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You searched for subject:(regular variation). Showing records 1 – 23 of 23 total matches.

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Texas A&M University

1. Goldsmith, Aaron Seth. LASSO Asymptotics For Heavy Tailed Errors.

Degree: 2015, Texas A&M University

We consider the asymptotic behavior of the l1 regularized least squares estimator (LASSO) for the linear regression model Y=X(beta)+xi with training data (X,Y) in RnxpxRn, true parameter beta in Rp, and observation noise xi in Rn. The LASSO estimator, defined by betahat in argminu in Rp||Xu-Y||2+lambda||u||1 introduces a bias toward 0 to encourage sparse estimates. LASSO has become a staple in the statistician?s breadbasket; it behaves very well and is quickly computed. In the case that xii are i.i.d. with E|xii|alpha<alphat}=t-alpha for some 1<alpha<2, Chatterjee and Lahiri found the exact rate, almost surely, for which the LASSO betahat tends to beta. We consider instead xi I that are i.i.d., possess all moments less than alpha, and eventually nearly follow a Pareto tail P{|xii|>t}=t-alpha Specifically, we only require that the tails of xii to be regularly varying. We center and scale both the quantity inside the arg min and betahat itself to prepare for a CLT. We find conditions that promise both convergence (uniformly over a class of designs X) of the quantity inside the arg min and uniform tightness of the centered, scaled bethahat. Then, we use a standard theorem to pass to uniform convergence of the centered, scaled betahat. Finally, we use a basic inequality to prove rate consistency for betahat when p is allowed to increase with n. Advisors/Committee Members: Zinn, Joel (advisor), Schlumprecht, Thomas (committee member), Rojas, Maurice (committee member), Mueller-Harknett, Ursula (committee member).

Subjects/Keywords: LASSO; Weak Convergence; Regular Variation; Heavy Tails

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APA (6th Edition):

Goldsmith, A. S. (2015). LASSO Asymptotics For Heavy Tailed Errors. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/156229

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Goldsmith, Aaron Seth. “LASSO Asymptotics For Heavy Tailed Errors.” 2015. Thesis, Texas A&M University. Accessed August 20, 2019. http://hdl.handle.net/1969.1/156229.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Goldsmith, Aaron Seth. “LASSO Asymptotics For Heavy Tailed Errors.” 2015. Web. 20 Aug 2019.

Vancouver:

Goldsmith AS. LASSO Asymptotics For Heavy Tailed Errors. [Internet] [Thesis]. Texas A&M University; 2015. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/1969.1/156229.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Goldsmith AS. LASSO Asymptotics For Heavy Tailed Errors. [Thesis]. Texas A&M University; 2015. Available from: http://hdl.handle.net/1969.1/156229

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Sydney

2. Chang, Ting-Ying. On Singular Solutions of Weighted Divergence Operators .

Degree: 2017, University of Sydney

 We give a complete classification of the isolated singularities of positive solutions to a broad class of nonlinear elliptic equations involving a weighted p-Laplacian and… (more)

Subjects/Keywords: isolated singularity; regular variation; weighted p-Laplacian

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APA (6th Edition):

Chang, T. (2017). On Singular Solutions of Weighted Divergence Operators . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/16817

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chang, Ting-Ying. “On Singular Solutions of Weighted Divergence Operators .” 2017. Thesis, University of Sydney. Accessed August 20, 2019. http://hdl.handle.net/2123/16817.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chang, Ting-Ying. “On Singular Solutions of Weighted Divergence Operators .” 2017. Web. 20 Aug 2019.

Vancouver:

Chang T. On Singular Solutions of Weighted Divergence Operators . [Internet] [Thesis]. University of Sydney; 2017. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/2123/16817.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang T. On Singular Solutions of Weighted Divergence Operators . [Thesis]. University of Sydney; 2017. Available from: http://hdl.handle.net/2123/16817

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Cornell University

3. Nguyen, Duc. A Study Of The Tail Measure And Its Applications In Risk Modeling .

Degree: 2013, Cornell University

 This dissertation has 4 chapters, in which we attempt to explore and analyze the structure of extremal data. The first chapter is a review of… (more)

Subjects/Keywords: tail index; regular variation; spectral measure

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APA (6th Edition):

Nguyen, D. (2013). A Study Of The Tail Measure And Its Applications In Risk Modeling . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/34228

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nguyen, Duc. “A Study Of The Tail Measure And Its Applications In Risk Modeling .” 2013. Thesis, Cornell University. Accessed August 20, 2019. http://hdl.handle.net/1813/34228.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nguyen, Duc. “A Study Of The Tail Measure And Its Applications In Risk Modeling .” 2013. Web. 20 Aug 2019.

