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排序方式: 共有86条查询结果,搜索用时 31 毫秒
1.
Diagnostics for dependence within time series extremes 总被引:1,自引:0,他引:1
Anthony W. Ledford Jonathan A. Tawn 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(2):521-543
Summary. The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events. These tools are based on tail characteristics of joint survivor functions but can be implemented by using existing estimation methods for extremes of univariate independent and identically distributed variables. Our diagnostic aids are illustrated through theoretical examples, simulation studies and by application to rainfall and exchange rate data. On the basis of these diagnostics we can explain characteristics that are found in the observed extreme events of these series and also gain insight into the properties of events that are more extreme than those observed. 相似文献
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While the concept of regular equivalence is equally applicable to dichotomous as well as valued networks, the identification of regular blocks in regular blockmodels is somewhat problematic when dealing with valued networks. Applying the standard procedure for identifying ties in such blockmodels, a procedure perhaps most suited for dichotomous networks, does tend to generate block images and reduced graphs that differ from intuitive notions of such structures. 相似文献
5.
李浩根 《北华大学学报(社会科学版)》2007,8(1):15-18
在解放和发展社会生产力的具体实践中,不仅要抓好物质生产力的发展,为社会生产力发展提供雄厚的物质基础,同时,还要大力发展精神生产力,为社会生产力发展提供精神动力、思想保障和智力支持.在大力发展社会生产力的基础上不断满足人民群众的物质文化需求,逐步改善人民群众的物质和精神文化生活. 相似文献
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Dawei Lu 《统计学通讯:理论与方法》2013,42(9):1763-1778
Consider a Brownian motion with a regular variation starting at an interior point of a domain D in Rd + 1, d ? 1 and let τD denote the first time the Brownian motion exits from D. Estimates with exact constants for the asymptotics of log?P(τD > T) are given for T → ∞, depending on the shape of the domain D and the order of the regular variation. Furthermore, the asymptotically equivalence are obtained. The problem is motivated by the early results of Lifshits and Shi, Li in the first exit time, and Karamata in the regular variation. The methods of proof are based on their results and the calculus of variations. 相似文献
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对称性在定积分中的应用孙军安,郑德印利用函数图形的对称性可简化定积分的计算。在特殊情况下,甚至可以求出原函数不是初等函数的定积分。因此掌握用对称性计算定积分的方法是必要的有益的。本文首先给出一个引理,由此得出一系列有趣的结果,并通过实例说明这些结果的... 相似文献
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Abel分部求和公式与排序定理王慧兴众所周知,排序定理在不等式的证明和最优化设计方面发挥着出奇制胜的作用。本文运用Abel分部求和公式给出排序定理一个新证明,因而排序定理可作为Abel分部求和公式的一个推论,进而开拓Abel分部求和公式在中等数学中的... 相似文献
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浅议数学分析教学的几个问题王保全1关于极限运算问题极限概念、极限方法是数学分析最基本最重要的概念和方法。它既是教学的重点又是教学的难点。明析极限运算的特性,对教好极限十分有益。1.1极限运算的非初等性初等数学主要以数作为研究对象,讨论数与数之间的联系... 相似文献
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Fan Yang 《统计学通讯:理论与方法》2013,42(3):520-532
The tail distortion risk measure at level p was first introduced in Zhu and Li (2012), where the parameter p ∈ (0, 1) indicates the confidence level. They established first-order asymptotics for this risk measure, as p↑1, for the Fréchet case. In this article, we extend their work by establishing both first-order and second-order asymptotics for the Fréchet, Weibull, and Gumbel cases. Numerical studies are also carried out to examine the accuracy of both asymptotics. 相似文献