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A marginal modelling approach for predicting wildfire extremes across the contiguous United States 预测美国各地极端野火的边际建模方法
IF 1.3 3区 数学
Extremes Pub Date : 2021-12-31 DOI: 10.1007/s10687-023-00469-7
E. D’Arcy, C. J. R. Murphy-Barltrop, R. Shooter, E. Simpson
{"title":"A marginal modelling approach for predicting wildfire extremes across the contiguous United States","authors":"E. D’Arcy, C. J. R. Murphy-Barltrop, R. Shooter, E. Simpson","doi":"10.1007/s10687-023-00469-7","DOIUrl":"https://doi.org/10.1007/s10687-023-00469-7","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"381-398"},"PeriodicalIF":1.3,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44830084","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
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes 用于极端野火频率和规模空间预测的统计和机器学习相结合的方法
IF 1.3 3区 数学
Extremes Pub Date : 2021-12-30 DOI: 10.1007/s10687-022-00460-8
Daniela Cisneros, Yan Gong, Rishikesh Yadav, A. Hazra, Raphael Huser
{"title":"A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes","authors":"Daniela Cisneros, Yan Gong, Rishikesh Yadav, A. Hazra, Raphael Huser","doi":"10.1007/s10687-022-00460-8","DOIUrl":"https://doi.org/10.1007/s10687-022-00460-8","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"301 - 330"},"PeriodicalIF":1.3,"publicationDate":"2021-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48121423","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: 9
Handling missing extremes in tail estimation 处理尾部估计中缺失的极值
IF 1.3 3区 数学
Extremes Pub Date : 2021-12-23 DOI: 10.1007/s10687-021-00429-z
Hui Xu, R. Davis, G. Samorodnitsky
{"title":"Handling missing extremes in tail estimation","authors":"Hui Xu, R. Davis, G. Samorodnitsky","doi":"10.1007/s10687-021-00429-z","DOIUrl":"https://doi.org/10.1007/s10687-021-00429-z","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"25 1","pages":"199 - 227"},"PeriodicalIF":1.3,"publicationDate":"2021-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47877604","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
Adapting the Hill estimator to distributed inference: dealing with the bias 将Hill估计量应用于分布推断:偏差的处理
IF 1.3 3区 数学
Extremes Pub Date : 2021-12-20 DOI: 10.1007/s10687-022-00440-y
Liuju Chen, Deyuan Li, Chen Zhou
{"title":"Adapting the Hill estimator to distributed inference: dealing with the bias","authors":"Liuju Chen, Deyuan Li, Chen Zhou","doi":"10.1007/s10687-022-00440-y","DOIUrl":"https://doi.org/10.1007/s10687-022-00440-y","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"25 1","pages":"389 - 416"},"PeriodicalIF":1.3,"publicationDate":"2021-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45083309","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
Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions 块图上马尔可夫随机场的极值:最大稳定极限和结构化h<s:1> sler - reiss分布
IF 1.3 3区 数学
Extremes Pub Date : 2021-12-09 DOI: 10.1007/s10687-023-00467-9
Stefka Asenova, J. Segers
{"title":"Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions","authors":"Stefka Asenova, J. Segers","doi":"10.1007/s10687-023-00467-9","DOIUrl":"https://doi.org/10.1007/s10687-023-00467-9","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"433 - 468"},"PeriodicalIF":1.3,"publicationDate":"2021-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42154564","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: 5
Testing mean changes by maximal ratio statistics 用最大比值统计检验平均值变化
IF 1.3 3区 数学
Extremes Pub Date : 2021-11-17 DOI: 10.1007/s10687-021-00423-5
Gudan, Jovita, Račkauskas, Alfredas, Suquet, Charles
{"title":"Testing mean changes by maximal ratio statistics","authors":"Gudan, Jovita, Račkauskas, Alfredas, Suquet, Charles","doi":"10.1007/s10687-021-00423-5","DOIUrl":"https://doi.org/10.1007/s10687-021-00423-5","url":null,"abstract":"<p>We propose a new test statistic <span>(mathrm {MR}_{gamma ,n})</span> for detecting a changed segment in the mean, at unknown dates, in a regularly varying sample. Our model supports several alternatives of shifts in the mean, including one change point, constant, epidemic and linear form of a change. Our aim is to detect a short length changed segment <span>(ell ^{*})</span>, assuming <span>(ell^*/n)</span> to be small as the sample size <i>n</i> is large. <span>(mathrm {MR}_{gamma ,n})</span> is built by taking maximal ratios of weighted moving sums statistics of four sub-samples. An important feature of <span>(mathrm {MR}_{gamma ,n})</span> is to be scale free. We obtain the limiting distribution of ratio statistics under the null hypothesis as well as their consistency under the alternative. These results are extended from i.i.d. samples under <span>(H_0)</span> to some dependent samples. To supplement theoretical results, empirical illustrations are provided by generating samples from symmetrized Pareto and Log-Gamma distributions.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"29 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-11-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537968","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
