Statistical modeling of spatial extremes

AC Davison, SA Padoan, M Ribatet - 2012 - projecteuclid.org
The areal modeling of the extremes of a natural process such as rainfall or temperature is
important in environmental statistics; for example, understanding extreme areal rainfall is …

Extreme value theory and statistics of univariate extremes: a review

MI Gomes, A Guillou - International statistical review, 2015 - Wiley Online Library
Statistical issues arising in modelling univariate extremes of a random sample have been
successfully used in the most diverse fields, such as biometrics, finance, insurance and risk …

[图书][B] Dependence modeling with copulas

H Joe - 2014 - books.google.com
Dependence Modeling with Copulas covers the substantial advances that have taken place
in the field during the last 15 years, including vine copula modeling of high-dimensional …

[图书][B] Distributions for modeling location, scale, and shape: Using GAMLSS in R

RA Rigby, MD Stasinopoulos, GZ Heller, F De Bastiani - 2019 - taylorfrancis.com
This is a book about statistical distributions, their properties, and their application to
modelling the dependence of the location, scale, and shape of the distribution of a response …

Scale-free networks well done

I Voitalov, P Van Der Hoorn, R Van Der Hofstad… - Physical Review …, 2019 - APS
We bring rigor to the vibrant activity of detecting power laws in empirical degree distributions
in real-world networks. We first provide a rigorous definition of power-law distributions …

Nonlocal image restoration with bilateral variance estimation: A low-rank approach

W Dong, G Shi, X Li - IEEE transactions on image processing, 2012 - ieeexplore.ieee.org
Simultaneous sparse coding (SSC) or nonlocal image representation has shown great
potential in various low-level vision tasks, leading to several state-of-the-art image …

Long-memory processes

J Beran, Y Feng, S Ghosh, R Kulik - Long-Mem. Process, 2013 - Springer
Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

[图书][B] Stochastic epidemic models with inference

T Britton, E Pardoux, F Ball, C Laredo, D Sirl, VC Tran - 2019 - Springer
The aim of these Notes is to increase the reader's understanding of the spread of infectious
diseases using mathematics, and in particular stochastic methods. Needless to say …

[PDF][PDF] Outliers: An evaluation of methodologies

D Ghosh, A Vogt - Joint statistical meetings, 2012 - asasrms.org
Given a random sample x1, x2,..., xn from a population, we examine circumstances that lead
to some of the values being deemed outliers and the methodologies proposed to analyze …

[图书][B] Lévy processes and stochastic calculus

D Applebaum - 2009 - books.google.com
Lévy processes form a wide and rich class of random process, and have many applications
ranging from physics to finance. Stochastic calculus is the mathematics of systems …