相关论文: When does the mean excess plot look linear?
It is known that few characterization results of the logistic distribution were available before, although it is similar in shape to the normal one whose characteristic properties have been well investigated. Fortunately, in the last…
We build a general framework which establishes a one-to-one correspondence between species abundance distribution (SAD) and species accumulation curve (SAC). The appearance rates of the species and the appearance times of individuals of…
The purpose of this paper is to study the limiting distribution of special {\it additive functionals} on random planar maps, namely the number of occurrences of a given {\it pattern}. The main result is a central limit theorem for these…
The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…
Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are modelled by a generalized Pareto (GP) distribution. Too low a…
Across the sciences, the statistical analysis of networks is central to the production of knowledge on relational phenomena. Because of their ability to model the structural generation of networks, exponential random graph models are a…
We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…
We review some recent development in the theory of spatial extremes related to Pareto Processes and modeling of threshold exceedances. We provide theoretical background, methodology for modeling, simulation and inference as well as an…
The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…
Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…
The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…
The paper describes a generalized iterative proportional fitting procedure which can be used for maximum likelihood estimation in a special class of the general log-linear model. The models in this class, called relational, apply to…
A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…
The Linear Threshold Model is a widely used model that describes how information diffuses through a social network. According to this model, an individual adopts an idea or product after the proportion of their neighbors who have adopted it…
In risk management, often the probability must be estimated that a random vector falls into an extreme failure set. In the framework of bivariate extreme value theory, we construct an estimator for such failure probabilities and analyze its…
The main contribution of this paper is a mathematical definition of statistical sparsity, which is expressed as a limiting property of a sequence of probability distributions. The limit is characterized by an exceedance measure~$H$ and a…
Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but…
In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted least squares with an exponential regression model for…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
An alternative to extrinsic information transfer (EXIT) charts called mean squared error (MSE) charts that use a measure related to the MSE instead of mutual information is proposed. Using the relationship between mutual information and…