Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Antoine Schorgen"'
Publikováno v:
Revstat Statistical Journal, Vol 12, Iss 2 (2014)
A strong statistical research effort has been devoted in multivariate extreme value theory in order to assess the strength of dependence among extremes. This topic is particularly difficult in the case where block maxima are near independence. In thi
Externí odkaz:
https://doaj.org/article/d063e3f9b42f48f69721913382f25fdd
Publikováno v:
Statistics
Statistics, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2014, 48 (4), ⟨10.1080/02331888.2013.800064⟩
Goegebeur, Y, Guillou, A & Schorgen, A 2014, ' Nonparametric regression estimation of conditional tails : The random covariate case ', Statistics, vol. 48, no. 4, pp. 732-755 . https://doi.org/10.1080/02331888.2013.800064
Statistics, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2014, 48 (4), ⟨10.1080/02331888.2013.800064⟩
Goegebeur, Y, Guillou, A & Schorgen, A 2014, ' Nonparametric regression estimation of conditional tails : The random covariate case ', Statistics, vol. 48, no. 4, pp. 732-755 . https://doi.org/10.1080/02331888.2013.800064
International audience; We present families of nonparametric estimators for the conditional tail index of a Pareto-type distribution in the presence of random covariates. These families are constructed from locally weighted sums of power transformati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25b8c40ccf3596b637670490e55e2c47
https://hal.archives-ouvertes.fr/hal-01312934/document
https://hal.archives-ouvertes.fr/hal-01312934/document
Publikováno v:
Journal of Statistical Planning and Inference
Journal of Statistical Planning and Inference, 2012, 142 (6), pp.1586-1598. ⟨10.1016/j.jspi.2012.01.011⟩
Journal of Statistical Planning and Inference, Elsevier, 2012, 142 (6), pp.1586-1598. ⟨10.1016/j.jspi.2012.01.011⟩
Journal of Statistical Planning and Inference, 2012, 142 (6), pp.1586-1598. ⟨10.1016/j.jspi.2012.01.011⟩
Journal of Statistical Planning and Inference, Elsevier, 2012, 142 (6), pp.1586-1598. ⟨10.1016/j.jspi.2012.01.011⟩
International audience; This paper deals with the estimation of an extreme value index of a heavy-tailed distribution in the presence of covariates. A class of estimators is proposed in this context and its asymptotic normality established under mild
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e45f356c5d30f44533cb4285c0e4b195
https://inria.hal.science/inria-00578479
https://inria.hal.science/inria-00578479
Publikováno v:
Goegebeur, Y, Guillou, A & Schorgen, A 2012 ' Nonparametric regression estimation of conditional tails-the random covariate case ' .
University of Southern Denmark
University of Southern Denmark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::66dc63eb71b7af1fcf2daa7319a32c48
https://portal.findresearcher.sdu.dk/da/publications/0422747f-4ccb-40a3-a1f7-e70f2d3d6dc6
https://portal.findresearcher.sdu.dk/da/publications/0422747f-4ccb-40a3-a1f7-e70f2d3d6dc6