Results 11 to 20 of about 252,784 (258)
Extremal Values of the Sackin Tree Balance Index [PDF]
Annals of Combinatorics, 2021 AbstractTree balance plays an important role in different research areas like theoretical computer science and mathematical phylogenetics. For example, it has long been known that under the Yule model, a pure birth process, imbalanced trees are more likely than balanced ones.
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Excess Functions and Estimation of the Extreme-Value Index [PDF]
Bernoulli, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Beirlant, Jan +2 more
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Multivariate moment based extreme value index estimators [PDF]
Computational Statistics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Matias Heikkilä +2 more
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Mean-of-Order-p Location-Invariant Extreme Value Index Estimation
Revstat Statistical Journal, 2016 A simple generalisation of the classical Hill estimator of a positive extreme value index (EVI) has been recently introduced in the literature. Indeed, the Hill estimator can be regarded as the logarithm of the mean of order p = 0 of a certain set of ...
M. Ivette Gomes +2 more
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Distributed inference for the extreme value index
Biometrika, 2021 Summary In this paper we investigate a divide-and-conquer algorithm for estimating the extreme value index when data are stored in multiple machines. The oracle property of such an algorithm based on extreme value methods is not guaranteed by the general theory of distributed inference.
Chen, Liujun, Li, Deyuan, Zhou, Chen
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Improving Second Order Reduced Bias Extreme Value Index Estimation
Revstat Statistical Journal, 2007 Classical extreme value index estimators are known to be quite sensitive to the number k of top order statistics used in the estimation. The recently developed second order reduced-bias estimators show much less sensitivity to changes in k. Here, we are
M. Ivette Gomes +2 more
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Kernel-type estimator for the extreme value index of air temperature
Lietuvos Matematikos Rinkinys, 2017 The article authors obtained of kernel-type estimator for the extreme value index of maximum air temperature.
Arvydas Jokimaitis, Darius Petronaitis
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Iterative Estimation of the Extreme Value Index [PDF]
Methodology and Computing in Applied Probability, 2005 Let {X n , n ≥ 1} be a sequence of independent random variables with common continuous distribution function F having finite and unknown upper endpoint. A new iterative estimation procedure for the extreme value index γ is proposed and one implemented iterative estimator is investigated in detail, which is ...
Müller, Samuel, Hüsler, Jürg
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Modelling Dependencies of Stock Indices During Covid-19 Pandemic by Extreme-Value Copula
JTAM (Jurnal Teori dan Aplikasi Matematika), 2023 Quantifying dependence among variables is the core of all modelling efforts in financial models. In the recent years, copula was introduced to model the dependence structure among financial assets return, and its application developed fast.
Retno Budiarti +3 more
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An Overview and Open Research Topics in Statistics of Univariate Extremes
Revstat Statistical Journal, 2012 This review paper focuses on statistical issues arising in modeling univariate extremes of a random sample. In the last three decades there has been a shift from the area of parametric statistics of extremes, based on probabilistic asymptotic results in
Jan Beirlant +2 more
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