Vancouver:

Nguyen D. A Study Of The Tail Measure And Its Applications In Risk Modeling . [Internet] [Thesis]. Cornell University; 2013. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/1813/34228.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nguyen D. A Study Of The Tail Measure And Its Applications In Risk Modeling . [Thesis]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/34228

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Ottawa

4. Mariko, Dioulde Habibatou. Multivariate Regular Variation and its Applications .

Degree: 2015, University of Ottawa

 In this thesis, we review the basic notions related to univariate regular variation and study some fundamental properties of regularly varying random variables. We then… (more)

Subjects/Keywords: Multivariate regular variation; Extreme value theory

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APA (6th Edition):

Mariko, D. H. (2015). Multivariate Regular Variation and its Applications . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/32756

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mariko, Dioulde Habibatou. “Multivariate Regular Variation and its Applications .” 2015. Thesis, University of Ottawa. Accessed August 20, 2019. http://hdl.handle.net/10393/32756.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mariko, Dioulde Habibatou. “Multivariate Regular Variation and its Applications .” 2015. Web. 20 Aug 2019.

Vancouver:

Mariko DH. Multivariate Regular Variation and its Applications . [Internet] [Thesis]. University of Ottawa; 2015. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/10393/32756.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mariko DH. Multivariate Regular Variation and its Applications . [Thesis]. University of Ottawa; 2015. Available from: http://hdl.handle.net/10393/32756

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Colorado State University

5. Russell, Brook T. Understanding extreme behavior by optimizing tail dependence with application to ground level ozone via data mining and spatial modeling.

Degree: PhD, Statistics, 2015, Colorado State University

 This dissertation presents novel work in statistical methods for extremes. Our underlying modeling procedure identifies the linear combination of covariates that is associated with extreme… (more)

Subjects/Keywords: multivariate regular variation; cross validation; tail dependence

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APA (6th Edition):

Russell, B. T. (2015). Understanding extreme behavior by optimizing tail dependence with application to ground level ozone via data mining and spatial modeling. (Doctoral Dissertation). Colorado State University. Retrieved from http://hdl.handle.net/10217/167102

Chicago Manual of Style (16th Edition):

Russell, Brook T. “Understanding extreme behavior by optimizing tail dependence with application to ground level ozone via data mining and spatial modeling.” 2015. Doctoral Dissertation, Colorado State University. Accessed August 20, 2019. http://hdl.handle.net/10217/167102.

MLA Handbook (7th Edition):

Russell, Brook T. “Understanding extreme behavior by optimizing tail dependence with application to ground level ozone via data mining and spatial modeling.” 2015. Web. 20 Aug 2019.

Vancouver:

Russell BT. Understanding extreme behavior by optimizing tail dependence with application to ground level ozone via data mining and spatial modeling. [Internet] [Doctoral dissertation]. Colorado State University; 2015. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/10217/167102.

Council of Science Editors:

Russell BT. Understanding extreme behavior by optimizing tail dependence with application to ground level ozone via data mining and spatial modeling. [Doctoral Dissertation]. Colorado State University; 2015. Available from: http://hdl.handle.net/10217/167102


Washington State University

6. [No author]. TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES .

Degree: 2013, Washington State University

 Extreme events occur everywhere, and analyzing impacts of these events becomes fundamentally important in many areas such as financial risk management, electrical grid reliability analysis,… (more)

Subjects/Keywords: Mathematics; copula; multivariate regular variation; tail density; tail dependence; vine

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APA (6th Edition):

author], [. (2013). TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES . (Thesis). Washington State University. Retrieved from http://hdl.handle.net/2376/4790

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

author], [No. “TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES .” 2013. Thesis, Washington State University. Accessed August 20, 2019. http://hdl.handle.net/2376/4790.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

author], [No. “TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES .” 2013. Web. 20 Aug 2019.

Vancouver:

author] [. TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES . [Internet] [Thesis]. Washington State University; 2013. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/2376/4790.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES . [Thesis]. Washington State University; 2013. Available from: http://hdl.handle.net/2376/4790

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


The Ohio State University

7. Bean, Andrew Taylor. Transformations and Bayesian Estimation of Skewed and Heavy-Tailed Densities.

Degree: PhD, Statistics, 2017, The Ohio State University

 In data analysis applications characterized by large and possibly irregular data sets, nonparametric statistical techniques aim to ensure that, as the sample size grows, all… (more)

Subjects/Keywords: Statistics; density estimation; transformations; nonparametric statistics; Dirichlet process mixtures; heavy tails; regular variation

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APA (6th Edition):

Bean, A. T. (2017). Transformations and Bayesian Estimation of Skewed and Heavy-Tailed Densities. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1503015935192212

Chicago Manual of Style (16th Edition):

Bean, Andrew Taylor. “Transformations and Bayesian Estimation of Skewed and Heavy-Tailed Densities.” 2017. Doctoral Dissertation, The Ohio State University. Accessed August 20, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1503015935192212.

