Empirical likelihood based testing for multivariate regular variation [PDF]
The Annals of StatisticszbMATH Open Web Interface contents unavailable due to conflicting licenses.
J.H.J. Einmahl +2 more
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Estimation of extreme risk regions under multivariate regular variation [PDF]
The Annals of Statistics, 2011 When considering d possibly dependent random variables, one is often interested in extreme risk regions, with very small probability p. We consider risk regions of the form ${\mathbf{z}\in\mathbb{R}^d:f(\mathbf{z})\leq }$, where f is the joint density and $ $ a small number.
Juan‐Juan Cai +2 more
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Extreme geometric quantiles in a multivariate regular variation framework [PDF]
Extremes, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stéphane Girard, Gilles Stupfler
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Tail Risk of Multivariate Regular Variation [PDF]
Methodology and Computing in Applied Probability, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Harry Joe, Haijun Li
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Multivariate Regular Variation and its Applications
, 2015 In this thesis, we review the basic notions related to univariate regular variation and study some fundamental properties of regularly varying random variables. We then consider the notion of regular variation in the multivariate case. After collecting some results from multivariate regular variation for random vectors with values in $\mathbb{R}_{+}^{d}
Dioulde Habibatou Mariko
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Morphometric trait analysis and machine learning-based yield modeling in wood apple (Feronia limonia L.) [PDF]
BMC Plant BiologyBackground Wood apple is a hardy yet underutilized fruit tree of the Indian subcontinent, valued for its nutritional, medicinal, and ecological significance.
Vikas Yadav +8 more
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Multivariate Regular Variation of Discrete Mass Functions with Applications to Preferential Attachment Networks [PDF]
Methodology and Computing in Applied Probability, 2016 14 ...
Tiandong Wang, Sidney I. Resnick
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Multivariate regular variation of preferential attachment models
Advances in Applied ProbabilityAbstract We use the framework of multivariate regular variation to analyse the extremal behaviour of preferential attachment models. To this end, we follow a directed linear preferential attachment model for a random, heavy-tailed number of steps in time and treat the incoming edge count of all existing nodes as a random vector of ...
Anja Janßen, Max Ziegenbalg
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Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws [PDF]
Stochastics, 2008 We attempt to bring some modest unity to three subareas of heavy tail analysis and extreme value theory: limit laws for componentwise maxima of iid random variables;hidden regular variation and asymptotic independence;conditioned limit laws when one component of a random vector is extreme.
Sidney I. Resnick
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Comparative Contributions of Oxygen Uptake Efficiency and Maximal Oxygen Uptake to Fat Oxidation Metrics in Healthy Male Adults [PDF]
Sports Medicine - OpenBackground Maximal fat oxidation (MFO) and its intensity (FATmax) are important for metabolic health, but current models explain only partially their variability.
Ratko Peric +6 more
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