Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Yves Dominicy"'
Autor:
Corinne Sinner, Yves Dominicy, Julien Trufin, Wout Waterschoot, Patrick Weber, Christophe Ley
Publikováno v:
International Statistical Review. 91:35-54
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
This book inscribes itself in the growing context of sports analytics and the combination of data science with sports medicine, which deeply impact the world of sports. Today, ever-more data are being collected and lead to ground-breaking and game-ch
Publikováno v:
Journal of experimental social psychology
A look at the psychology literature reveals that researchers still seem to encounter difficulties in coping with multivariate outliers. Multivariate outliers can severely distort the estimation of population parameters. Detecting multivariate outlier
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
This book presents the field of sports statistics to two very distinct target audiences, namely academicians, in order to raise their interest in this growing field, and, on the other hand, sports fans, who, even without advanced mathematical knowled
Publikováno v:
International Statistical Review. 85:108-142
Summary We propose two classes of semi-parametric estimators for the tail index of a regular varying elliptical random vector. The first one is based on the distance between a tail probability contour and the observations outside this contour. We den
Publikováno v:
Journal of sports sciences. 36(23)
We propose a new performance measure for table tennis players: the mutual point-winning probabilities (MPW) as server and receiver. The MPWs quantify a player's chances to win a point against a given opponent, and hence nicely complement the classica
Publikováno v:
Statistics & Probability Letters. 83:28-36
We establish the asymptotic normality of marginal sample quantiles for S -mixing vector stationary processes. S -mixing is a recently introduced and widely applicable notion of dependence. Results of some Monte Carlo simulations are given.
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