Non-Parametric Simulation of Multivariate Extreme Events via Spectral Bootstrap
Fuente:
arXiv
Guardado en:
| Autores principales: | Madhar, Nisrine, Legrand, Juliette, Thomas, Maud |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Assessing Extreme Risk using Stochastic Simulation of Extremes
por: Madhar, Nisrine, et al.
Publicado: (2024)
por: Madhar, Nisrine, et al.
Publicado: (2024)
Evaluation of binary classifiers for asymptotically dependent and independent extremes
por: Legrand, Juliette, et al.
Publicado: (2021)
por: Legrand, Juliette, et al.
Publicado: (2021)
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
por: Buriticá, Gloria, et al.
Publicado: (2024)
por: Buriticá, Gloria, et al.
Publicado: (2024)
A Dimension-Reduced Multivariate Spatial Model for Extreme Events: Balancing Flexibility and Scalability
por: MacDonald, Remy, et al.
Publicado: (2025)
por: MacDonald, Remy, et al.
Publicado: (2025)
Causal Discovery in Multivariate Extremes via Tail Asymmetry
por: Li, Mengran, et al.
Publicado: (2026)
por: Li, Mengran, et al.
Publicado: (2026)
Bootstrap-Based Goodness-of-Fit Test for Parametric Families of Conditional Distributions
por: Kremling, Gitte, et al.
Publicado: (2024)
por: Kremling, Gitte, et al.
Publicado: (2024)
Optimal Debiased Inference on Privatized Data via Indirect Estimation and Parametric Bootstrap
por: Wang, Zhanyu, et al.
Publicado: (2025)
por: Wang, Zhanyu, et al.
Publicado: (2025)
Dimension Reduction in Multivariate Extremes via Latent Linear Factor Models
por: Boulin, Alexis, et al.
Publicado: (2026)
por: Boulin, Alexis, et al.
Publicado: (2026)
Bootstrap-based Inference for Bivariate Heteroscedastic Extremes with a Changing Tail Copula
por: Hu, Yifan, et al.
Publicado: (2024)
por: Hu, Yifan, et al.
Publicado: (2024)
Directional Dependence of Extreme Events
por: Garcin, Matthieu, et al.
Publicado: (2026)
por: Garcin, Matthieu, et al.
Publicado: (2026)
Deep Learning of Multivariate Extremes via a Geometric Representation
por: Murphy-Barltrop, Callum J. R., et al.
Publicado: (2024)
por: Murphy-Barltrop, Callum J. R., et al.
Publicado: (2024)
X-Vine Models for Multivariate Extremes
por: Kiriliouk, Anna, et al.
Publicado: (2023)
por: Kiriliouk, Anna, et al.
Publicado: (2023)
Parsimonious Factor Models for Asymmetric Dependence in Multivariate Extremes
por: Krupskii, Pavel, et al.
Publicado: (2025)
por: Krupskii, Pavel, et al.
Publicado: (2025)
Causal Discovery in Multivariate Extremes with a Hydrological Analysis of Swiss River Discharges
por: Mhalla, Linda, et al.
Publicado: (2024)
por: Mhalla, Linda, et al.
Publicado: (2024)
Parametric Bootstrap for Fixed Edge-Probability Network Models
por: Shao, Zhixuan, et al.
Publicado: (2024)
por: Shao, Zhixuan, et al.
Publicado: (2024)
A Multivariate Polya Tree Model for Meta-Analysis with Event Time Distributions
por: Poli, Giovanni, et al.
Publicado: (2023)
por: Poli, Giovanni, et al.
Publicado: (2023)
Wasserstein-based Minimax Estimation of Dependence in Multivariate Regularly Varying Extremes
por: Zhang, Xuhui, et al.
Publicado: (2023)
por: Zhang, Xuhui, et al.
Publicado: (2023)
Bootstrap Model Averaging
por: Song, Minghui, et al.
Publicado: (2024)
por: Song, Minghui, et al.
Publicado: (2024)
An Online Bootstrap for Time Series
por: Palm, Nicolai, et al.
Publicado: (2023)
por: Palm, Nicolai, et al.
Publicado: (2023)
A Non-Parametric Approach to Detect Patterns in Binary Sequences
por: De, Anushka
Publicado: (2023)
por: De, Anushka
Publicado: (2023)
Online Bootstrap Inference for the Trend of Nonstationary Time Series
por: Nagler, Thomas, et al.
Publicado: (2026)
por: Nagler, Thomas, et al.
