Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Johanna Nešlehová"'
Publikováno v:
Journal of Probability and Statistics, Vol 2010 (2010)
Externí odkaz:
https://doaj.org/article/f10c6ff9ff2947609afb7ae461873c54
Autor:
Johanna Nešlehová, Christian Genest
Publikováno v:
International Statistical Review. 88:521-547
Paul Embrechts was born in Schoten, Belgium, on 3 February 1953. He holds a Licentiaat in Mathematics from Universiteit Antwerpen (1975) and a DSc from Katholieke Universiteit Leuven (1979), where he was also a Research Assistant from 1975 to 1983. H
Analyses of environmental phenomena often are concerned with understanding unlikely events such as floods, heatwaves, droughts or high concentrations of pollutants. Yet the majority of the causal inference literature has focused on modelling means, r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8b6caf2b1cfd64b4d224461bceb50ab
http://arxiv.org/abs/2109.03757
http://arxiv.org/abs/2109.03757
Publikováno v:
Dependence Modeling, Vol 7, Iss 1, Pp 279-291 (2019)
Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sampl
Publikováno v:
Journal of Multivariate Analysis. 172:1-4
Publikováno v:
Journal of the Royal Statistical Society Series C: Applied Statistics. 68:831-858
Summary A simple strategy is proposed to model total accumulation in non-overlapping clusters of extreme values from a stationary series of daily precipitation. Assuming that each cluster contains at least one value above a high threshold, the cluste
Publikováno v:
Canadian Journal of Statistics. 47:182-203
ENTHIS LINK GOES TO A ENGLISH SECTIONFRTHIS LINK GOES TO A FRENCH SECTION This article proposes a new model for right‐censored survival data with multi‐level clustering based on the hierarchical Kendall copula model of Brechmann (2014) with Archi
Publikováno v:
Biometrika. 106:47-68
SUMMARY Statistics are proposed for testing the hypothesis that arbitrary random variables are mutually independent. The tests are consistent and well behaved for any marginal distributions; they can be used, for example, for contingency tables which
Publikováno v:
Ann. Statist. 48, no. 2 (2020), 1025-1051
Annals of Statistics
Annals of Statistics, Institute of Mathematical Statistics, In press
Annals of Statistics
Annals of Statistics, Institute of Mathematical Statistics, In press
Archimax copula models can account for any type of asymptotic dependence between extremes and at the same time capture joint risks at medium levels. An Archimax copula is characterized by two functional parameters: the stable tail dependence function
Autor:
Léo R. Belzile, Johanna Nešlehová
Publikováno v:
Journal of Multivariate Analysis. 160:68-92
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