科研项目详细信息
Extremal Behaviour of Random Scaling Models | |
Hashorva Enkelejd | |
University of Lausanne - LA | |
keywords:random scaling; Dirichlet process; Gaussian process; fractional Laplace motion; Brown-Resnick process; elliptical process; max-domain of attractions; tail asymptotics; Weibullian tails; second order extreme value conditions; max-stable distributions; conditional limiting theorems; Kotz approximation; asymptotic independence; Hüsler-Reiss triangular arrays; Dirichlet distributions; elliptical distributions; ruin probability; missing values; maxima of Gaussian processes | |
keywords: | |
Subject:社会科学、人文和艺术(综合) | |
瑞士|英语 | |
2014至2014 | |
Source: 瑞士国家科学基金会 | |
Link: http://p3.snf.ch/Pages/DataAndDocumentation.aspx |