Results 231 to 240 of about 436,673 (317)

Causal analysis of extreme risk in a network of industry portfolios

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley   +1 more source

Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon   +2 more
wiley   +1 more source

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