Publicado: (2026)
Finite Sample Valid Inference via Calibrated Bootstrap
por: Jiang, Yiran, et al.
Publicado: (2024)
por: Jiang, Yiran, et al.
Publicado: (2024)
Stein Variational Rare Event Simulation
por: Ehre, Max, et al.
Publicado: (2023)
por: Ehre, Max, et al.
Publicado: (2023)
Multivariate Matérn Models -- A Spectral Approach
por: Yarger, Drew, et al.
Publicado: (2023)
por: Yarger, Drew, et al.
Publicado: (2023)
Non-Parametric Estimation Techniques of Factor Copula Model using Proxies
por: Ghanbari, Bahareh, et al.
Publicado: (2025)
por: Ghanbari, Bahareh, et al.
Publicado: (2025)
Bayesian Non-Parametric Inference for Lévy Measures in State-Space Models
por: Lin, Bill Z., et al.
Publicado: (2025)
por: Lin, Bill Z., et al.
Publicado: (2025)
Bayesian Conformal Prediction via the Bayesian Bootstrap
por: Gibson, Graham
Publicado: (2025)
por: Gibson, Graham
Publicado: (2025)
Dynamic Contextual Pricing with Doubly Non-Parametric Random Utility Models
por: Chen, Elynn, et al.
Publicado: (2024)
por: Chen, Elynn, et al.
Publicado: (2024)
Bootstrapping Exchangeable Random Graphs
por: Green, Alden, et al.
Publicado: (2017)
por: Green, Alden, et al.
Publicado: (2017)
Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty
por: Liu, Kaizhao, et al.
Publicado: (2024)
por: Liu, Kaizhao, et al.
Publicado: (2024)
Wild Bootstrap Inference for Non-Negative Matrix Factorization with Random Effects
por: Satoh, Kenichi
Publicado: (2026)
por: Satoh, Kenichi
Publicado: (2026)
Multivariate Discrete Generalized Pareto Distributions: Theory, Simulation, and Applications to Dry spells
por: Aka, Samira, et al.
Publicado: (2025)
por: Aka, Samira, et al.
Publicado: (2025)
Scalable Resampling in Massive Generalized Linear Models via Subsampled Residual Bootstrap
por: Ganguly, Indrila, et al.
Publicado: (2023)
por: Ganguly, Indrila, et al.
Publicado: (2023)
Testing the Regular Variation Model for Multivariate Extremes with Flexible Circular and Spherical Distributions
por: Fernández-Durán, et al.
Publicado: (2023)
por: Fernández-Durán, et al.
Publicado: (2023)
A Non-Parametric Sensitivity Analysis for Bounding Bias in Hybrid Control Trials
por: Gordon, Alissa, et al.
Publicado: (2025)
por: Gordon, Alissa, et al.
Publicado: (2025)
Modeling Extreme Events in the Presence of Inlier: A Mixture Approach
por: Nila, Shivshankar, et al.
Publicado: (2025)
por: Nila, Shivshankar, et al.
Publicado: (2025)
Multivariate group sequential tests for global summary statistics
por: Burdon, Abigail J., et al.
Publicado: (2024)
por: Burdon, Abigail J., et al.
Publicado: (2024)
Bootstrapping Lasso in Generalized Linear Models
por: Choudhury, Mayukh, et al.
Publicado: (2024)
por: Choudhury, Mayukh, et al.
Publicado: (2024)
Multi-Layer Backward Joint Model for Dynamic Prediction of Clinical Events with Multivariate Longitudinal Predictors of Mixed Types
por: Li, Wenhao, et al.
Publicado: (2025)
por: Li, Wenhao, et al.
Publicado: (2025)
Multivariate temporal dependence via mixtures of rotated copulas
por: Pan, Ruyi, et al.
Publicado: (2024)
por: Pan, Ruyi, et al.
Publicado: (2024)
Ejemplares similares
-
Assessing Extreme Risk using Stochastic Simulation of Extremes
por: Madhar, Nisrine, et al.
Publicado: (2024) -
Evaluation of binary classifiers for asymptotically dependent and independent extremes
por: Legrand, Juliette, et al.
Publicado: (2021) -
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
por: Buriticá, Gloria, et al.
Publicado: (2024) -
A Dimension-Reduced Multivariate Spatial Model for Extreme Events: Balancing Flexibility and Scalability
por: MacDonald, Remy, et al.
Publicado: (2025) -
Causal Discovery in Multivariate Extremes via Tail Asymmetry
por: Li, Mengran, et al.
Publicado: (2026)