Results 91 to 100 of about 30,679 (211)
Journal of Hydrology: Regional Studies, 2016 Study region: Narew River in Northeastern Poland. Study focus: Three methods for frequency analysis of snowmelt floods were compared. Two dimensional (2D) normal distribution and copula-based 2D probability distributions were applied to statistically ...
Bogdan Ozga-Zielinski +4 more
doaj +1 more source
From gateway to value ladder—The curious case of online mutual aid in China
Journal of Risk and Insurance, EarlyView.Abstract This study examines how InsurTech‐enabled information provision, specifically the disclosure of claimant information previously unavailable in conventional insurance, influences individuals' insurance uptake. We leverage Mutual Aid (MA) platforms as a natural context to examine how socially framed loss information, peer influence, and salience
Ze Chen +3 more
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT With the advent of the Internet of Things, it is increasingly common to have large networks of sensors, where each sensor may collect different types of data, has limited local computing resources and the ability to transmit data to a central cloud. Detecting events that trigger changes in sensor data properties is a key concern.
Ziyang Yang +2 more
wiley +1 more source
A Conditional Tail Expectation Type Risk Measure for Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur +2 more
wiley +1 more source
Revista Brasileira de Meteorologia, 2008 Diversas distribuições teóricas de probabilidade incluindo a Normal, Gumbel, Fréchet, Weibull, Log-Normal e Pearson 3, foram ajustadas aos extremos anuais de precipitação máxima diária, temperatura máxima e mínima absolutas e velocidade instantânea do ...
Clóvis Angeli Sansigolo
doaj +1 more source
Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Generalized Estimation Methods for Non-i.i.d. Binary Data: An Application to Dichotomous Choice Contingent Valuation [PDF]
We challenge the assumption of i.i.d random utility across alternatives embedded in typical applications of logit models to dichotomous choice contingent valuation data.
Haab, Timothy C., Kim, Sooil
core +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Genomic responses to increased temperature and pollinator selection in Brassica rapa L.
New Phytologist, EarlyView.Summary Rapid environmental change reshapes both abiotic stress and biotic interactions, yet it remains unclear how these combined forces structure plants' genomic adaptation. In particular, the joint influence of temperature and pollinator identity, two ecological axes undergoing simultaneous global shifts, has rarely been quantified at genomic ...
Yanqian Ding, Florian P. Schiestl
wiley +1 more source
Reliability Study of Magnesium Oxychloride-Coated Reinforced Concrete Based on Gumbel Distribution. [PDF]
Materials (Basel), 2023 Li Y, Qiao H, Yang A.
europepmc +1 more source