Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Matias Heikkilä"'
Publikováno v:
Journal of Econometrics. 217:398-410
Dominicy et al. (2017) introduce a family of Hill estimators for elliptically distributed and heavy tailed random vectors. They propose to use the univariate Hill to a norm of order h of the data. The norms are homogeneous functions of order one. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e139b4bd7904d41228b4bfec4ad8d3d4
https://doi.org/10.1016/j.jeconom.2019.12.010
https://doi.org/10.1016/j.jeconom.2019.12.010
Publikováno v:
International Journal of Disaster Risk Reduction. 78:103121
Preparedness is a vital, future-oriented condition for societies. The way in which a society becomes prepared depends on how the threat landscape, as well as the needs and means to respond to it, are perceived. A State's imagination plays a crucial r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cdad173acd6b728023392e6a5709db87
https://doi.org/10.1016/j.ijdrr.2022.103121
https://doi.org/10.1016/j.ijdrr.2022.103121
Publikováno v:
Computational Statistics. 32:1481-1513
Modeling extreme events is of paramount importance in various areas of science — biostatistics, climatology, finance, geology, and telecommunications, to name a few. Most of these application areas involve multivariate data. Estimation of the extre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f7b3b87d88675e92ee62897d0548fd23
https://doi.org/10.1007/s00180-016-0706-y
https://doi.org/10.1007/s00180-016-0706-y
Modeling and understanding multivariate extreme events is challenging, but of great importance in various applications — e.g. in biostatistics, climatology, and finance. The separating Hill estimator can be used in estimating the extreme value inde
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::95bac3bd4f0e68fa1bd1a08a0e11cfcf
Autor:
Ulriika Leponiemi, Hanna Uotila, Matias Heikkilä, Soila Karreinen, Anna-Aurora Kork, Minna Koskimäki, Tuulia Lahtinen, Lasse Rautniemi
Publikováno v:
Tampere University
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::844cee0d98d8d503380a2bba864c9d83
https://researchportal.tuni.fi/en/publications/0bbfd58b-dd6c-4af2-bc51-dac2417cb6a3
https://researchportal.tuni.fi/en/publications/0bbfd58b-dd6c-4af2-bc51-dac2417cb6a3