MLA Handbook (7th Edition):

Bean, Andrew Taylor. “Transformations and Bayesian Estimation of Skewed and Heavy-Tailed Densities.” 2017. Web. 20 Aug 2019.

Vancouver:

Bean AT. Transformations and Bayesian Estimation of Skewed and Heavy-Tailed Densities. [Internet] [Doctoral dissertation]. The Ohio State University; 2017. [cited 2019 Aug 20]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1503015935192212.

Council of Science Editors:

Bean AT. Transformations and Bayesian Estimation of Skewed and Heavy-Tailed Densities. [Doctoral Dissertation]. The Ohio State University; 2017. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1503015935192212


University of Ottawa

8. Tong, Zhigang. Statistical Inference for Heavy Tailed Time Series and Vectors .

Degree: 2017, University of Ottawa

 In this thesis we deal with statistical inference related to extreme value phenomena. Specifically, if X is a random vector with values in d-dimensional space,… (more)

Subjects/Keywords: Extreme value theory; Multivariate regular variation; Tail empirical process; Conditional extreme value model; Extremogram

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APA (6th Edition):

Tong, Z. (2017). Statistical Inference for Heavy Tailed Time Series and Vectors . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/35649

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tong, Zhigang. “Statistical Inference for Heavy Tailed Time Series and Vectors .” 2017. Thesis, University of Ottawa. Accessed August 20, 2019. http://hdl.handle.net/10393/35649.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tong, Zhigang. “Statistical Inference for Heavy Tailed Time Series and Vectors .” 2017. Web. 20 Aug 2019.

Vancouver:

Tong Z. Statistical Inference for Heavy Tailed Time Series and Vectors . [Internet] [Thesis]. University of Ottawa; 2017. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/10393/35649.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tong Z. Statistical Inference for Heavy Tailed Time Series and Vectors . [Thesis]. University of Ottawa; 2017. Available from: http://hdl.handle.net/10393/35649

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

9. Warchol, Michal. Nonparametric modeling of extremal dependence.

Degree: 2016, Université Catholique de Louvain

There is an increasing interest to understand the interplay of extreme values over time and across coordinates. Extreme-value theory provides techniques for modeling temporal and… (more)

Subjects/Keywords: Statistics of extremes; Spectral measure; Regular variation; Stationary time series; Heavy-tailed Markov chains; Heavy-tailed time series

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APA (6th Edition):

Warchol, M. (2016). Nonparametric modeling of extremal dependence. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/176771

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Warchol, Michal. “Nonparametric modeling of extremal dependence.” 2016. Thesis, Université Catholique de Louvain. Accessed August 20, 2019. http://hdl.handle.net/2078.1/176771.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Warchol, Michal. “Nonparametric modeling of extremal dependence.” 2016. Web. 20 Aug 2019.

Vancouver:

Warchol M. Nonparametric modeling of extremal dependence. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/2078.1/176771.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Warchol M. Nonparametric modeling of extremal dependence. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/176771

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Mitra, Abhimanyu. Three Problems In Quantitative Risk Management .

Degree: 2011, Cornell University

 This thesis deals with the approximation of the probability of remote risk regions. The simplest example is to compute P[X > x] for a one-dimensional… (more)

Subjects/Keywords: Quantitative risk mamangement; Hidden regular variation; Aggregation of risks

regular variation: detection and estimation . . . . . . . . 1 1 3 4 2 Aggregation of rapidly… …4.2 Hidden regular variation . . . . . . . . . . . . . . . . . . . . . . . 4.2.1 Hidden… …regular variation on E(2) . . . . . . . . . . . . . . 4.2.2 Hidden regular variation… …169 B Maximal domain of attraction and regular variation 170 B.1 Maximal domain of… …attraction . . . . . . . . . . . . . . . . . . . . . 170 B.2 Regular variation… 

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Sample image

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APA (6th Edition):

Mitra, A. (2011). Three Problems In Quantitative Risk Management . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/29120

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mitra, Abhimanyu. “Three Problems In Quantitative Risk Management .” 2011. Thesis, Cornell University. Accessed August 20, 2019. http://hdl.handle.net/1813/29120.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mitra, Abhimanyu. “Three Problems In Quantitative Risk Management .” 2011. Web. 20 Aug 2019.

Vancouver:

Mitra A. Three Problems In Quantitative Risk Management . [Internet] [Thesis]. Cornell University; 2011. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/1813/29120.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mitra A. Three Problems In Quantitative Risk Management . [Thesis]. Cornell University; 2011. Available from: http://hdl.handle.net/1813/29120

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Cornell University

11. Rothenbuehler, Joerg. Dependence Structures beyond copulas: A new model of a multivariate regular varying distribution based on a finite von Mises-Fisher mixture model .

