Results 31 to 40 of about 2,748,793 (97)
Limit laws for random vectors with an extreme component [PDF]
, 2007 Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed.
Heffernan, Janet E., Resnick, Sidney I.
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Journal of Elementary and Secondary School, 2023 This research aimed to determine the public speaking anxiety and English language competency of the Bachelor of Secondary Education English majors at Laguna State Polytechnic University Los Baños Campus.
Marissa Reyes +4 more
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A note on nonparametric estimation of bivariate tail dependence [PDF]
, 2012 Nonparametric estimation of tail dependence can be based on a standardization of the marginals if their cumulative distribution functions are known.
Bücher, Axel
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Estimation and confidence sets for sparse normal mixtures [PDF]
, 2006 For high dimensional statistical models, researchers have begun to focus on situations which can be described as having relatively few moderately large coefficients. Such situations lead to some very subtle statistical problems.
Cai, T. Tony, Jin, Jiashun, Low, Mark G.
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Multiplier bootstrap of tail copulas - with applications [PDF]
, 2011 In the problem of estimating the lower and upper tail copula we propose two bootstrap procedures for approximating the distribution of the corresponding empirical tail copulas.
Bücher, Axel, Dette, Holger
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Dynamic Bivariate Normal Copula
, 2015 Normal copula with a correlation coefficient between $-1$ and $1$ is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficient in a normal copula depend on the sample size, H\"usler and Reiss (1989 ...
Liao, Xin +3 more
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Nucleic Acids Res., 2018 Circular dichroism (CD) spectroscopy is a widely used method to study the protein secondary structure. However, for decades, the general opinion was that the correct estimation of β-sheet content is challenging because of the large spectral and ...
András Micsonai +8 more
semanticscholar +1 more source
Nature Communications, 2017 Apoptosis is a genetically regulated cell suicide programme mediated by activation of the effector caspases 3, 6 and 7. If apoptotic cells are not scavenged, they progress to a lytic and inflammatory phase called secondary necrosis.
Corey Rogers +5 more
semanticscholar +1 more source
A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
, 2008 Based on the methods provided in Caeiro and Gomes (2002) and Fraga Alves (2001), a new class of location invariant Hill-type estimators is derived in this paper. Its asymptotic distributional representation and asymptotic normality are presented, and the
Li, Jiaona +2 more
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Rank-based inference for bivariate extreme-value copulas
, 2008 Consider a continuous random pair $(X,Y)$ whose dependence is characterized by an extreme-value copula with Pickands dependence function $A$. When the marginal distributions of $X$ and $Y$ are known, several consistent estimators of $A$ are available ...
Genest, Christian, Segers, Johan
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