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of 26
pro vyhledávání: '"Belzile, Léo R."'
The EVA 2023 data competition consisted of four challenges, ranging from interval estimation for very high quantiles of univariate extremes conditional on covariates, point estimation of unconditional return levels under a custom loss function, to es
Externí odkaz:
http://arxiv.org/abs/2312.13517
Autor:
Belzile, Léo R.
The longevity R package provides provide maximum likelihood estimation routine for modelling of survival data that are subject to non-informative censoring and truncation mechanisms. It includes a selection of 12 parametric models of varying complexi
Externí odkaz:
http://arxiv.org/abs/2311.09971
This paper introduces a novel density estimator supported on $d$-dimensional half-spaces. It stands out as the first asymmetric kernel smoother for half-spaces in the literature. Using the multivariate inverse Gaussian (MIG) density from Minami (2003
Externí odkaz:
http://arxiv.org/abs/2209.04757
This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (2006) and Gilleland et al. (2013), here with a focus on numerical challenges. We provide a comparat
Externí odkaz:
http://arxiv.org/abs/2205.07714
There is sustained and widespread interest in understanding the limit, if any, to the human lifespan. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social security systems
Externí odkaz:
http://arxiv.org/abs/2104.07843
Autor:
Belzile, Léo R., Davison, Anthony C.
We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether higher-order app
Externí odkaz:
http://arxiv.org/abs/2007.10780
Publikováno v:
Belzile LR, Davison AC, Rootz\'en H, Zholud D. 2021 Human mortality at extreme age. R. Soc. Open Sci. 8: 202097
We use a combination of extreme value theory, survival analysis and computer-intensive methods to analyze the mortality of Italian and French semi-supercentenarians for whom there are validated records. After accounting for the effects of the samplin
Externí odkaz:
http://arxiv.org/abs/2001.04507
Akademický článek
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Autor:
Belzile, Léo R.1 (AUTHOR) leo.belzile@hec.ca, Dutang, Christophe2 (AUTHOR), Northrop, Paul J.3 (AUTHOR), Opitz, Thomas4 (AUTHOR)
Publikováno v:
Extremes. Dec2023, Vol. 26 Issue 4, p595-638. 44p.
Autor:
Belzile, Léo R., Nešlehová, Johanna G.
Publikováno v:
Journal of Multivariate Analysis, 160C, pp. 68-92 (2017)
Liouville copulas, which were introduced in McNeil and Neslehova (2010), are asymmetric generalizations of the ubiquitous Archimedean copula class. They are the dependence structures of scale mixtures of Dirichlet distributions, also called Liouville
Externí odkaz:
http://arxiv.org/abs/1704.03377