Degree: 2004, Cornell University

 A multivariate regular varying distribution can be characterized by its marginals and a finite measure on the unit sphere. That measure is referred to as… (more)

Subjects/Keywords: Multivariate Extreme Value Theory; Multivariate regular variation; Spectral Measure; Finite Mixture Model

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APA (6th Edition):

Rothenbuehler, J. (2004). Dependence Structures beyond copulas: A new model of a multivariate regular varying distribution based on a finite von Mises-Fisher mixture model . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/230

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rothenbuehler, Joerg. “Dependence Structures beyond copulas: A new model of a multivariate regular varying distribution based on a finite von Mises-Fisher mixture model .” 2004. Thesis, Cornell University. Accessed August 20, 2019. http://hdl.handle.net/1813/230.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rothenbuehler, Joerg. “Dependence Structures beyond copulas: A new model of a multivariate regular varying distribution based on a finite von Mises-Fisher mixture model .” 2004. Web. 20 Aug 2019.

Vancouver:

Rothenbuehler J. Dependence Structures beyond copulas: A new model of a multivariate regular varying distribution based on a finite von Mises-Fisher mixture model . [Internet] [Thesis]. Cornell University; 2004. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/1813/230.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rothenbuehler J. Dependence Structures beyond copulas: A new model of a multivariate regular varying distribution based on a finite von Mises-Fisher mixture model . [Thesis]. Cornell University; 2004. Available from: http://hdl.handle.net/1813/230

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Oxford

12. Hitz, Adrien. Modelling of extremes.

Degree: PhD, 2016, University of Oxford

 This work focuses on statistical methods to understand how frequently rare events occur and what the magnitude of extreme values such as large losses is.… (more)

Subjects/Keywords: 519.5; Extreme Value Theory; Extreme River Flows; Website Visits; Discrete Distributions; Asymptotic Graphical Models; Graphical Models; One Component Regular Variation; Asymptotic Conditional Independence; Generalized Zipf Distribution; Tree Graphical Models; Multivariate Regular Variation; Gaussian Graphical Models; Student Graphical Models; Censored Copula; Discrete Generalized Pareto Distribution; Discrete Pareto IV Distribution

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APA (6th Edition):

Hitz, A. (2016). Modelling of extremes. (Doctoral Dissertation). University of Oxford. Retrieved from https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173

Chicago Manual of Style (16th Edition):

Hitz, Adrien. “Modelling of extremes.” 2016. Doctoral Dissertation, University of Oxford. Accessed August 20, 2019. https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173.

MLA Handbook (7th Edition):

Hitz, Adrien. “Modelling of extremes.” 2016. Web. 20 Aug 2019.

Vancouver:

Hitz A. Modelling of extremes. [Internet] [Doctoral dissertation]. University of Oxford; 2016. [cited 2019 Aug 20]. Available from: https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173.

Council of Science Editors:

Hitz A. Modelling of extremes. [Doctoral Dissertation]. University of Oxford; 2016. Available from: https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173


Université Montpellier II

13. Elamine, Abdallah Bacar. Régression non-paramétrique pour variables fonctionnelles : Non parametric regression for functional data.

Degree: Docteur es, Mathématiques appliquées et applications des mathématiquesandre, 2010, Université Montpellier II

Cette thèse se décompose en quatre parties auxquelles s'ajoute une présentation. Dans un premier temps, on expose les outils mathématiques essentiels à la compréhension des… (more)

Subjects/Keywords: Données fonctionnelles; Modèle de régression; Noyau; Erreur quadratique moyenne; Petite boule de probabilité Problème inverse Fonction à variation Gamma Fonction à variation régulière Méthode du double noyau Normalité asymptotique; Functional data; Regression model; Kernel; Mean square error; Small ball probabilty; Inverse problem; Gamma varying function; Regular variation function

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APA (6th Edition):

Elamine, A. B. (2010). Régression non-paramétrique pour variables fonctionnelles : Non parametric regression for functional data. (Doctoral Dissertation). Université Montpellier II. Retrieved from http://www.theses.fr/2010MON20017

Chicago Manual of Style (16th Edition):

Elamine, Abdallah Bacar. “Régression non-paramétrique pour variables fonctionnelles : Non parametric regression for functional data.” 2010. Doctoral Dissertation, Université Montpellier II. Accessed August 20, 2019. http://www.theses.fr/2010MON20017.

MLA Handbook (7th Edition):

Elamine, Abdallah Bacar. “Régression non-paramétrique pour variables fonctionnelles : Non parametric regression for functional data.” 2010. Web. 20 Aug 2019.

Vancouver:

Elamine AB. Régression non-paramétrique pour variables fonctionnelles : Non parametric regression for functional data. [Internet] [Doctoral dissertation]. Université Montpellier II; 2010. [cited 2019 Aug 20]. Available from: http://www.theses.fr/2010MON20017.

