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Multivariable Regular Variation of Functions and Measures [PDF]
From authors' Introduction: ``A Borel measurable function \(R: \mathbb{R}^+\rightarrow\mathbb{R}^+\) is said to vary regularly at infinity with index \(\rho\in \mathbb{R}\) if, for all \(\lambda>0\) we have \(\lim R(\lambda t)/R(t)=\lambda^\rho\). \dots{} In this paper we establish some basic results on the geometry of regularly varying functions ...
Meerschaert, M. M., Scheffler, H.-P.
exaly +3 more sources
Models with hidden regular variation: Generation and detection
We review the notions of multivariate regular variation (MRV) and hidden regular variation (HRV) for distributions of random vectors and then discuss methods for generating models exhibiting both properties concentrating on the non-negative orthant in ...
Bikramjit Das, Sidney Ira Resnick
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Morpho‐Reproductive Stability of Rice Landraces Under Water Deficit Across Agroecological Zones of Far‐West Nepal [PDF]
Rice landraces represent a reservoir of genetic diversity with potential for enhancing drought tolerance abilities. This study evaluated the morphological and reproductive responses of twelve rice landraces to drought stress from three agro‐ecological ...
Nabin Lamichhane +6 more
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Leaf morphology exhibits tremendous diversity between and within species, and is likely related to adaptation to environmental factors. Most poplar species are of great economic and ecological values and their leaf morphology can be a good predictor for ...
Wenguo Yang +5 more
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Tail Risk of Multivariate Regular Variation [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joe, Harry, Li, Haijun
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Experimental study on acid dissolution damage characteristics of bedded limestone
In southwest China, carbonate rocks are widely distributed. It has unique dissolution features which bring a lot of resistance to engineering constructions.
Zongqin WU +4 more
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Testing the Multivariate Regular Variation Model [PDF]
In this article, we propose a test for the multivariate regular variation (MRV) model. The test is based on testing whether the extreme value indices of the radial component conditional on the angular component falling in different subsets are the same.
John H. J. Einmahl, Fan Yang, Chen Zhou
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Pareto Lévy Measures and Multivariate Regular Variation [PDF]
We consider regular variation of a Lévy processX:= (Xt)t≥0inwith Lévy measure Π, emphasizing the dependence between jumps of its components. By transforming the one-dimensional marginal Lévy measures to those of a standard 1-stable Lévy process, we decouple the marginal Lévy measures from the dependence structure.
Eder, Irmingard, Klüppelberg, Claudia
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Blood pressure has a 24-hour repetitive and regular variation which shows circadian rhythm. Using the multivariate time series analysis method of vector autoregressive model, we could realize the simultaneous prediction for both systolic and diastolic ...
Siyang Chen +8 more
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