Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Stefano Rizzelli"'
Autor:
Simone A. Padoan, Stefano Rizzelli
Publikováno v:
The Annals of Statistics. 50
Predicting extreme events is important in many applications in risk analysis. The extreme-value theory suggests modelling extremes by max-stable distributions. The Bayesian approach provides a natural framework for statistical prediction. Although va
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::55a8432acd7da5851a9356a36f88cc0d
https://doi.org/10.1214/21-aos2160
https://doi.org/10.1214/21-aos2160
Publikováno v:
Journal of Multivariate Analysis
Journal of Multivariate Analysis, Elsevier, 2018, 167, pp.114-135. ⟨10.1016/j.jmva.2018.04.009⟩
Journal of Multivariate Analysis, Elsevier, 2018, 167, pp.114-135. ⟨10.1016/j.jmva.2018.04.009⟩
International audience; An important topic of the multivariate extreme-value theory is to develop probabilistic models and statistical methods to describe and measure the strength of dependence among extreme observations. The theory is well establish
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea560f2723d2059d1f58582044c65cb7
https://doi.org/10.1016/j.jmva.2018.04.009
https://doi.org/10.1016/j.jmva.2018.04.009
It is well known and readily seen that the maximum of n independent and uniformly on [0, 1] distributed random variables, suitably standardised, converges in total variation distance, as n increases, to the standard negative exponential distribution.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d30aa13ee257429f598a3c6395598dd
http://arxiv.org/abs/1903.10596
http://arxiv.org/abs/1903.10596
Autor:
TRONCHIN, LAMBERTO, Stefano Rizzelli
The vibrato on string instruments has been investigated as interaction between frequency modulation (FM) and amplitude modulation (AM). In order to evaluate the role of FM and AM, individually and as a whole in perceiving vibrato, three different kin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4094::fee9a49c2134fda500f88ba060373551
http://hdl.handle.net/11585/506571
http://hdl.handle.net/11585/506571
Empirical Bayes methods are often thought of as a bridge between classical and Bayesian inference. In fact, in the literature the term empirical Bayes is used in quite diverse contexts and with different motivations. In this article, we provide a bri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a22e2e8ebc79d1c434deec01770925e
http://hdl.handle.net/11562/927954
http://hdl.handle.net/11562/927954
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::274795122c2e731db6e2187aef65906e
https://infoscience.epfl.ch/record/279335
https://infoscience.epfl.ch/record/279335