Extremes最新文献

筛选
英文 中文
Random networks with heterogeneous reciprocity 具有异构互易的随机网络
3区 数学 SCI
Extremes Pub Date : 2023-09-25 DOI: 10.1007/s10687-023-00478-6
Tiandong Wang, Sidney Resnick
{"title":"Random networks with heterogeneous reciprocity","authors":"Tiandong Wang, Sidney Resnick","doi":"10.1007/s10687-023-00478-6","DOIUrl":"https://doi.org/10.1007/s10687-023-00478-6","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135817312","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation 异方差时间序列序列尾经验过程的加权弱收敛性及其在极值指数估计中的应用
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-08-24 DOI: 10.1007/s10687-023-00476-8
Tobias Jennessen, Axel Bücher
{"title":"Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation","authors":"Tobias Jennessen, Axel Bücher","doi":"10.1007/s10687-023-00476-8","DOIUrl":"https://doi.org/10.1007/s10687-023-00476-8","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"1 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43717133","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Remembering Ross Leadbetter: some personal recollections 怀念罗斯·利德贝特:一些个人回忆
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-04-10 DOI: 10.1007/s10687-023-00464-y
T. Hsing, H. Rootzén
{"title":"Remembering Ross Leadbetter: some personal recollections","authors":"T. Hsing, H. Rootzén","doi":"10.1007/s10687-023-00464-y","DOIUrl":"https://doi.org/10.1007/s10687-023-00464-y","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"399 - 412"},"PeriodicalIF":1.3,"publicationDate":"2023-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47386584","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution 分布极值分位数参数估计的加权复合对数似然方法
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-03-29 DOI: 10.1007/s10687-023-00466-w
M. Stein
{"title":"A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution","authors":"M. Stein","doi":"10.1007/s10687-023-00466-w","DOIUrl":"https://doi.org/10.1007/s10687-023-00466-w","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"469 - 507"},"PeriodicalIF":1.3,"publicationDate":"2023-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45244869","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA 社论:EVA 2021美国野火极端时空预测数据挑战
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-03-27 DOI: 10.1007/s10687-023-00465-x
T. Opitz
{"title":"Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA","authors":"T. Opitz","doi":"10.1007/s10687-023-00465-x","DOIUrl":"https://doi.org/10.1007/s10687-023-00465-x","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"241 - 250"},"PeriodicalIF":1.3,"publicationDate":"2023-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49573895","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Analysis of wildfires and their extremes via spatial quantile autoregressive model 利用空间分位数自回归模型分析野火及其极端情况
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-02-13 DOI: 10.1007/s10687-023-00462-0
Jongmin Lee, Joonpyo Kim, Joonho Shin, Seongjin Cho, Seongmin Kim, Kyoungjae Lee
{"title":"Analysis of wildfires and their extremes via spatial quantile autoregressive model","authors":"Jongmin Lee, Joonpyo Kim, Joonho Shin, Seongjin Cho, Seongmin Kim, Kyoungjae Lee","doi":"10.1007/s10687-023-00462-0","DOIUrl":"https://doi.org/10.1007/s10687-023-00462-0","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"353-379"},"PeriodicalIF":1.3,"publicationDate":"2023-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45465693","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Gradient boosting with extreme-value theory for wildfire prediction. 梯度增强极值理论用于野火预测。
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-01-01 DOI: 10.1007/s10687-022-00454-6
Jonathan Koh
{"title":"Gradient boosting with extreme-value theory for wildfire prediction.","authors":"Jonathan Koh","doi":"10.1007/s10687-022-00454-6","DOIUrl":"https://doi.org/10.1007/s10687-022-00454-6","url":null,"abstract":"<p><p>This paper details the approach of the team <i>Kohrrelation</i> in the 2021 Extreme Value Analysis data challenge, dealing with the prediction of wildfire counts and sizes over the contiguous US. Our approach uses ideas from extreme-value theory in a machine learning context with theoretically justified loss functions for gradient boosting. We devise a spatial cross-validation scheme and show that in our setting it provides a better proxy for test set performance than naive cross-validation. The predictions are benchmarked against boosting approaches with different loss functions, and perform competitively in terms of the score criterion, finally placing second in the competition ranking.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 2","pages":"273-299"},"PeriodicalIF":1.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10115709/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9757352","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Causal modelling of heavy-tailed variables and confounders with application to river flow. 重尾变量和混杂因素的因果模型及其在河流流量中的应用。
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-01-01 Epub Date: 2022-12-17 DOI: 10.1007/s10687-022-00456-4
Olivier C Pasche, Valérie Chavez-Demoulin, Anthony C Davison
{"title":"Causal modelling of heavy-tailed variables and confounders with application to river flow.","authors":"Olivier C Pasche,&nbsp;Valérie Chavez-Demoulin,&nbsp;Anthony C Davison","doi":"10.1007/s10687-022-00456-4","DOIUrl":"10.1007/s10687-022-00456-4","url":null,"abstract":"<p><p>Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on extreme river flows and precipitation, we introduce a new causal discovery methodology for heavy-tailed variables that allows the effect of a known potential confounder to be almost entirely removed when the variables have comparable tails, and also decreases it sufficiently to enable correct causal inference when the confounder has a heavier tail. We also introduce a new parametric estimator for the existing causal tail coefficient and a permutation test. Simulations show that the methods work well and the ideas are applied to the motivating dataset.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s10687-022-00456-4.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 3","pages":"573-594"},"PeriodicalIF":1.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10423152/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10372901","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. 由b样条构造的Pickands依赖函数的内禀秩估计量的渐近性。
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2023-01-01 DOI: 10.1007/s10687-022-00451-9
Axel Bücher, Christian Genest, Richard A Lockhart, Johanna G Nešlehová
{"title":"Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines.","authors":"Axel Bücher,&nbsp;Christian Genest,&nbsp;Richard A Lockhart,&nbsp;Johanna G Nešlehová","doi":"10.1007/s10687-022-00451-9","DOIUrl":"https://doi.org/10.1007/s10687-022-00451-9","url":null,"abstract":"<p><p>A bivariate extreme-value copula is characterized by its Pickands dependence function, i.e., a convex function defined on the unit interval satisfying boundary conditions. This paper investigates the large-sample behavior of a nonparametric estimator of this function due to Cormier et al. (Extremes 17:633-659, 2014). These authors showed how to construct this estimator through constrained quadratic median B-spline smoothing of pairs of pseudo-observations derived from a random sample. Their estimator is shown here to exist whatever the order <math><mrow><mi>m</mi> <mo>≥</mo> <mn>3</mn></mrow> </math> of the B-spline basis, and its consistency is established under minimal conditions. The large-sample distribution of this estimator is also determined under the additional assumption that the underlying Pickands dependence function is a B-spline of given order with a known set of knots.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"101-138"},"PeriodicalIF":1.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9898389/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10669374","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Simple random forest classification algorithms for predicting occurrences and sizes of wildfires 用于预测野火发生和规模的简单随机森林分类算法
IF 1.3 3区 数学 SCI
Extremes Pub Date : 2022-12-27 DOI: 10.1007/s10687-022-00458-2
D. Makowski
{"title":"Simple random forest classification algorithms for predicting occurrences and sizes of wildfires","authors":"D. Makowski","doi":"10.1007/s10687-022-00458-2","DOIUrl":"https://doi.org/10.1007/s10687-022-00458-2","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"331-338"},"PeriodicalIF":1.3,"publicationDate":"2022-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48861596","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信