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Titre	Extreme Values, Regular Variation and Point Processes
Libéré	2 years 0 day ago
Classification	MP3 192 kHz
Des pages	239 Pages
Taille	1,371 KB
Temps	46 min 04 seconds
Fichier	extreme-values-regul_P7ULD.pdf
	extreme-values-regul_iRMDx.mp3

Extreme Values, Regular Variation and Point Processes

Catégorie: Informatique et Internet, Famille et bien-être
Auteur: Roxane Gay
Éditeur: Yuyuko Takemiya, Joseph D'Amelio
Publié: 2019-06-04
Écrivain: Jolene Gear, Richard Roll
Langue: Albanais, Arabe, Turc, Breton
Format: pdf, eBook Kindle

- Extreme Values, Regular Variation and Point Processes - Resnick, Sidney I. - Livres - Extreme Values, Regular Variation and Point Processes

Rapport de stage - Probabilistic and statistical modeling. RESNICK, S. I. (2008). Extreme values, regular variation and point processes. Springer Series in Opera- tions Research and ...

Long memory and self-similar processes - [Beran (1994)] Beran, J. Statistics for Long-Memory Processes, Chapman and Hall, ... S. Extreme values, regular variation and point processes, Springer-Verlag, ...

J. Beirlant, J. Vynckier, and . Teugels, Excess Functions and ... - J. Pickands, Statistical inference using extreme-order statistics, Annals of Statistics, ... S. Resnick, Extreme Values, regular Variation, and Point Process, 1987. ?

High-dimensional Learning for Extremes - 26 Oct 2020 ... 3.5.5 From the extreme values to the whole dataset . . . . . . . . . . . . . . . . . . 127 ... 4.4 Regular variation via the minimum of the marginals . ... D'un point de vue théorique, on est ramené à l'étude de la norme du vecteur X et ... La Section 2.5 propose une comparaison de cette procédure avec celle proposée par ...

Clément Dombry - ... j'ai aussi pu organiser le "workshop on Extreme Value Theory, with emphazis on ... , erger, Hidden regular variation for point processes and ...

Charles Tillier - UVSQ - Hidden Regular Variations for Point Processes and the single/multiple large point ... Extreme values Statistics for Markov chains with applications to Finance and ...

Extremes of independent stochastic processes: a point process approach - For each $n\geq 1$, let $\X_i, 1\leq i\leq n \$ be independent copies of a nonnegative continuous stochastic process $X_n = (X_n (s))_s∈S$ indexed by a compact metric space S. We are interested in the process of partial maxima $\tilde M_n (t, s) = \max\X_i(s), 1\leq i\leq [nt]\, t\geq 0, S\in S$ where the brackets [ · ] denote the integer part. Under a regular variation condition on the sequence of processes $X_n$ , we prove that the partial maxima process $\tilde M_n$ weakly converges to a superextremal process $\tilde M$ as $n\to\infty$. We use a point process approach based on the convergence of empirical measures. Properties of the limit process are investigated: we characterize its finite-dimensional distributions, prove that it satisfies an homogeneous Markov property, and show in some cases that it is max-stable and self-similar. Convergence of further order statistics is also considered. We illustrate our results on the class of log-normal processes in connection with some recent results on

Charles Tillier - UVSQ - Hidden Regular Variations for Point Processes and the single/multiple large point heuristic. 04/2019: 8ème RJS de la SFDS, Porquerolles. Empirical weighted risk ...

Théorie des valeurs extrêmes multivariées - ² détaille l'approche variation régulière multivariée. • Resnick. Extreme values, point processes and regular variation. Springer Verlag,. New York, 1987.

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