المؤلفون: Yuqing Zhang, Kai Wang, Junjie Ren, Yixuan Liu, Fei Ma, Tenglong Li, Ying Chen, Chengxiu Ling

المصدر: BMC Public Health, Vol 24, Iss 1, Pp 1-14 (2024)

مصطلحات موضوعية: Extremal dependence, Bivariate peaks-over-threshold, Extreme temperature and mortality, ARIMA modeling, Public aspects of medicine, RA1-1270

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1471-2458

URL الوصول: https://doaj.org/article/74e300f9a8d949e5ab794ac5f65b1d8b

المؤلفون: Maume-Deschamps, Véronique, Ribereau, Pierre, Zeidan, Manal

المساهمون: Université Claude Bernard Lyon 1 (UCBL), Université de Lyon, Probabilités, statistique, physique mathématique (PSPM), Institut Camille Jordan (ICJ), École Centrale de Lyon (ECL), Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Institut National des Sciences Appliquées de Lyon (INSA Lyon), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Jean Monnet - Saint-Étienne (UJM)-Centre National de la Recherche Scientifique (CNRS)-École Centrale de Lyon (ECL), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Jean Monnet - Saint-Étienne (UJM)-Centre National de la Recherche Scientifique (CNRS), University of Mosul, Iraq

المصدر: ISSN: 2211-6753 ; Spatial Statistics ; https://hal.science/hal-04597474 ; Spatial Statistics, 2024, 64, pp.100860. ⟨10.1016/j.spasta.2024.100860⟩.

مصطلحات موضوعية: Spatio-temporal processes, Max-stable mixture processes, Non-stationary extremal dependence, Climate change, [STAT]Statistics [stat]

الاتاحة: https://hal.science/hal-04597474
https://hal.science/hal-04597474v2/document
https://hal.science/hal-04597474v2/file/A%20spatio-temporal%20model.pdf
https://doi.org/10.1016/j.spasta.2024.100860

المؤلفون: Asenova, Stefka, Segers, Johan

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

المصدر: Advances in Applied Probability, (2024)

مصطلحات موضوعية: Max-linear model, heavy tails, extremal dependence, conditional dependence, probabilistic graphical model, directed acyclic graph, tournaments, extremes

Relation: boreal:282929; http://hdl.handle.net/2078.1/282929; urn:ISSN:0001-8678; urn:EISSN:1475-6064

الاتاحة: http://hdl.handle.net/2078.1/282929
https://doi.org/10.1017/apr.2023.46

المؤلفون: Lee, Junho, Carvalho, Miguel de, Rua, António, Avila, Julio

المساهمون: NOVA School of Business and Economics (NOVA SBE)

مصطلحات موضوعية: Bayesian P-splines, Asymptotic (in)dependence, Extreme value theory, International equity markets, Non-stationary extremes, Time-varying extremal dependence

Relation: PURE: 84411831; PURE UUID: af29ca3b-9161-41cf-8ffa-8ef16ff859d5; WOS: 001163291800001; http://hdl.handle.net/10362/164361; https://doi.org/10.1093/jrsssc/qlae002

الاتاحة: http://hdl.handle.net/10362/164361
https://doi.org/10.1093/jrsssc/qlae002

المؤلفون: Zhiyan Cai, Yuqing Zhang, Tenglong Li, Ying Chen, Chengxiu Ling

المصدر: One Health, Vol 17, Iss , Pp 100636- (2023)

مصطلحات موضوعية: Extremal dependence, Multivariate peaks-over-threshold, ARIMA, Extreme precipitation, Infectious diseases, Medicine (General), R5-920

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2352771423001568; https://doaj.org/toc/2352-7714

URL الوصول: https://doaj.org/article/42e8ed074e1247ae94bdbedf5072d5b6

المؤلفون: Kley, Oliver, Klüppelberg, Claudia, Paterlini, Sandra

مصطلحات موضوعية: Quantitative Finance - Risk Management, Bipartite graph, Estimation, Expected Shortfall, Extremal dependence, Operational Risk, Quantile risk measure, Value-at-Risk

