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1تقرير
المؤلفون: Gardes, Laurent, Podgorny, Alex
المساهمون: Institut de Recherche Mathématique Avancée (IRMA), Université de Strasbourg (UNISTRA)-Centre National de la Recherche Scientifique (CNRS), ANR-23-CE40-0009,EXSTA,EXtremes, apprentissage STatistique et Applications(2023)
المصدر: https://hal.science/hal-04589742Test ; 2024.
مصطلحات موضوعية: Tail-index dimension reduction heavy-tailed distributions, Tail-index, dimension reduction, heavy-tailed distributions, [STAT]Statistics [stat]
العلاقة: hal-04589742; https://hal.science/hal-04589742Test; https://hal.science/hal-04589742/documentTest; https://hal.science/hal-04589742/file/REDDIM7.pdfTest
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2دورية أكاديمية
المؤلفون: Tol, Richard S.J.
المصدر: Tol , R S J 2024 , ' The climate niche of Homo Sapiens ' , Climatic Change , vol. 177 , 98 , pp. 1-17 . https://doi.org/10.1007/s10584-024-03760-zTest
مصطلحات موضوعية: Climate, Convex hull, Tail-index
الإتاحة: https://doi.org/10.1007/s10584-024-03760-zTest
https://research.vu.nl/en/publications/5d62f173-c59e-4e54-be33-b8b02c9c0843Test
https://hdl.handle.net/1871.1/5d62f173-c59e-4e54-be33-b8b02c9c0843Test
http://www.scopus.com/inward/record.url?scp=85195848684&partnerID=8YFLogxKTest
http://www.scopus.com/inward/citedby.url?scp=85195848684&partnerID=8YFLogxKTest -
3دورية أكاديمية
المؤلفون: Pączek, Kewin, Jelito, Damian, Pitera, Marcin, Agnieszka Wyłomańska
مصطلحات موضوعية: stable distribution, heavy-tailed distribution, conditional variance, estimation, tail index, stability index
العلاقة: Test, T. 33, nr 1, s. 297-334; https://ruj.uj.edu.pl/handle/item/330653Test; https://link.springer.com/article/10.1007/s11749-023-00894-7Test
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4دورية أكاديمية
المؤلفون: Virta, Joni, Lietzén, Niko, Viitasaari, Lauri, Ilmonen, Pauliina
المساهمون: Department of Mathematics and Systems Analysis, Department of Information and Service Management, Statistics and Mathematical Data Science, Aalto-yliopisto, Aalto University
مصطلحات موضوعية: Blind source separation, Hill estimator, Independent component analysis, Moment estimator, Tail index
وصف الملف: application/pdf
العلاقة: Journal of Multivariate Analysis; Volume 202, pp. 1-21; Virta, J, Lietzén, N, Viitasaari, L & Ilmonen, P 2024, ' Latent model extreme value index estimation ', Journal of Multivariate Analysis, vol. 202, 105300, pp. 1-21 . https://doi.org/10.1016/j.jmva.2024.105300Test; PURE UUID: 874e1e4a-08b2-429d-80a1-8b3a76522eed; PURE ITEMURL: https://research.aalto.fi/en/publications/874e1e4a-08b2-429d-80a1-8b3a76522eedTest; PURE LINK: http://www.scopus.com/inward/record.url?scp=85185457817&partnerID=8YFLogxKTest; PURE FILEURL: https://research.aalto.fi/files/140533725/Latent_model_extreme_value_index_estimation.pdfTest; https://aaltodoc.aalto.fi/handle/123456789/126921Test; URN:NBN:fi:aalto-202403062556
الإتاحة: https://doi.org/10.1016/j.jmva.2024.105300Test
https://aaltodoc.aalto.fi/handle/123456789/126921Test -
5تقرير
المساهمون: Université des Sciences et de la Technologie Houari Boumediene = University of Sciences and Technology Houari Boumediene Alger (USTHB), Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)
المصدر: https://hal.science/hal-04440437Test ; 2024.
