Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
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 ...
This article proposes methods to model non-stationary temporal graph processes motivated by a hospital interaction data set. This corresponds to modelling the observation of edge variables indicating interactions between pairs of nodes exhibiting dependenc ...
The extension of the likelihood method of Süveges (Extremes, 2007) is presented. The extension allows for finding independent clusters of extreme events and determining the range of dependence on extremal levels, and estimate clustering characteristic of t ...
The article develops the approach of Ferro and Segers (2003) to the estimation of the extremal index, and proposes the use of a new variable decreasing the bias of the likelihood based on the point process character of the exceedances. Two estimators are d ...
The article develops the approach of Ferro and Segers (2003) to the estimation of the extremal index, and proposes the use of a new variable decreasing the bias of the likelihood based on the point process character of the exceedances. Two estimators are d ...
A new likelihood method to estimate the extremal index, together with an application to temperature data, is presented. Conditions for the validity of the model are discussed and diagnostics are proposed. ...
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows the estimation of ...
