate Extreme Value Models"
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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 джерелаBeirlant, J., G. Matthys, and G. Dierckx. "Heavy-Tailed Distributions and Rating." ASTIN Bulletin 31, no. 1 (May 2001): 37–58. http://dx.doi.org/10.2143/ast.31.1.993.
Повний текст джерелаDegen, Matthias, and Paul Embrechts. "EVT-based estimation of risk capital and convergence of high quantiles." Advances in Applied Probability 40, no. 3 (September 2008): 696–715. http://dx.doi.org/10.1239/aap/1222868182.
Повний текст джерелаDegen, Matthias, and Paul Embrechts. "EVT-based estimation of risk capital and convergence of high quantiles." Advances in Applied Probability 40, no. 03 (September 2008): 696–715. http://dx.doi.org/10.1017/s0001867800002755.
Повний текст джерелаönalan, ömer. "The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices." Global Journal of Mathematical Analysis 5, no. 2 (June 5, 2017): 29. http://dx.doi.org/10.14419/gjma.v5i2.7256.
Повний текст джерелаMoretti, Alba Regina, and Beatriz Vaz de Melo Mendes. "Medindo a Influência do Mercado dos EUA sobre as Interdependências Observadas na América Latina." Brazilian Review of Finance 3, no. 1 (January 1, 2005): 123. http://dx.doi.org/10.12660/rbfin.v3n1.2005.1147.
Повний текст джерелаBasterfield, David, and Thomas Bundt. "Multivariate Stable Distributions and Value at Risk: The Case of the Asian Currency Crisis." Journal of Finance Issues 5, no. 1 (June 30, 2007): 187–95. http://dx.doi.org/10.58886/jfi.v5i1.2601.
Повний текст джерелаCardell, N. Scott. "Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity." Econometric Theory 13, no. 2 (April 1997): 185–213. http://dx.doi.org/10.1017/s0266466600005727.
Повний текст джерелаShortridge, Julie E., Seth D. Guikema, and 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, no. 7 (July 4, 2016): 2611–28. http://dx.doi.org/10.5194/hess-20-2611-2016.
Повний текст джерелаArun, Ashutosh, Md Mazharul Haque, Ashish Bhaskar, and Simon Washington. "Transferability of multivariate extreme value models for safety assessment by applying artificial intelligence-based video analytics." Accident Analysis & Prevention 170 (June 2022): 106644. http://dx.doi.org/10.1016/j.aap.2022.106644.
Повний текст джерелаTaylor, Stephen. "Clustering Financial Return Distributions Using the Fisher Information Metric." Entropy 21, no. 2 (January 24, 2019): 110. http://dx.doi.org/10.3390/e21020110.
Повний текст джерелаLouisor, Jessie, Jérémy Rohmer, Thomas Bulteau, Faïza Boulahya, Rodrigo Pedreros, Aurélie Maspataud, and 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, no. 12 (November 30, 2021): 1347. http://dx.doi.org/10.3390/jmse9121347.
Повний текст джерелаBengtsson, A., and C. Nilsson. "Extreme value modelling of storm damage in Swedish forests." Natural Hazards and Earth System Sciences 7, no. 5 (September 12, 2007): 515–21. http://dx.doi.org/10.5194/nhess-7-515-2007.
Повний текст джерелаWaheed, Saddam Q., Neil S. Grigg, and Jorge A. Ramirez. "Development of a Parametric Regional Multivariate Statistical Weather Generator for Risk Assessment Studies in Areas with Limited Data Availability." Climate 8, no. 8 (August 11, 2020): 93. http://dx.doi.org/10.3390/cli8080093.
Повний текст джерелаBudiarti, Retno, Kumala Intansari, I. Gusti Putu Purnaba, and Fendy Septyanto. "Modelling Dependencies of Stock Indices During Covid-19 Pandemic by Extreme-Value Copula." JTAM (Jurnal Teori dan Aplikasi Matematika) 7, no. 3 (July 17, 2023): 805. http://dx.doi.org/10.31764/jtam.v7i3.15109.