مصطلحات موضوعية: data tilting, likelihood ratio method, Hill estimator, normal approximation, tail index, [MATH]Mathematics [math], [STAT]Statistics [stat]
العلاقة: hal-04440437; https://hal.science/hal-04440437Test; https://hal.science/hal-04440437/documentTest; https://hal.science/hal-04440437/file/V_06-02-2024.pdfTest
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6رسالة جامعية
المؤلفون: Palumbo, Dario
المساهمون: Harvey, Andrew
مصطلحات موضوعية: Structural Time Series, Heavy Tailed Distributions, Volatility, Long Memory, Extreme Events, Score-Driven Models, Tail Index, Lagrange Multiplier Test, Circular Time Series, Cylinder, Hidden Markov Model, Wind
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7دورية أكاديمية
المؤلفون: Kęstutis Gadeikis
المصدر: Lietuvos Matematikos Rinkinys, Vol 46, Iss spec. (2023)
مصطلحات موضوعية: tail index, heavy tail, Pareto, Mathematics, QA1-939
وصف الملف: electronic resource
العلاقة: https://www.zurnalai.vu.lt/LMR/article/view/30724Test; https://doaj.org/toc/0132-2818Test; https://doaj.org/toc/2335-898XTest
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8دورية أكاديمية
المؤلفون: Kan Chen, Tuoyuan Cheng
المصدر: Journal of Finance and Data Science, Vol 8, Iss , Pp 296-308 (2022)
مصطلحات موضوعية: Risk management, Risk measure, Extreme value, Maximum loss, Power law, Tail index, Electronic computers. Computer science, QA75.5-76.95, Finance, HG1-9999
وصف الملف: electronic resource
العلاقة: http://www.sciencedirect.com/science/article/pii/S2405918822000149Test; https://doaj.org/toc/2405-9188Test
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9دورية أكاديمية
المؤلفون: Favaro, Stefano, Naulet, Zacharie
المساهمون: Université Paris-Saclay
المصدر: ISSN: 1350-7265 ; Bernoulli ; https://hal.science/hal-04535795Test ; Bernoulli, 2023, 29 (4), ⟨10.3150/23-BEJ1589⟩.
مصطلحات موضوعية: Primary 62G05 Secondary 62C20 Multinomial model optimal minimax estimation Poisson-Kingman prior power-law data regularly varying tails tail-index useen-species problem, Primary 62G05, Secondary 62C20 Multinomial model, optimal minimax estimation, Poisson-Kingman prior, power-law data, regularly varying tails, tail-index, useen-species problem, [MATH]Mathematics [math]
العلاقة: hal-04535795; https://hal.science/hal-04535795Test; https://hal.science/hal-04535795/documentTest; https://hal.science/hal-04535795/file/2104.03251.pdfTest
الإتاحة: https://doi.org/10.3150/23-BEJ1589Test
https://hal.science/hal-04535795Test
https://hal.science/hal-04535795/documentTest
https://hal.science/hal-04535795/file/2104.03251.pdfTest -
10تقرير
المؤلفون: Aliou, Mamadou, El, Hadji, Diop, Aba, Manou-Abi, Solym, M
المساهمون: Université Gaston Berger de Saint-Louis Sénégal (UGB), Université Alioune Diop de Bambey (UADB), UMR 5567-CNRS, University of Montpellier II, France, Université Montpellier 2 - Sciences et Techniques (UM2)-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://inria.hal.science/hal-03968501Test ; 2023.
مصطلحات موضوعية: Estimation Tail index Extreme quantiles Heavy-tailed Bias reduction Dependent serials, Estimation, Tail index, Extreme quantiles, Heavy-tailed, Bias reduction, Dependent serials, [STAT]Statistics [stat]
العلاقة: hal-03968501; https://inria.hal.science/hal-03968501Test; https://inria.hal.science/hal-03968501/documentTest; https://inria.hal.science/hal-03968501/file/Current%283%29.pdfTest
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