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Related papers: Block-Maxima of Vines

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In this paper we consider the estimation problem for high quantiles of a heavy-tailed distribution from block data when only a few largest values are observed within blocks. We propose estimators for high quantiles and prove that these…

Statistics Theory · Mathematics 2023-06-27 Yongcheng Qi , Mengzi Xie , Jingping Yang

If we have a system of binary variables and we measure the pairwise correlations among these variables, then the least structured or maximum entropy model for their joint distribution is an Ising model with pairwise interactions among the…

Disordered Systems and Neural Networks · Physics 2014-09-12 Michele Castellana , William Bialek

Multivariate circular observations, i.e. points on a torus are nowadays very common. Multivariate wrapped models are often appropriate to describe data points scattered on p-dimensional torus. However, statistical inference based on this…

Computation · Statistics 2018-11-16 Anahita Nodehi , Mousa Golalizadeh , Mehdi Maadooliat , Claudio Agostinelli

We propose a model for unbalanced longitudinal data, where the univariate margins can be selected arbitrarily and the dependence structure is described with the help of a D-vine copula. We show that our approach is an extremely flexible…

Methodology · Statistics 2017-05-18 Matthias Killiches , Claudia Czado

Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC sampler, the MALA-within-Gibbs sampler, from the theoretical and practical…

Computation · Statistics 2020-03-19 X. T. Tong , M. Morzfeld , Y. M. Marzouk

The maximum volume ($\Omega$) of a droplet that can remain attached to a horizontal fiber defines the stability limit of droplet-fiber interactions, phenomena common in nature and critical to diverse engineering applications. Existing…

Fluid Dynamics · Physics 2025-12-29 Yi Zhang , Apurav Tambe , Zhao Pan

The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J.…

Probability · Mathematics 2012-11-26 Guus Balkema , Paul Embrechts , Natalia Nolde

Amphiphilic block copolymers self-assemble into diverse nanoscale morphologies with significant implications for drug delivery. This work presents systematic Brownian dynamics simulations of multi-chain diblock and triblock copolymers…

Soft Condensed Matter · Physics 2026-04-21 Ehsan Kamali Ahangar , Dominic Robe , Elnaz Hajizadeh

Over the years data has become increasingly higher dimensional, which has prompted an increased need for dimension reduction techniques. This is perhaps especially true for clustering (unsupervised classification) as well as semi-supervised…

Methodology · Statistics 2018-10-02 Michael P. B. Gallaugher , Paul D. McNicholas

The block maxima approach, which consists of dividing a series of observations into equal sized blocks to extract the block maxima, is commonly used for identifying and modelling extreme events using the generalized extreme value (GEV)…

Methodology · Statistics 2025-06-23 James H. McVittie , Orla A. Murphy

A Copula density estimation method that is based on a finite mixture of heterogeneous parametric copula densities is proposed here. More specifically, the mixture components are Clayton, Frank, Gumbel, T, and normal copula densities, which…

Computation · Statistics 2019-06-25 Leming Qu , Yang Lu

We study theoretically the entropic elasticity of a semi-flexible polymer, such as DNA, confined to two dimensions. Using the worm-like-chain model we obtain an exact analytical expression for the partition function of the polymer pulled at…

Soft Condensed Matter · Physics 2009-11-11 Ashok Prasad , Yuko Hori , Jane' Kondev

Analytic relations are derived for finite volume integrals over the radial distribution function of a fluid, so-called Kirkwood-Buff integrals. Closed form expressions are obtained for cubes and cuboids, the system shapes commonly employed…

Soft Condensed Matter · Physics 2018-05-23 Peter Krüger , Thijs J. H. Vlugt

In this paper, the estimation of the Integrated Covariance matrix from high-frequency data, for high dimensional stock price process, is considered. The Hayashi-Yoshida covolatility estimator is an improvement over Realized covolatility for…

Statistical Finance · Quantitative Finance 2022-01-04 Arnab Chakrabarti , Rituparna Sen

We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

Statistics Theory · Mathematics 2026-04-14 John H. J. Einmahl , Chen Zhou

Vine pair-copula constructions exist for a mix of continuous and ordinal variables. In some steps, this can involve estimating a bivariate copula for a pair of mixed continuous-ordinal variables. To assess the adequacy of copula fits for…

Methodology · Statistics 2023-10-13 Shenyi Pan , Harry Joe

An accurate description of a columnar liquid crystal of hard disks at high packing fractions is presented using an improved free-volume theory. It is shown that the orientational entropy of the disks in the one-dimensional fluid direction…

Statistical Mechanics · Physics 2012-07-17 H. H. Wensink

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

Probability · Mathematics 2024-05-07 Klaus Herrmann , Marius Hofert , Johanna G. Neslehova

The block medium is modeled by a discrete-periodic spatial lattice of masses connected by elastic springs and viscous dampers. To describe the viscoelastic behavior of the interblock layers, a rheological model of internal friction with two…

Classical Physics · Physics 2022-10-28 N. I. Aleksandrova

The Multiplicative Error Model (Engle (2002)) for nonnegative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with nonnegative support. A multivariate extension allows…

Statistical Finance · Quantitative Finance 2016-04-06 Fabrizio Cipollini , Robert F. Engle , Giampiero M. Gallo
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