scientific article
From MaRDI portal
Publication:3259350
zbMath0086.34401MaRDI QIDQ3259350
Publication date: 1958
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Sensitivity analysis methods for a crop-mix problem in linear programming ⋮ Bayesian Inference Using Artificial Augmenting Regressions ⋮ Nonparametric Identification of Copula Structures ⋮ Semi‐Markov processes and mobility† ⋮ An application of sensitivity analysis to a linear programming problem ⋮ A system reliability approach to linear programming ⋮ A sluggish random walk with subdiffusive spread ⋮ Non-Gaussian displacement distributions in models of heterogeneous active particle dynamics ⋮ Work fluctuations for a confined Brownian particle: the role of initial conditions ⋮ Bi-additive models for extremes ⋮ Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Confident identification of subgroups from SNP testing in RCTs with binary outcomes ⋮ Geometric compromise programming: application in portfolio selection ⋮ A comparison of two nonparametric k ‐sample slippage tests ⋮ Extreme-value statistics from Lagrangian convex hull analysis for homogeneous turbulent Boussinesq convection and MHD convection ⋮ On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator ⋮ Artificial selection of communities drives the emergence of structured interactions ⋮ Extremal statistics for a one-dimensional Brownian motion with a reflective boundary ⋮ EXTREME VALUE DISTRIBUTIONS FOR BIASED SAMPLES ⋮ Revisiting classical and quantum disordered systems from the unifying perspective of large deviations ⋮ Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier ⋮ On the disjoint and sliding block maxima method for piecewise stationary time series ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ Betriebsstörungen bei Fließbändern ⋮ Unnamed Item ⋮ Features and performance of some outlier detection methods ⋮ Structural inferences on the type I extreme value distribution ⋮ On extreme values in stationary sequences ⋮ Unnamed Item ⋮ Maximum-energy records in glassy energy landscapes ⋮ Analysis and Simulation of Extremes and Rare Events in Complex Systems ⋮ Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value ⋮ Rare events in stochastic processes with sub-exponential distributions and the big jump principle ⋮ Tropical Support Vector Machines: Evaluations and Extension to Function Spaces ⋮ A generalized binomial exponential 2 distribution: modeling and applications to hydrologic events ⋮ Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation ⋮ The lifetime of a random set ⋮ Über Erwartungswerte und Varianzen von Ranggrößen in kleinen Stichproben ⋮ Design of quasibrittle materials and structures to optimize strength and scaling at probability tail: an apercu ⋮ Statistical advances in environmental science ⋮ Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models ⋮ Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula ⋮ Statistical properties of vortical structures with spanwise vorticity in zero pressure gradient turbulent boundary layers ⋮ Estimation of parameters and quantiles of the Weibull distribution ⋮ Some Second-Order Asymptotics for Extreme Value Linear Regression Models ⋮ Linear Regression with Extreme Value Residuals ⋮ On the first occurrences of gaps between primes in a residue class ⋮ Wait time to stochastic self-focusing ⋮ Interval estimation for Gumbel distribution using climate records ⋮ Bringing Closure to the Plotting Position Controversy ⋮ The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements ⋮ A credibility framework for extreme value-at-risk ⋮ Extreme bandwidths via stochastic self-phase-modulation ⋮ Time series procedures to improve extreme quantile estimation ⋮ Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting ⋮ Estimating precipitation extremes using the log-histospline ⋮ Modeling short-ranged dependence in block extrema with application to polar temperature data ⋮ Modeling nonstationary extremes of storm severity: comparing parametric and semiparametric inference ⋮ A note on statistical tests for homogeneities in multivariate extreme value models for block maxima ⋮ An entropy-based validation of threshold selection technique for extreme value analysis and risk assessment ⋮ ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES ⋮ Small-sample likelihood inference in extreme-value regression models ⋮ An introduction to gevistic regression mortality models ⋮ Ground-state energy fluctuations in the Sherrington–Kirkpatrick model ⋮ A Note on the Moments and Computer Generation of the Shifted Gompertz Distribution ⋮ Properties of the Cox–Stuart Test for Trend in Application to Hydrological Series: The Simulation Study ⋮ Real-space renormalization for disordered systems at the level of large deviations ⋮ Gradient descent dynamics in the mixed p-spin spherical model: finite-size simulations and comparison with mean-field integration ⋮ Hyper‐efficient estimator of the location parameter of the weibull laws ⋮ Decision results for the parameters of the extreme value (Gumbel) distribution based on the mean and the standard deviation ⋮ Distribution pairs and equi‐probable sequences ⋮ The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management ⋮ Stochastic resetting and applications ⋮ First gap statistics of long random walks with bounded jumps ⋮ On ageing intensity function of some Weibull models ⋮ Maxima of stationary Gaussian processes ⋮ Accurately approximating extreme value statistics ⋮ Sur quelques problèmes de géométrie aléatoire ⋮ Reference policies for non-myopic sequential network design and timing problems ⋮ Detecting breaks in the dependence of multivariate extreme-value distributions ⋮ General affine transform families: why is the Pareto an exponential transform? ⋮ Gamma-distribution order statistics, maximal multinomial frequency and randomization de\-signs ⋮ Distributions of order statistics for discrete case ⋮ Models for choice-reaction time ⋮ The stochastic approximation method for recursive kernel estimation of the conditional extreme value index ⋮ Moore's clock ⋮ Sharp transition towards shared vocabularies in multi-agent systems ⋮ Look-ahead strategies for dynamic pickup and delivery problems ⋮ Extreme events in dynamical systems and random walkers: a review ⋮ Weibull renewal processes ⋮ Similarities derived from 3-d nonlinear psychophysics: Variance distributions ⋮ A theoretical minimal solution for heuristics: the case of the spatial harvest timber problem ⋮ On alternative \(q\)-Weibull and \(q\)-extreme value distributions: properties and applications ⋮ Universal Poisson-process limits for general random walks ⋮ RIGHT TAIL ASYMPTOTIC EXPANSION OF TRACY–WIDOM BETA LAWS ⋮ Irreversibility and typicality: a simple analytical result for the Ehrenfest model ⋮ Pooling data versus averaging model fits for some prototypical multinomial processing tree models ⋮ Multiple block sizes and overlapping blocks for multivariate time series extremes ⋮ LAN of extreme order statistics
This page was built for publication:
