Zobrazeno 1 - 10
of 124
pro vyhledávání: '"Padoan S."'
Autor:
Padoan, S. A., Rizzelli, Stefano
In many applied fields it is desired to make predictions with the aim of assessing the plausibility of more severe events than those already recorded to safeguard against calamities that have not yet occurred. This problem can be analysed using extre
Externí odkaz:
http://arxiv.org/abs/2311.11852
Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if each of i
Externí odkaz:
http://arxiv.org/abs/1707.08065
Let $X_1,X_2,\dots$ be independent and identically distributed random variables on the real line with a joint continuous distribution function $F$. The stochastic behavior of the sequence of subsequent records is well known. Alternatively to that, we
Externí odkaz:
http://arxiv.org/abs/1707.06254
Many applications in risk analysis, especially in environmental sciences, require the estimation of the dependence among multivariate maxima. A way to do this is by inferring the Pickands dependence function of the underlying extreme-value copula. A
Externí odkaz:
http://arxiv.org/abs/1405.5228
Publikováno v:
Statistical Science 2012, Vol. 27, No. 2, 199-201
Rejoinder to "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].
Comment: Published in at http://dx.doi.org/10.1214/12-STS376REJ the Statistical Science (http://www.imstat.org/sts/) by the
Comment: Published in at http://dx.doi.org/10.1214/12-STS376REJ the Statistical Science (http://www.imstat.org/sts/) by the
Externí odkaz:
http://arxiv.org/abs/1208.3577
Publikováno v:
Statistical Science 2012, Vol. 27, No. 2, 161-186
The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress i
Externí odkaz:
http://arxiv.org/abs/1208.3378
Publikováno v:
Journal of Applied Probability, 2018 Jan 01. 55(1), 43-53.
Externí odkaz:
https://www.jstor.org/stable/45277690
Akademický článek
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Publikováno v:
Statistical Science, 2012 May 01. 27(2), 199-201.
Externí odkaz:
https://www.jstor.org/stable/41714794
Publikováno v:
Journal of the American Statistical Association, 2010 Mar 01. 105(489), 263-277.
Externí odkaz:
https://www.jstor.org/stable/29747025