Council of Science Editors:

Elamine AB. Régression non-paramétrique pour variables fonctionnelles : Non parametric regression for functional data. [Doctoral Dissertation]. Université Montpellier II; 2010. Available from: http://www.theses.fr/2010MON20017

14. Hoffmeyer, Allen Kyle. Small-time asymptotics of call prices and implied volatilities for exponential Lévy models.

Degree: PhD, Mathematics, 2015, Georgia Tech

 We derive at-the-money call-price and implied volatility asymptotic expansions in time to maturity for a selection of exponential Lévy models, restricting our attention to asset-price… (more)

Subjects/Keywords: CGMY process; Levy process; Small-time asymptotics; Asymptotic expansions; Regular variation; Options pricing; Finance

…covers stable domains of attraction and regular variation in order to consider classes of L… …as t ↓ 0. 24 CHAPTER III STABLE DOMAINS OF ATTRACTION AND REGULAR VARIATION Stable… …Finally, we present some results on the connection between regular variation and concentration… …inequalities for L´ evy processes. 3.1 Regular Variation The study of domains of attraction of… …stable random variables in continuous time processes requires knowledge of regular variation… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hoffmeyer, A. K. (2015). Small-time asymptotics of call prices and implied volatilities for exponential Lévy models. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/53506

Chicago Manual of Style (16th Edition):

Hoffmeyer, Allen Kyle. “Small-time asymptotics of call prices and implied volatilities for exponential Lévy models.” 2015. Doctoral Dissertation, Georgia Tech. Accessed August 20, 2019. http://hdl.handle.net/1853/53506.

MLA Handbook (7th Edition):

Hoffmeyer, Allen Kyle. “Small-time asymptotics of call prices and implied volatilities for exponential Lévy models.” 2015. Web. 20 Aug 2019.

Vancouver:

Hoffmeyer AK. Small-time asymptotics of call prices and implied volatilities for exponential Lévy models. [Internet] [Doctoral dissertation]. Georgia Tech; 2015. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/1853/53506.

Council of Science Editors:

Hoffmeyer AK. Small-time asymptotics of call prices and implied volatilities for exponential Lévy models. [Doctoral Dissertation]. Georgia Tech; 2015. Available from: http://hdl.handle.net/1853/53506

15. Tillier, Charles. Processus et indicateurs de risque en assurance non-vie et sécurité alimentaire : Processes and risk indicators in non-life insurance mathematics and food security.

Degree: Docteur es, Mathématiques appliquées et application des mathématiques, 2017, Université Paris X – Nanterre

L'analyse des risques est devenu un enjeu majeur dans notre société. Quels que soient les champs d'application dans lesquels une situation à risque peut survenir,… (more)

Subjects/Keywords: Assurance non-Vie; Risque alimentaire; Chaînes de Markov; Événements rares; Variations régulières; Phénomènes à queues lourdes; Non life insurance mathematics; Heavy tail phenomena; Risk theory; Markov chains; Rare events; Regular variation

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APA (6th Edition):

Tillier, C. (2017). Processus et indicateurs de risque en assurance non-vie et sécurité alimentaire : Processes and risk indicators in non-life insurance mathematics and food security. (Doctoral Dissertation). Université Paris X – Nanterre. Retrieved from http://www.theses.fr/2017PA100192

Chicago Manual of Style (16th Edition):

Tillier, Charles. “Processus et indicateurs de risque en assurance non-vie et sécurité alimentaire : Processes and risk indicators in non-life insurance mathematics and food security.” 2017. Doctoral Dissertation, Université Paris X – Nanterre. Accessed August 20, 2019. http://www.theses.fr/2017PA100192.

MLA Handbook (7th Edition):

Tillier, Charles. “Processus et indicateurs de risque en assurance non-vie et sécurité alimentaire : Processes and risk indicators in non-life insurance mathematics and food security.” 2017. Web. 20 Aug 2019.

Vancouver:

Tillier C. Processus et indicateurs de risque en assurance non-vie et sécurité alimentaire : Processes and risk indicators in non-life insurance mathematics and food security. [Internet] [Doctoral dissertation]. Université Paris X – Nanterre; 2017. [cited 2019 Aug 20]. Available from: http://www.theses.fr/2017PA100192.

Council of Science Editors:

Tillier C. Processus et indicateurs de risque en assurance non-vie et sécurité alimentaire : Processes and risk indicators in non-life insurance mathematics and food security. [Doctoral Dissertation]. Université Paris X – Nanterre; 2017. Available from: http://www.theses.fr/2017PA100192


Louisiana State University

16. Vindas, Jasson. Local behavior of distributions and applications.

Degree: PhD, Applied Mathematics, 2009, Louisiana State University

 This dissertation studies local and asymptotic properties of distributions (generalized functions) in connection to several problems in harmonic analysis, approximation theory, classical real and complex… (more)

Subjects/Keywords: Schwartz distributions; Fourier transform; wavelets; jumps and Fourier series; tauberian theorems; generalized asymptotics; Abel and Cesaro summability; regular variation and slowly varying functions; Radon measures; Laplace transform; integral transforms; spaces of test functions

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APA (6th Edition):

Vindas, J. (2009). Local behavior of distributions and applications. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-06192009-142044 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1911

Chicago Manual of Style (16th Edition):

Vindas, Jasson. “Local behavior of distributions and applications.” 2009. Doctoral Dissertation, Louisiana State University. Accessed August 20, 2019. etd-06192009-142044 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1911.

MLA Handbook (7th Edition):

Vindas, Jasson. “Local behavior of distributions and applications.” 2009. Web. 20 Aug 2019.

Vancouver:

Vindas J. Local behavior of distributions and applications. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2019 Aug 20]. Available from: etd-06192009-142044 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1911.

Council of Science Editors:

Vindas J. Local behavior of distributions and applications. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-06192009-142044 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1911

17. Aghababa, Somayeh. Extremal dependency:The GARCH(1,1) model and an Agent based model.

Degree: Mathematics, 2013, Linnaeus University

  This thesis focuses on stochastic processes and some of their properties are investigated which are necessary to determine the tools, the extremal index and… (more)

Subjects/Keywords: The GARCH(1; 1) model; The Agent based model; Stationarity; Regular variation; Extremogram.

…the q-quantile of F, cf. Embrechts et al [1], page 130. 3.2 Regular Variation… …Regular variation is one of the useful tools for modeling extremes, demonstrating heavytailed… …et al [1], page 564. In order to deal with the concept of regular variation in… …Definition 3.2.3. (Multivariate regular variation) A d-dimensional random vector X… …measures see Kallenberg [16]. Definition 3.2.4. ( Time series regular variation… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Aghababa, S. (2013). Extremal dependency:The GARCH(1,1) model and an Agent based model. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Aghababa, Somayeh. “Extremal dependency:The GARCH(1,1) model and an Agent based model.” 2013. Thesis, Linnaeus University. Accessed August 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Aghababa, Somayeh. “Extremal dependency:The GARCH(1,1) model and an Agent based model.” 2013. Web. 20 Aug 2019.

Vancouver:

Aghababa S. Extremal dependency:The GARCH(1,1) model and an Agent based model. [Internet] [Thesis]. Linnaeus University; 2013. [cited 2019 Aug 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Aghababa S. Extremal dependency:The GARCH(1,1) model and an Agent based model. [Thesis]. Linnaeus University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-24735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Colorado State University

18. Weller, Grant B. Joint tail modeling via regular variation with applications in climate and environmental studies.

Degree: PhD, Statistics, 2007, Colorado State University

 This dissertation presents applied, theoretical, and methodological advances in the statistical analysis of multivariate extreme values, employing the underlying mathematical framework of multivariate regular variation.… (more)

Subjects/Keywords: air pollution; EM algorithm; extreme precipitation; extreme value theory; hidden regular variation; regional climate models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Weller, G. B. (2007). Joint tail modeling via regular variation with applications in climate and environmental studies. (Doctoral Dissertation). Colorado State University. Retrieved from http://hdl.handle.net/10217/79439

Chicago Manual of Style (16th Edition):

Weller, Grant B. “Joint tail modeling via regular variation with applications in climate and environmental studies.” 2007. Doctoral Dissertation, Colorado State University. Accessed August 20, 2019. http://hdl.handle.net/10217/79439.

MLA Handbook (7th Edition):

Weller, Grant B. “Joint tail modeling via regular variation with applications in climate and environmental studies.” 2007. Web. 20 Aug 2019.

Vancouver:

Weller GB. Joint tail modeling via regular variation with applications in climate and environmental studies. [Internet] [Doctoral dissertation]. Colorado State University; 2007. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/10217/79439.

Council of Science Editors:

Weller GB. Joint tail modeling via regular variation with applications in climate and environmental studies. [Doctoral Dissertation]. Colorado State University; 2007. Available from: http://hdl.handle.net/10217/79439

19. Yuan, Zhongyi. Quantitative analysis of extreme risks in insurance and finance.

Degree: PhD, Statistics, 2013, University of Iowa

  In this thesis, we aim at a quantitative understanding of extreme risks. We use heavy-tailed distribution functions to model extreme risks, and use various… (more)

Subjects/Keywords: Asymptotic dependence; Asymptotics; Capital allocation; Copula; Heavy-tailed distribution; Multivariate regular variation; Statistics and Probability

…2.3.3 Hidden regular variation… …with index −α MRV multivariate regular variation, or multivariate regularly varying HRV… …hidden regular variation, or hidden regularly varying µA µ(A) for a measure µ and a… …copulas and multivariate regular variation (MRV) structures. Quantities of interest to… …x29; or Resnick (1987) for comprehensive discussions on regular variation. It is… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yuan, Z. (2013). Quantitative analysis of extreme risks in insurance and finance. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/2422

Chicago Manual of Style (16th Edition):

Yuan, Zhongyi. “Quantitative analysis of extreme risks in insurance and finance.” 2013. Doctoral Dissertation, University of Iowa. Accessed August 20, 2019. https://ir.uiowa.edu/etd/2422.