Повний текст джерелаHe, Q., Y. J. Zheng, C. L. Zhang, and H. Y. Wang. "MTAD-TF: Multivariate Time Series Anomaly Detection Using the Combination of Temporal Pattern and Feature Pattern." Complexity 2020 (October 28, 2020): 1–9. http://dx.doi.org/10.1155/2020/8846608.
Повний текст джерелаArthur, William C. "A statistical–parametric model of tropical cyclones for hazard assessment." Natural Hazards and Earth System Sciences 21, no. 3 (March 10, 2021): 893–916. http://dx.doi.org/10.5194/nhess-21-893-2021.
Повний текст джерелаYang, Wei, Liping Zhang, Lijie Shan, Xinchi Chen, and 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.
Повний текст джерелаMa, Jie, Xin Ye, and 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, no. 8 (April 16, 2019): 145–56. http://dx.doi.org/10.1177/0361198119842819.
Повний текст джерелаSimpson, E. S., J. L. Wadsworth, and J. A. Tawn. "Determining the dependence structure of multivariate extremes." Biometrika 107, no. 3 (May 7, 2020): 513–32. http://dx.doi.org/10.1093/biomet/asaa018.
Повний текст джерелаGlasgow, Garrett. "Mixed Logit Models for Multiparty Elections." Political Analysis 9, no. 2 (2001): 116–36. http://dx.doi.org/10.1093/oxfordjournals.pan.a004867.
Повний текст джерелаGaliatsatou, Panagiota, Christos Makris, Yannis Krestenitis, and 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, no. 8 (July 28, 2021): 817. http://dx.doi.org/10.3390/jmse9080817.
Повний текст джерелаOlinda, R. A., J. Blanchet, C. A. C. dos Santos, V. A. Ozaki, and P. J. Ribeiro Jr. "Spatial extremes modeling applied to extreme precipitation data in the state of Paraná." Hydrology and Earth System Sciences Discussions 11, no. 11 (November 17, 2014): 12731–64. http://dx.doi.org/10.5194/hessd-11-12731-2014.
Повний текст джерелаSteinheuer, Julian, and Petra Friederichs. "Vertical profiles of wind gust statistics from a regional reanalysis using multivariate extreme value theory." Nonlinear Processes in Geophysics 27, no. 2 (April 23, 2020): 239–52. http://dx.doi.org/10.5194/npg-27-239-2020.
Повний текст джерелаSuleev, Bakhtiar, and Bakyt Kurmasheva. "THEORETICAL FOUNDATIONS OF THE DEVELOPMENT OF A BULLDOZER DESIGN THROUGH THE USE OF MULTIVARIATE PARAMETRIC ANALYSIS." Вестник КазАТК 126, no. 3 (June 19, 2023): 74–81. http://dx.doi.org/10.52167/1609-1817-2023-126-3-74-81.
Повний текст джерелаPipan, Tanja, Mary C. Christman, and David C. Culver. "Abiotic Community Constraints in Extreme Environments: Epikarst Copepods as a Model System." Diversity 12, no. 7 (July 7, 2020): 269. http://dx.doi.org/10.3390/d12070269.
Повний текст джерелаJin, Xisong, and Thorsten Lehnert. "Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas." Dependence Modeling 6, no. 1 (February 7, 2018): 19–46. http://dx.doi.org/10.1515/demo-2018-0002.
Повний текст джерелаMacAfee, Allan W., and Samuel W. K. Wong. "Extreme Value Analysis of Tropical Cyclone Trapped-Fetch Waves." Journal of Applied Meteorology and Climatology 46, no. 10 (October 1, 2007): 1501–22. http://dx.doi.org/10.1175/jam2555.1.