URL الوصول: http://arxiv.org/abs/1902.03041

المؤلفون: Serre-Combe, Chloé, Meyer, Nicolas, Opitz, Thomas, Toulemonde, Gwladys

المساهمون: Institut Montpelliérain Alexander Grothendieck (IMAG), Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM), Littoral, Environment: MOdels and Numerics (LEMON), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Institut Montpelliérain Alexander Grothendieck (IMAG), Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Hydrosciences Montpellier (HSM), Institut de Recherche pour le Développement (IRD)-Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Institut de Recherche pour le Développement (IRD)-Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS), Biostatistique et Processus Spatiaux (BioSP), Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), SFdS

المصدر: JDS 2023 - 54e Journées de Statistique de la SFds ; https://hal.science/hal-04374113 ; JDS 2023 - 54e Journées de Statistique de la SFds, SFdS, Jul 2023, Bruxelles, Belgium ; https://jds2023.sciencesconf.org/

مصطلحات موضوعية: High spatial and temporal resolution, Extremal dependence, Extreme Value Statistics, Rainfall, Extended Generalized Pareto Distribution, [STAT]Statistics [stat], [STAT.AP]Statistics [stat]/Applications [stat.AP]

جغرافية الموضوع: Bruxelles, Belgium

الاتاحة: https://hal.science/hal-04374113
https://hal.science/hal-04374113v1/document
https://hal.science/hal-04374113v1/file/jds.pdf

المؤلفون: Serre-Combe, Chloé, Meyer, Nicolas, Opitz, Thomas, Toulemonde, Gwladys

المساهمون: Institut Montpelliérain Alexander Grothendieck (IMAG), Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM), Littoral, Environment: MOdels and Numerics (LEMON), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Institut Montpelliérain Alexander Grothendieck (IMAG), Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Hydrosciences Montpellier (HSM), Institut de Recherche pour le Développement (IRD)-Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université de Montpellier (UM)-Institut de Recherche pour le Développement (IRD)-Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS), Biostatistique et Processus Spatiaux (BioSP), Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), Bocconi University

المصدر: EVA 2023 - 13th International Conference on Extreme Value Analysis ; https://hal.science/hal-04374090 ; EVA 2023 - 13th International Conference on Extreme Value Analysis, Jun 2023, Milano, Italy

مصطلحات موضوعية: Extreme value statistics, Rainfall, Extended Generalized Pareto Distribution, High spatial and temporal resolution, Extremal dependence, Dependence modeling, [STAT]Statistics [stat], [STAT.AP]Statistics [stat]/Applications [stat.AP]

جغرافية الموضوع: Milano, Italy

الاتاحة: https://hal.science/hal-04374090
https://hal.science/hal-04374090v1/document
https://hal.science/hal-04374090v1/file/EVA_2023.pdf

المؤلفون: Abdelaziz Chaqdid, Alexandre Tuel, Abdelouahad El Fatimy, Nabil El Moçayd

المصدر: Weather and Climate Extremes, Vol 40, Iss , Pp 100556- (2023)

مصطلحات موضوعية: Extreme precipitation, Extremal dependence, Regional clustering, Climate drivers, Morocco, Meteorology. Climatology, QC851-999

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2212094723000099; https://doaj.org/toc/2212-0947

URL الوصول: https://doaj.org/article/fb1c5ef698774f829b37f58b6da6cdc7

المؤلفون: Simpson, Emma, Opitz, Thomas, Wadsworth, Jennifer L

المصدر: Extremes (2023) (In press).

مصطلحات موضوعية: extremal dependence, conditional extremes model, latent Gaussian model, spatial extremes, threshold exceedances

وصف الملف: text

Relation: https://discovery.ucl.ac.uk/id/eprint/10167322/7/Simpson_s10687-023-00468-8.pdf; https://discovery.ucl.ac.uk/id/eprint/10167322/

الاتاحة: https://discovery.ucl.ac.uk/id/eprint/10167322/7/Simpson_s10687-023-00468-8.pdf
https://discovery.ucl.ac.uk/id/eprint/10167322/

المؤلفون: Jurado, Oscar E., Oesting, Marco, Rust, Henning W.

