Results 31 to 40 of about 3,577,660 (269)
Modern Stochastics: Theory and ApplicationsIn this paper, functional convergence is derived for the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients. The convergence takes place in the space of ${\mathbb{R}^
Danijel Krizmanić
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Generation and Detection of Multivariate Regular Variation and Hidden Regular Variation
, 2014 We review definitions of multivariate regular variation (MRV) and hidden regular variation (HRV) for distributions of random vectors and then summarize methods for generating models exhibiting both properties. We also discuss diagnostic techniques that detect these properties in multivariate data and indicate when models exhibiting both MRV and HRV are
Das, Bikramjit, Resnick, Sidney
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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 ${\mathbf{z}\in\mathbb{R}^d:f(\mathbf{z})\leqβ}$, where f is the joint density and $β$ a small number.
Cai, Juan-Juan +2 more
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Multivariate Regular Variation [PDF]
, 2020 In insurance and reinsurance, heavy-tail analysis is used to model insurance claim sizes and frequencies in order to quantify the risk to the insurance company and to set appropriate premium rates.
Bernardo, Alexandre
core
BMC Medical Informatics and Decision Making, 2020 Background Asthma is one of the most common chronic diseases in childhood. Regular follow-up of physiological parameters in the home setting, in relation to asthma symptoms, can provide complementary quantitative insights into the dynamics of the asthma ...
M. R. van der Kamp +7 more
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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.
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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 ...
Wang, Tiandong, Resnick, Sidney I.
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Quantitative Genetic Modeling of the Parental Care Hypothesis for the Evolution of Endothermy
Frontiers in Physiology, 2017 There are two heuristic explanations proposed for the evolution of endothermy in vertebrates: a correlated response to selection for stable body temperatures, or as a correlated response to increased activity.
Leonardo D. Bacigalupe +5 more
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Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution
Journal of Multivariate Analysis, 2019 We revisit multivariate extreme value theory modeling by emphasizing multivariate regular variations and the multivariate Breiman Lemma. This allows us to recover in a simple framework the most popular multivariate extreme value distributions, such as the logistic, negative logistic, Dirichlet, extremal-$t$ and Hüsler-Reiss models.
Zhen-Wai Olivier Ho, Clément Dombry
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Ligand‐dependent transcriptional heterogeneity in cell cycle gene expression delays G1/S entry
FEBS Letters, EarlyView.EGF and HRG induce distinct G1/S progression programs in ErbB2‐amplified BT474 breast cancer cells. Despite activating the potent ErbB2–ErbB3 heterodimer, HRG does not accelerate cell‐cycle entry. Instead, EGF promotes earlier restriction‐point passage via ERK–FOS signaling, whereas HRG activates the AKT–MYC axis, driving transcriptional heterogeneity ...
Ririn Rahmala Febri +5 more
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