MLA Handbook (7th Edition):

Yuan, Zhongyi. “Quantitative analysis of extreme risks in insurance and finance.” 2013. Web. 20 Aug 2019.

Vancouver:

Yuan Z. Quantitative analysis of extreme risks in insurance and finance. [Internet] [Doctoral dissertation]. University of Iowa; 2013. [cited 2019 Aug 20]. Available from: https://ir.uiowa.edu/etd/2422.

Council of Science Editors:

Yuan Z. Quantitative analysis of extreme risks in insurance and finance. [Doctoral Dissertation]. University of Iowa; 2013. Available from: https://ir.uiowa.edu/etd/2422

20. Ho, Zhen Wai Olivier. Contributions aux algorithmes stochastiques pour le Big Data et à la théorie des valeurs extrèmes multivariés. : Contributions to stochastic algorithm for Big Data and multivariate extreme value theory.

Degree: Docteur es, Mathématiques, 2018, Bourgogne Franche-Comté

La thèse comporte deux parties distinctes. La première partie concerne des modèles pour les extrêmes multivariés.On donne une construction de vecteurs aléatoires multivariés à variations… (more)

Subjects/Keywords: Big Data; Algorithmes Stochastiques; Acquisition comprimée; Théorie des valeurs extrèmes; Variations régulières; Loi Hüsler-Reiss Pareto; Big data; Stochastic Algorithm; Compressed sensing; Extreme value theory; Regular Variation; Hüsler-Reiss Pareto distribution; 519; 62H12; 62H10; 62F12; 62F03; 90C46; 90C90; 90C20; 68R10; 68Q25

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ho, Z. W. O. (2018). Contributions aux algorithmes stochastiques pour le Big Data et à la théorie des valeurs extrèmes multivariés. : Contributions to stochastic algorithm for Big Data and multivariate extreme value theory. (Doctoral Dissertation). Bourgogne Franche-Comté. Retrieved from http://www.theses.fr/2018UBFCD025

Chicago Manual of Style (16th Edition):

Ho, Zhen Wai Olivier. “Contributions aux algorithmes stochastiques pour le Big Data et à la théorie des valeurs extrèmes multivariés. : Contributions to stochastic algorithm for Big Data and multivariate extreme value theory.” 2018. Doctoral Dissertation, Bourgogne Franche-Comté. Accessed August 20, 2019. http://www.theses.fr/2018UBFCD025.

MLA Handbook (7th Edition):

Ho, Zhen Wai Olivier. “Contributions aux algorithmes stochastiques pour le Big Data et à la théorie des valeurs extrèmes multivariés. : Contributions to stochastic algorithm for Big Data and multivariate extreme value theory.” 2018. Web. 20 Aug 2019.

Vancouver:

Ho ZWO. Contributions aux algorithmes stochastiques pour le Big Data et à la théorie des valeurs extrèmes multivariés. : Contributions to stochastic algorithm for Big Data and multivariate extreme value theory. [Internet] [Doctoral dissertation]. Bourgogne Franche-Comté; 2018. [cited 2019 Aug 20]. Available from: http://www.theses.fr/2018UBFCD025.

Council of Science Editors:

Ho ZWO. Contributions aux algorithmes stochastiques pour le Big Data et à la théorie des valeurs extrèmes multivariés. : Contributions to stochastic algorithm for Big Data and multivariate extreme value theory. [Doctoral Dissertation]. Bourgogne Franche-Comté; 2018. Available from: http://www.theses.fr/2018UBFCD025


University of Queensland

21. Xie, Wangyue. Modelling heavy-tails with phase-type scale mixture distributions.

Degree: School of Mathematics and Physics, 2018, University of Queensland

Subjects/Keywords: Phase-type distribution; Erlang distribution; Heavy-tailed distribution; Subexponentiality; Regular variation; Maximum domain of attraction; Infinite mixture; Discrete scale mixture; Product; Ruin probability; 0102 Applied Mathematics; 0104 Statistics; 1502 Banking, Finance and Investment

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APA (6th Edition):

Xie, W. (2018). Modelling heavy-tails with phase-type scale mixture distributions. (Thesis). University of Queensland. Retrieved from http://espace.library.uq.edu.au/view/UQ:372

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Xie, Wangyue. “Modelling heavy-tails with phase-type scale mixture distributions.” 2018. Thesis, University of Queensland. Accessed August 20, 2019. http://espace.library.uq.edu.au/view/UQ:372.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Xie, Wangyue. “Modelling heavy-tails with phase-type scale mixture distributions.” 2018. Web. 20 Aug 2019.

