Zobrazeno 1 - 10
of 365
pro vyhledávání: '"Stéphane Girard"'
Autor:
Stéphane Girard, Gilles Stupfler
Publikováno v:
Revstat Statistical Journal, Vol 15, Iss 1 (2017)
Central properties of geometric quantiles have been well-established in the recent statistical literature. In this study, we try to get a grasp of how extreme geometric quantiles behave. Their asymptotics are provided, both in direction and magnitude
Externí odkaz:
https://doaj.org/article/07211ca6ce6a4453a1361bc25bbc897a
Publikováno v:
Remote Sensing, Vol 9, Iss 10, p 993 (2017)
Grasslands represent a significant source of biodiversity that is important to monitor over large extents. The Spectral Variation Hypothesis (SVH) assumes that the Spectral Heterogeneity (SH) measured from remote sensing data can be used as a proxy f
Externí odkaz:
https://doaj.org/article/c1e682c2441c4e47bd45c163b3a9bdff
Publikováno v:
Remote Sensing, Vol 9, Iss 7, p 688 (2017)
This paper deals with the classification of grasslands using high resolution satellite image time series. Grasslands considered in this work are semi-natural elements in fragmented landscapes, i.e., they are heterogeneous and small elements. The firs
Externí odkaz:
https://doaj.org/article/23a0b569a46d4e6ca6c81480028d7ca6
Publikováno v:
Revstat Statistical Journal, Vol 11, Iss 3 (2013)
The extreme-value index γ is an important parameter in extreme-value theory since it controls the first order behavior of the distribution tail. In the literature, numerous estimators of this parameter have been proposed especially in the case of he
Externí odkaz:
https://doaj.org/article/7e35444eca92468a87a80f4e8cf60d1e
Autor:
Laurent Gardes, Stéphane Girard
Publikováno v:
Revstat Statistical Journal, Vol 4, Iss 2 (2006)
We address the problem of estimating the Weibull tail-coefficient which is the regular variation exponent of the inverse failure rate function. We propose a family of estimators of this coefficient and an associate extreme quantile estimator. Their a
Externí odkaz:
https://doaj.org/article/0b99e095d2eb46ffabf009dbc91bc752
This book includes the lectures given during the third session of the School of Statistics for Astrophysics that took place at Autrans, near Grenoble, in France, in October 2017. The subject is Bayesian Methodology.The interest of this statistical ap
Publikováno v:
Journal of Statistical Planning and Inference
Journal of Statistical Planning and Inference, 2023, 225, pp.146-170. ⟨10.1016/j.jspi.2022.12.001⟩
Journal of Statistical Planning and Inference, 2023, 225, pp.146-170. ⟨10.1016/j.jspi.2022.12.001⟩
International audience; Expectiles form a family of risk measures that have recently gained interest over the more common value-at-risk or return levels, primarily due to their capability to be determined by the probabilities of tail values and magni
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aff56b9c74d8026868b04de7f22ecc5e
https://inria.hal.science/hal-03428827v2/file/main.pdf
https://inria.hal.science/hal-03428827v2/file/main.pdf
Publikováno v:
EcoSta 2022-5th International Conference on Econometrics and Statistics
EcoSta 2022-5th International Conference on Econometrics and Statistics, Jun 2022, Kyoto, Japan
Extremes
Extremes, In press
Compstat 2022-24th International Conference on Computational Statistics
Compstat 2022-24th International Conference on Computational Statistics, Aug 2022, Bologna, Italy
EcoSta 2022-5th International Conference on Econometrics and Statistics, Jun 2022, Kyoto, Japan
Extremes
Extremes, In press
Compstat 2022-24th International Conference on Computational Statistics
Compstat 2022-24th International Conference on Computational Statistics, Aug 2022, Bologna, Italy
International audience; Weissman extrapolation methodology for estimating extreme quantiles from heavy-tailed distributions is based on two estimators: an order statistic to estimate an intermediate quantile and an estimator of the tail-index. The co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ca612f4a8882324462792f478b255eb3
https://hal.science/hal-03688584
https://hal.science/hal-03688584
Autor:
Laurent Gardes, Stéphane Girard
Publikováno v:
Test
Test, Spanish Society of Statistics and Operations Research/Springer, 2021, 30, pp.884--907. ⟨10.1007/s11749-021-00754-2⟩
Test, 2021, 30, pp.884--907. ⟨10.1007/s11749-021-00754-2⟩
Test, Spanish Society of Statistics and Operations Research/Springer, 2021, 30, pp.884--907. ⟨10.1007/s11749-021-00754-2⟩
Test, 2021, 30, pp.884--907. ⟨10.1007/s11749-021-00754-2⟩
We propose a new measure of variability in the tail of a distribution by applying a Box–Cox transformation of parameter $$p \ge 0$$ to the tail-Gini functional. It is shown that the so-called Box–Cox Tail Gini Variability measure is a valid varia
Autor:
Stéphane Girard
Publikováno v:
@nalyses. Revue des littératures franco-canadiennes et québécoise. 15:141-169