Extremal lifetimes of persistent cycles 持久周期的极限生命周期
IF 1.3 3区 数学
Extremes Pub Date : 2021-10-30 DOI: 10.1007/s10687-021-00430-6
Chenavier, Nicolas, Hirsch, Christian
{"title":"Extremal lifetimes of persistent cycles","authors":"Chenavier, Nicolas, Hirsch, Christian","doi":"10.1007/s10687-021-00430-6","DOIUrl":"https://doi.org/10.1007/s10687-021-00430-6","url":null,"abstract":"<p>Persistent homology captures the appearances and disappearances of topological features such as loops and cavities when growing disks centered at a Poisson point process. We study extreme values for the lifetimes of features dying in bounded components and with birth resp. death time bounded away from the threshold for continuum percolation and the coexistence region. First, we describe the scaling of the minimal lifetimes for general feature dimensions, and of the maximal lifetimes for cavities in the Čech filtration. Then, we proceed to a more refined analysis and establish Poisson approximation for large lifetimes of cavities and for small lifetimes of loops. Finally, we also study the scaling of minimal lifetimes in the Vietoris-Rips setting and point to a surprising difference to the Čech filtration.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"48 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537937","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
Running minimum in the best-choice problem 在最佳选择问题中求最小值
IF 1.3 3区 数学
Extremes Pub Date : 2021-10-11 DOI: 10.1007/s10687-022-00457-3
A. Gnedin, Patryk Koziel, M. Sułkowska
{"title":"Running minimum in the best-choice problem","authors":"A. Gnedin, Patryk Koziel, M. Sułkowska","doi":"10.1007/s10687-022-00457-3","DOIUrl":"https://doi.org/10.1007/s10687-022-00457-3","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"157-182"},"PeriodicalIF":1.3,"publicationDate":"2021-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46063641","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
Extremes of censored and uncensored lifetimes in survival data 生存数据中被删减和未删减寿命的极值
IF 1.3 3区 数学
Extremes Pub Date : 2021-10-09 DOI: 10.1007/s10687-021-00426-2
Maller, Ross, Resnick, Sidney
{"title":"Extremes of censored and uncensored lifetimes in survival data","authors":"Maller, Ross, Resnick, Sidney","doi":"10.1007/s10687-021-00426-2","DOIUrl":"https://doi.org/10.1007/s10687-021-00426-2","url":null,"abstract":"<p>We consider a random censoring model for survival analysis, allowing the possibility that only a proportion of individuals in the population are susceptible to death or failure, and the remainder are immune or cured. Susceptibles suffer the event under study eventually, but the time at which this occurs may not be observed due to censoring. Immune individuals have infinite lifetimes which are always censored in the sample. Assuming that the distribution of the susceptibles’ lifetimes as well as the censoring distribution have infinite right endpoints and are in the domain of attraction of the Gumbel distribution, we obtain asymptotic distributions, as sample size tends to infinity, of statistics relevant to testing for the possible existence of immunes in the population.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"196 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537945","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
Pandemic-type failures in multivariate Brownian risk models 多变量布朗风险模型中的大流行型失效
IF 1.3 3区 数学
Extremes Pub Date : 2021-09-22 DOI: 10.1007/s10687-021-00424-4
Dȩbicki, Krzysztof, Hashorva, Enkelejd, Kriukov, Nikolai
{"title":"Pandemic-type failures in multivariate Brownian risk models","authors":"Dȩbicki, Krzysztof, Hashorva, Enkelejd, Kriukov, Nikolai","doi":"10.1007/s10687-021-00424-4","DOIUrl":"https://doi.org/10.1007/s10687-021-00424-4","url":null,"abstract":"<p>Modelling of multiple simultaneous failures in insurance, finance and other areas of applied probability is important especially from the point of view of pandemic-type events. A benchmark limiting model for the analysis of multiple failures is the classical <i>d</i>-dimensional Brownian risk model (Brm), see Delsing et al. (Methodol. Comput. Appl. Probab. <b>22</b>(3), 927–948 2020). From both theoretical and practical point of view, of interest is the calculation of the probability of multiple simultaneous failures in a given time horizon. The main findings of this contribution concern the approximation of the probability that at least <i>k</i> out of <i>d</i> components of Brm fail simultaneously. We derive both sharp bounds and asymptotic approximations of the probability of interest for the finite and the infinite time horizon. Our results extend previous findings of Dȩbicki et al. (J. Appl. Probab. <b>57</b>(2), 597–612 2020) and Dȩbicki et al. (Stoch. Proc. Appl. <b>128</b>(12), 4171–4206 2018).</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"65 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537969","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: 3
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