Iqbal, M. J. Ali, Muhammad
Published in
Arabian Journal of Geosciences
Multi-day rainfall events are an important cause of recent severe flooding in Pakistan, and any change in the magnitude of such events may have severe impact upon urban structures such as dams, urban drainage systems, and flood. This article uses statistical distributions to define extremes of annual rainfall of different cities of Punjab (Lahore, ...
Chellali, F. Khellaf, A. Belouchrani, A.
Published in
Stochastic Environmental Research and Risk Assessment
The understanding of the vertical as well as the horizontal behaviours of wind speed is of great importance in many applications such as aviation, meteorology and wind energy conversion. In this work, we propose to apply the principal component analysis (PCA) in order to extract probable components of wind speed. The idea behind the use of PCA is t...
Stähli, Manfred Badoux, Alexandre Ludwig, Andreas Steiner, Karl Zappa, Massimiliano Hegg, Christoph
Published in
Environmental Monitoring and Assessment
Long-term data on precipitation and runoff are essential to draw firm conclusions about the behavior and trends of hydrological catchments that may be influenced by land use and climate change. Here the longest continuous runoff records from small catchments (
Koti, Kallappa M.
Published in
Drug information journal : DIJ / Drug Information Association
A predictive marker is a marker that predicts the differential efficacy of a particular therapy based on marker status. Standard statistical methods compare treatments, not validate prediction. We propose a failure-time mixture model that achieves both objectives. We also explain how to evaluate efficacy in biomarker subpopulations. We use the maxi...
Calka, Pierre Michel, Julien Porret-Blanc, Sylvain
The aim of this paper is to give a precise estimate on the tail probability of the visibility function in a germ-grain model: this function is defined as the length of the longest ray starting at the origin that does not intersect an obstacle in a Boolean model. We proceed in two or more dimensions using coverage techniques. Moreover, convergence r...
Markovich, Natalia M. Kilpi, Jorma
Published in
Annals of Operations Research
We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand’s dependence A-function. We estimate the A-function to measure the dependencies o...
Markovich, Natalia M.
We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand’s dependence A-function.We estimate the A-function to measure the dependencies of...
Zhang, Zhengjun
Published in
Statistical Inference for Stochastic Processes
There is an infinite number of parameters in the definition of multivariate maxima of moving maxima (M4) processes, which poses challenges in statistical applications where workable models are preferred. This paper establishes sufficient conditions under which an M4 process with infinite number of parameters may be approximated by an M4 process wit...
Ouyang, Zisheng
Published in
Quality & Quantity
Value at risk (VaR) is a commonly used tool to measure market risk. In this paper, we discuss the problems of model choice and VaR performance. The VaRs of daily returns of the Shanghai and Shenzhen indexes are calculated using equally weighted moving average (EQMA), exponentially weighted moving average (EWMA), GARCH(1,1), empirical density estima...
Emadi, M. Ahmadi, J. Arghami, N. R.
Published in
Statistical Papers
“Science looks to Statistics for an objective measure of the strength of evidence in a given body of observations. The Law of Likelihood explains that the strength of statistical evidence for one hypothesis over another is measured by their likelihood ratio” (Blume, 2002). In this paper, we compare probabilities of weak and strong misleading eviden...