Vancouver:

Xie W. Modelling heavy-tails with phase-type scale mixture distributions. [Internet] [Thesis]. University of Queensland; 2018. [cited 2019 Aug 20]. Available from: http://espace.library.uq.edu.au/view/UQ:372.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Xie W. Modelling heavy-tails with phase-type scale mixture distributions. [Thesis]. University of Queensland; 2018. Available from: http://espace.library.uq.edu.au/view/UQ:372

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Vindas Diaz, Jasson. Local behavior of distributions and applications.

Degree: 2009, Ghent University

 This dissertation studies local and asymptotic properties of distributions (generalized functions) in connection to several problems in harmonic analysis, approximation theory, classical real and complex… (more)

Subjects/Keywords: Mathematics and Statistics; integral transforms; spaces of test functions; Laplace transform; Radon measures; regular variation and slowly varying functions; Abel and Cesaro summability; generalized asymptotics; Tauberian theorems; jumps and Fourier series; wavelets; Schwartz distributions; Fourier transform

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vindas Diaz, J. (2009). Local behavior of distributions and applications. (Thesis). Ghent University. Retrieved from http://hdl.handle.net/1854/LU-981507

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vindas Diaz, Jasson. “Local behavior of distributions and applications.” 2009. Thesis, Ghent University. Accessed August 20, 2019. http://hdl.handle.net/1854/LU-981507.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vindas Diaz, Jasson. “Local behavior of distributions and applications.” 2009. Web. 20 Aug 2019.

Vancouver:

Vindas Diaz J. Local behavior of distributions and applications. [Internet] [Thesis]. Ghent University; 2009. [cited 2019 Aug 20]. Available from: http://hdl.handle.net/1854/LU-981507.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vindas Diaz J. Local behavior of distributions and applications. [Thesis]. Ghent University; 2009. Available from: http://hdl.handle.net/1854/LU-981507

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Volkovich, Y. Stochastic analysis of web page ranking.

Degree: Faculty of Electrical Engineering, Mathematics & Computer Science, 2009, University of Twente

 Today, the study of the World Wide Web is one of the most challenging subjects. In this work we consider the Web from a probabilistic… (more)

Subjects/Keywords: METIS-263943; IR-61071; Multivariate extremes; Rank aggregation; Wikipedia; Extremal dependencies; Taube-rian theorems; Regular variation; Web; PageRank; Statistical Analysis; Power laws; Preferential attachment; Stochastic equation; EWI-15767

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APA (6th Edition):

Volkovich, Y. (2009). Stochastic analysis of web page ranking. (Doctoral Dissertation). University of Twente. Retrieved from https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html ; urn:nbn:nl:ui:28-61071 ; b903d5b6-c647-4548-963f-7ebdfbf17f51 ; 10.3990/1.9789036528238 ; urn:isbn:978-90-365-2823-8 ; urn:nbn:nl:ui:28-61071 ; https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html

Chicago Manual of Style (16th Edition):

Volkovich, Y. “Stochastic analysis of web page ranking.” 2009. Doctoral Dissertation, University of Twente. Accessed August 20, 2019. https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html ; urn:nbn:nl:ui:28-61071 ; b903d5b6-c647-4548-963f-7ebdfbf17f51 ; 10.3990/1.9789036528238 ; urn:isbn:978-90-365-2823-8 ; urn:nbn:nl:ui:28-61071 ; https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html.

MLA Handbook (7th Edition):

Volkovich, Y. “Stochastic analysis of web page ranking.” 2009. Web. 20 Aug 2019.

Vancouver:

Volkovich Y. Stochastic analysis of web page ranking. [Internet] [Doctoral dissertation]. University of Twente; 2009. [cited 2019 Aug 20]. Available from: https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html ; urn:nbn:nl:ui:28-61071 ; b903d5b6-c647-4548-963f-7ebdfbf17f51 ; 10.3990/1.9789036528238 ; urn:isbn:978-90-365-2823-8 ; urn:nbn:nl:ui:28-61071 ; https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html.

Council of Science Editors:

Volkovich Y. Stochastic analysis of web page ranking. [Doctoral Dissertation]. University of Twente; 2009. Available from: https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html ; urn:nbn:nl:ui:28-61071 ; b903d5b6-c647-4548-963f-7ebdfbf17f51 ; 10.3990/1.9789036528238 ; urn:isbn:978-90-365-2823-8 ; urn:nbn:nl:ui:28-61071 ; https://research.utwente.nl/en/publications/stochastic-analysis-of-web-page-ranking(b903d5b6-c647-4548-963f-7ebdfbf17f51).html

.