Zobrazeno 1 - 5 of 5 pro vyhledávání: '"Johanna G. Nešlehová"'
3
Hypothesis tests for structured rank correlation matrices
Autor: Samuel Perreault, Johanna G. Nešlehová, Thierry Duchesne
Joint modeling of a large number of variables often requires dimension reduction strategies that lead to structural assumptions of the underlying correlation matrix, such as equal pair-wise correlations within subsets of variables. The underlying cor
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::28795bfef5c0222fa5ed75abed203bcd
http://arxiv.org/abs/2007.09738
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4
Modélisation de la dépendance entre pré-extrêmes
Autor: Chatelain, Simon
Publikováno v: Statistics [math.ST]. Université de Lyon; McGill university (Montréal, Canada), 2019. English. ⟨NNT : 2019LYSE1267⟩
In various applications in environmental sciences, finance, insurance or risk management, joint extremal behavior between random variables is of particular interest. For example, this plays a central role in assessing risks of natural disasters. Miss
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______2592::12745a752d974f384d5c25f8bee68d4f
https://tel.archives-ouvertes.fr/tel-02478874/document
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5
Modeling the dependence of pre-asymptotic extremes
Autor: Chatelain, Simon
Publikováno v: Statistics [math.ST]. Université de Lyon; McGill university (Montréal, Canada), 2019. English. ⟨NNT : 2019LYSE1267⟩
In various applications in environmental sciences, finance, insurance or risk management, joint extremal behavior between random variables is of particular interest. For example, this plays a central role in assessing risks of natural disasters. Miss
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::12745a752d974f384d5c25f8bee68d4f
https://theses.hal.science/tel-02478874
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