مصطلحات موضوعية: Max-stable process, Extreme rainfall modeling, Bayesian statistics, Extremal dependence, ddc:551

وصف الملف: 19 Seiten; application/pdf

Relation: https://refubium.fu-berlin.de/handle/fub188/37811; http://dx.doi.org/10.17169/refubium-37524

الاتاحة: https://refubium.fu-berlin.de/handle/fub188/37811
https://doi.org/10.17169/refubium-37524
https://doi.org/10.1007/s00477-022-02375-z

المؤلفون: Murendeni Maurel Nemukula, Caston Sigauke, Hector Chikoore, Alphonce Bere

المصدر: Climate, Vol 11, Iss 2, p 46 (2023)

مصطلحات موضوعية: clustering, climate extremes, extremal dependence, spatial dependence, Science

Relation: https://www.mdpi.com/2225-1154/11/2/46; https://doaj.org/toc/2225-1154; https://doaj.org/article/4d4d314df41b4d1fb15a340eaaf9da1a

الاتاحة: https://doi.org/10.3390/cli11020046
https://doaj.org/article/4d4d314df41b4d1fb15a340eaaf9da1a

المؤلفون: Padoan, Simone A., Stupfler, Gilles

المساهمون: Padoan, Simone A., Stupfler, Gilles

مصطلحات موضوعية: EXPECTILES, EXTREMAL DEPENDENCE, HEAVY TAILS, JOINT CONVERGENCE, JOINT INFERENCE, TAIL COPULA, TESTING

وصف الملف: PRINT + ONLINE

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000766619100012; volume:28; issue:2; firstpage:1021; lastpage:1048; journal:BERNOULLI; http://hdl.handle.net/11565/4040028; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85126489288; https://projecteuclid.org/journals/bernoulli/volume-28/issue-2/Joint-inference-on-extreme-expectiles-for-multivariate-heavy-tailed-distributions/10.3150/21-BEJ1375.full

الاتاحة: http://hdl.handle.net/11565/4040028
https://doi.org/10.3150/21-BEJ1375
https://projecteuclid.org/journals/bernoulli/volume-28/issue-2/Joint-inference-on-extreme-expectiles-for-multivariate-heavy-tailed-distributions/10.3150/21-BEJ1375.full

المؤلفون: Padoan, Simone, A., Stupfler, Gilles

المساهمون: Department of Decision Sciences, Bocconi University, Bocconi University Milan, Italy, Ecole Nationale de la Statistique et de l'Analyse de l'Information Bruz (ENSAI), Centre de Recherche en Économie et Statistique (CREST), Ecole Nationale de la Statistique et de l'Analyse de l'Information Bruz (ENSAI)-École polytechnique (X), Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-École Nationale de la Statistique et de l'Administration Économique (ENSAE Paris)-Centre National de la Recherche Scientifique (CNRS), ANR-19-CE40-0013,ExtremReg,Régression extrême avec applications à l'économétrie, l'environnement et à la finance(2019)

المصدر: ISSN: 1350-7265 ; Bernoulli ; https://hal.science/hal-02902667 ; Bernoulli, 2022, 28 (2), pp.1021-1048.

مصطلحات موضوعية: Asymmetric least squares, Expectiles, Extremal dependence, Heavy tails, Joint convergence, Joint inference, Tail copula, Testing, [STAT]Statistics [stat], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

الاتاحة: https://hal.science/hal-02902667
https://hal.science/hal-02902667v3/document
https://hal.science/hal-02902667v3/file/BEJ1375_main.pdf

المؤلفون: Rohrbeck, Christian, Eastoe, Emma F., Frigessi, Arnoldo, Tawn, Jonathan A.

المصدر: The Annals of Applied Statistics, 2018 Mar 01. 12(1), 246-282.

URL الوصول: https://www.jstor.org/stable/26542528

المؤلفون: Asenova, Stefka, Segers, Johan

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

مصطلحات موضوعية: Max-linear model, eavy tails, extremal dependence, conditional dependence, probabilistic graphical model, directed acyclic graph, tournaments, extremes

Relation: boreal:265639; http://hdl.handle.net/2078.1/265639

الاتاحة: http://hdl.handle.net/2078.1/265639

المؤلفون: S. Khrushchev E., С. Хрущев Е.