Повний текст джерелаHammami, Hela, Julie Carreau, Luc Neppel, Sadok Elasmi, and Haifa Feki. "Smooth Spatial Modeling of Extreme Mediterranean Precipitation." Water 14, no. 22 (November 21, 2022): 3782. http://dx.doi.org/10.3390/w14223782.
Повний текст джерелаHitz, Adrien, and Robin Evans. "One-component regular variation and graphical modeling of extremes." Journal of Applied Probability 53, no. 3 (September 2016): 733–46. http://dx.doi.org/10.1017/jpr.2016.37.
Повний текст джерелаSun, Xudong, Mingxing Zhou, and Yize Sun. "Spectroscopy quantitative analysis cotton content of blend fabrics." International Journal of Clothing Science and Technology 28, no. 1 (March 7, 2016): 65–76. http://dx.doi.org/10.1108/ijcst-07-2015-0076.
Повний текст джерелаSatyanarayana Tani and Andreas Gobiet. "Quantile mapping for improving precipitation extremes from regional climate models." Journal of Agrometeorology 21, no. 4 (November 10, 2021): 434–43. http://dx.doi.org/10.54386/jam.v21i4.278.
Повний текст джерелаSilva, Renato Santos, and Fernando Ferraz Nascimento. "Extreme Value Theory Applied to r Largest Order Statistics Under the Bayesian Approach." Revista Colombiana de Estadística 42, no. 2 (July 1, 2019): 143–66. http://dx.doi.org/10.15446/rce.v42n2.70271.
Повний текст джерелаBenito Muela, Sonia, Carmen López-Martin, and 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, no. 1 (2023): 79–104. http://dx.doi.org/10.35944/jofrp.2022.11.1.005.
Повний текст джерелаSun, Xudong, and Ke Zhu. "Spectral dimensionality reduction for quantitative analysis of cotton content of blend fabrics." International Journal of Clothing Science and Technology 31, no. 3 (June 3, 2019): 326–38. http://dx.doi.org/10.1108/ijcst-07-2018-0091.
Повний текст джерелаMelina, Sukono, Herlina Napitupulu, and 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, no. 3 (March 14, 2023): 60. http://dx.doi.org/10.3390/risks11030060.
Повний текст джерелаRohmer, Jeremy, Pierre Gehl, Marine Marcilhac-Fradin, Yves Guigueno, Nadia Rahni, and Julien Clément. "Non-stationary extreme value analysis applied to seismic fragility assessment for nuclear safety analysis." Natural Hazards and Earth System Sciences 20, no. 5 (May 13, 2020): 1267–85. http://dx.doi.org/10.5194/nhess-20-1267-2020.
Повний текст джерелаGioia, Andrea, Maria Francesca Bruno, Vincenzo Totaro, and Vito Iacobellis. "Parametric Assessment of Trend Test Power in a Changing Environment." Sustainability 12, no. 9 (May 9, 2020): 3889. http://dx.doi.org/10.3390/su12093889.
Повний текст джерелаNaveau, Philippe, Alexis Hannart, and Aurélien Ribes. "Statistical Methods for Extreme Event Attribution in Climate Science." Annual Review of Statistics and Its Application 7, no. 1 (March 9, 2020): 89–110. http://dx.doi.org/10.1146/annurev-statistics-031219-041314.
Повний текст джерелаHassouneh, Islam, Teresa Serra, and Štefan Bojnec. "Nonlinearities in the Slovenian apple price transmission." British Food Journal 117, no. 1 (January 5, 2015): 461–78. http://dx.doi.org/10.1108/bfj-03-2014-0109.
Повний текст джерелаShortridge, J. E., S. D. Guikema, and B. F. Zaitchik. "Empirical streamflow simulation for water resource management in data-scarce seasonal watersheds." Hydrology and Earth System Sciences Discussions 12, no. 10 (October 28, 2015): 11083–127. http://dx.doi.org/10.5194/hessd-12-11083-2015.
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