Results 11 to 20 of about 662,489 (267)
The Extreme Value Machine [PDF]
IEEE Transactions on Pattern Analysis and Machine Intelligence, 2018 Pre-print of a manuscript accepted to the IEEE Transactions on Pattern Analysis and Machine Intelligence (T-PAMI ...
Ethan M. Rudd +3 more
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Sparse regression for extreme values [PDF]
Electronic Journal of Statistics, 2021 We study the problem of selecting features associated with extreme values in high dimensional linear regression. Normally, in linear modeling problems, the presence of abnormal extreme values or outliers is considered an anomaly which should either be removed from the data or remedied using robust regression methods.
Chang, Andersen +2 more
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The American Mathematical Monthly, 2022 15 pages, 6 figures, accepted for publication in The American Mathematical ...
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Trends in Extreme Value Indices [PDF]
Journal of the American Statistical Association, 2020 We consider extreme value analysis for independent but nonidentically distributed observations. In particular, the observations do not share the same extreme value index.
de Haan, Laurens, Zhou, Chen
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Extremal values of continuants [PDF]
Proceedings of the American Mathematical Society, 1983 The following question was posed by C. A. Nicol: Given an arbitrary set B B of positive integers, find the extremal ...
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Extreme Values and Financial Risk [PDF]
Journal of Risk and Financial Management, 2020 Since the 2008 financial crisis, modelling of the extreme values of financial risk has become important [...]
Chan, Stephen, Nadarajah, Saralees
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Extreme Value Laws for Superstatistics [PDF]
Entropy, 2014 We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible, namely: Gumbel, Fréchet and Weibull distribution.
Rabassa, Pau, Beck, Christian
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The Extremal Index of Sub-Sampled Periodic Sequences with Strong Local Dependence
Revstat Statistical Journal, 2003 Let X = {Xn}n≥1 be a T-periodic sequence. We define a family of local dependence conditions D (k) T (u), k ≥ 1, and calculate the extremal index θX from the distributions of k consecutive variables of X.
H. Ferreira, A.P. Martins
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Characterization of extremal valued fields [PDF]
Proceedings of the American Mathematical Society, 2011 We characterize those valued fields for which the image of the valuation ring under every polynomial in several variables contains an element of maximal value or zero.
Azgin, Salih +2 more
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Metode odbacivanja ekstremnih vrednostislučajne promenljive / Methods of rejecting the random variable extreme values [PDF]
Vojnotehnički Glasnik, 2002 U ovom radu izloženo je nekoliko metoda odbacivanja ekstremnih vrednosti posmatrane slučajne promenljive u toku nekog eksperimenta ili ispitivanja. Radi ilustracije izloženih metoda predočen je određeni broj primera koji su urađeni primenom posebno ...
Dragoljub M. Brkić
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