المصدر: Vestnik NSUEM; № 1 (2021); 161-167 ; Вестник НГУЭУ; № 1 (2021); 161-167 ; 2073-6495

مصطلحات موضوعية: copula, Gaussian distribution, extremal dependence coefficients, COVID-19 coronavirus infection, копула, гауссовское распределение, коэффициенты экстремальной зависимости, коронавирусная инфекция COVID-19

وصف الملف: application/pdf

Relation: https://nsuem.elpub.ru/jour/article/view/1853/965; Фантаццини Д. Моделирование многомерных распределений с использованием копула-функций. I // Прикладная эконометрика. 2011. № 2 (22). С. 98–134.; Ane T., Kharoubi C. Dependence structure and risk measure. J. Business. 2003. 76:3. P. 411–438.; Cherubini U., Vecchiato W., Luciano E. Copula methods in finance. Wiley, 2004.; Joe H. Multivariate models and dependence concepts. London: Chapman Hall, 1997.; Junker M., May A. Measurement of aggregate risk with copulas. Econom. J. 2005. 8:3. P. 428–454.; Lambert P., Vandenhende F. A copula-based model for multivariate non-normal longitudinal data: analysis of a dose titration safety study on a new antidepressant. Statistics in Medicine. 2002. 21. P. 3197–3217.; Malevergne Y., Sornette D. Extreme financial risks (From dependence to risk management). Heidelberg: Springer, 2006.; Nelsen R.B. An introduction to copulas. Lecture Notes in Statistics, 2nd Ed. New York: Springer-Verlag, 2006. 276 p.; Salvadori G., De Michele C. On the use of copulas in hydrology: Theory and practice. Journal of Hydrologic Engineering. 2007. 12 (4). P. 369–380.; Sklar A. Fonctions de répartition á n dimensions et leurs marges. Publ. Inst. Statis. Univ. Paris, 1959. 8. P. 229–231.; Sklar A. Random variables, distribution functions, and copulas: Personal look backward and forward. Lecture notes. Monograph series. 1996. 28. P. 1–14.; Zhang L., Singh V. Bivariate flood frequency analysis using the copula method. Journal of Hydrologic Engineering. 2006. 11 (2). P. 150–164.; https://nsuem.elpub.ru/jour/article/view/1853

الاتاحة: https://nsuem.elpub.ru/jour/article/view/1853
https://doi.org/10.34020/2073-6495-2021-1-161-167

المؤلفون: Kim, Mihyun, author, Kokoszka, Piotr, advisor, Cooley, Daniel, committee member, Meyer, Mary, committee member, Pinaud, Olivier, committee member

مصطلحات موضوعية: functional data analysis, heavy tail analysis, extremal dependence measure, Hill estimator, functional principal component scores

وصف الملف: born digital; doctoral dissertations; application/pdf

Relation: 2020-; Kim_colostate_0053A_16610.pdf; https://hdl.handle.net/10217/233780

الاتاحة: https://hdl.handle.net/10217/233780

المؤلفون: Simon J. Brown

المصدر: Weather and Climate Extremes, Vol 30, Iss , Pp 100278- (2020)

مصطلحات موضوعية: Heatwaves, Climate change, Extremal dependence, Time-series extremes, Meteorology. Climatology, QC851-999

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2212094720300608; https://doaj.org/toc/2212-0947

URL الوصول: https://doaj.org/article/5816265b193b49d78e4cb4baf321f9e8

المؤلفون: Boulin, Alexis

المساهمون: Laboratoire Jean Alexandre Dieudonné (LJAD), Université Nice Sophia Antipolis (1965 - 2019) (UNS)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UniCA), Université Côte d'Azur, Thomas Laloë, Gwladys Toulemonde

المصدر: https://theses.hal.science/tel-04767333 ; Statistics [math.ST]. Université Côte d'Azur, 2024. English. ⟨NNT : 2024COAZ5039⟩.

مصطلحات موضوعية: Extremal dependence modeling, Extreme value theory, Non-asymptotic analysis, Regular variation, Variables clustering, Weakly dependent process, Multivariate stationary process, Analyse non-asymptotique, Analyse probabiliste d'algorithmes, Modélisation de la dépendance extrémale, Partitionnement de variables, Processus faiblement dépendant, Théorie des valeurs extrêmes, Processus stationnaire multivarié, Variation régulière, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]

Relation: NNT: 2024COAZ5039

الاتاحة: https://theses.hal.science/tel-04767333
https://theses.hal.science/tel-04767333v1/document
https://theses.hal.science/tel-04767333v1/file/2024COAZ5039.pdf