Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Rohrbeck, Christian"'
Regression analysis under the assumption of monotonicity is a well-studied statistical problem and has been used in a wide range of applications. However, there remains a lack of a broadly applicable methodology that permits information borrowing, fo
Externí odkaz:
http://arxiv.org/abs/2305.17711
Autor:
Rohrbeck, Christian, Tawn, Jonathan A
A key aspect where extreme values methods differ from standard statistical models is through having asymptotic theory to provide a theoretical justification for the nature of the models used for extrapolation. In multivariate extremes many different
Externí odkaz:
http://arxiv.org/abs/2209.10936
Autor:
Rohrbeck, Christian, Cooley, Daniel
Publikováno v:
Annals of Applied Statistics 17(2): 1333-1352, June 2023
Hazard event sets, a collection of synthetic extreme events over a given period, are important for catastrophe modelling. This paper addresses the issue of generating event sets of extreme river flow for northern England and southern Scotland, a regi
Externí odkaz:
http://arxiv.org/abs/2106.00630
Publikováno v:
Bayesian Analysis. 2023 Mar; 18(1): 193-221
Compared to the nominal scale, the ordinal scale for a categorical outcome variable has the property of making a monotonicity assumption for the covariate effects meaningful. This assumption is encoded in the commonly used proportional odds model, bu
Externí odkaz:
http://arxiv.org/abs/2007.01390
Autor:
Rohrbeck, Christian, Tawn, Jonathan A
To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering methods which
Externí odkaz:
http://arxiv.org/abs/1906.08522
Autor:
Rohrbeck, Christian
Severe weather events, for instance, heavy rainfall, snow-melt or droughts, cause large losses of lives and money every year. Insurance companies offer some form of protection against such undesirable outcomes, and decision makers want to take precau
Externí odkaz:
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.713173
Autor:
Rohrbeck, Christian, Tawn, Jonathan A.
Publikováno v:
Stat; Dec2024, Vol. 13 Issue 1, p1-13, 13p
We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology which allows f
Externí odkaz:
http://arxiv.org/abs/1605.06025
Publikováno v:
The Annals of Applied Statistics, 2018 Mar 01. 12(1), 246-282.
Externí odkaz:
https://www.jstor.org/stable/26542528
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.