Sub‐asymptotic motivation for new conditional multivariate extreme models
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
Model specification is an integral part of any statistical inference problem. Several model selection techniques have been developed in order to determine which model is the best one among a list of possible candidates. Another way to deal with this questi ...
The thesis is a contribution to extreme-value statistics, more precisely to the estimation of clustering characteristics of extreme values. One summary measure of the tendency to form groups is the inverse average cluster size. In extreme-value context, th ...
The backward propagation of variance (BPV) technique for statistical modeling has proven to be efficient and effective in practice. In this paper we extend the BPV formalism to explicitly include modeling of the correlations between electrical performances ...
The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes However, their application is complicated due to the unavailability of the multivariate density function and so likehhood-based methods r ...
This work is concerned with the estimation of the spreading potential of the disease in the initial stages of an epidemic. A speedy and accurate estimation is important for determining whether or not interventions are necessary to prevent a major outbreak. ...
The statistical analysis of the length distribution of catalytic chemical vapour deposition synthesized multi-walled carbon nanotubes cut by planetary ball milling is reported. The nanotube lengths follow a log-normal distribution in a broad range of grind ...
Predicting the occurrence and spatial extent of extreme avalanches is a longstanding issue. Using field data pooled from various sites within the same mountain range, authors showed that the avalanche size distribution can be described using either an extr ...
We consider the random walk among random conductances on Z(d). We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit theorem for this r ...
We review the current state of statistical modeling of asymptotically independent data. Our discussion includes necessary and sufficient conditions for asymptotic independence, results on the asymptotic independence of statistics of interest, estimation an ...
Model updating is useful for improving structural performance assessments. This paper examines an important assumption of traditional model-updating approaches. This assumption requires the error independence between points where predictions and measuremen ...