Search for tag: "pareto"

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Sparsity in High-Dimensional Extremes: Stanislav… duration 22 minutes 42 seconds Sparsity in High-Dimensional Extremes: Stanislav… Sparsity in High-Dimensional Extremes: Stanislav Volgushev	Sparsity in High-Dimensional Extremes: Stanislav Volgushev This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Stanislav Volgushev Talk Title: Tree structure learning for extremes Abstract:… eva distribution tree multivariate pareto distributions structure result graph edges vector models variables distances space vectors talk property mass k. condition From Belle Taylor 0 likes 64 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 3rd, 2021
Insurance: Armelle Guillou duration 19 minutes 3 seconds Insurance: Armelle Guillou Insurance: Armelle Guillou	Insurance: Armelle Guillou This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Armelle Guillou Talk Title: Extreme value estimation of the conditional risk premium… eva function premium distribution estimator values covariate principle term slide density retention method estimation behaviour condition fact pareto survival distortion level From Belle Taylor 0 likes 28 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 2nd, 2021
Best Student Paper: Edossa Merga Terefe duration 15 minutes 3 seconds Best Student Paper: Edossa Merga Terefe Best Student Paper: Edossa Merga Terefe	Best Student Paper: Edossa Merga Terefe This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Edossa Merga Terefe Talk Title: Extremal Random Forests Abstract: Methods from… eva function forest predictor parameter level quantile regression quantiles quintile distribution estimation scale methods simulation percent weights shape parameters pareto points From Belle Taylor 0 likes 47 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created July 1st, 2021
Inference and robust extremes: Jonathan Jalbert duration 13 minutes 14 seconds Inference and robust extremes: Jonathan Jalbert Inference and robust extremes: Jonathan Jalbert	Inference and robust extremes: Jonathan Jalbert This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Jonathan Jalbert Talk Title: Extended generalized Pareto for subasymptotic tail… eva distribution threshold model gpd density egp condition families pareto interval unit kappa tail origin variable point end heatwave wave intensity From Belle Taylor 0 likes 102 plays 0 Publisher Centre for Statistics Licence Type All rights reserved Language English Date Created June 28th, 2021
Jonathan Jalbert EVA Talk Preview duration 3 minutes 2 seconds Jonathan Jalbert EVA Talk Preview Jonathan Jalbert EVA Talk Preview	Jonathan Jalbert EVA Talk Preview This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Jonathan Jalbert Talk Title: Extended Generalized Pareto for Subasymptotic Tail Analysis with an Application… icms eva model theory data method extended generalised pareto tail analyses analysis heatwaves threshold origin exceedances density families gpd distribution kappa densities period egp parameters future heatwave dog wave police bypass From Anna Munro 0 likes 16 plays 0 Licence Type All rights reserved Language English
Stanislav Volgushev EVA Talk Preview duration 2 minutes 43 seconds Stanislav Volgushev EVA Talk Preview Stanislav Volgushev EVA Talk Preview	Stanislav Volgushev EVA Talk Preview This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Stanislav Volgushev Talk Title: Tree structure learning for extremes Abstract: Extremal graphical models are… icms eva model data theory solution tree structures learning extremes graphs encodes talk graph vector multivariate distributions distribution angle models characterization edges entries pareto hope attention concentration landsat torque types From Anna Munro 0 likes 32 plays 0 Licence Type All rights reserved Language English
Linda Mhalla EVA Talk Preview duration 4 minutes 41 seconds Linda Mhalla EVA Talk Preview Linda Mhalla EVA Talk Preview	Linda Mhalla EVA Talk Preview This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Linda Mhalla Talk Title: Discrete dependent extremes Abstract: With view towards the current COVID-19 global… icms eva theory solution model extremes discrete dependent times series process dependence exceedances instance distribution observations goal margins account clusters temperature nature cases size stage respirator curve pareto hand From Anna Munro 0 likes 27 plays 0 Licence Type All rights reserved Language English
Martin Bladt EVA Talk Preview duration 3 minutes 3 seconds Martin Bladt EVA Talk Preview Martin Bladt EVA Talk Preview	Martin Bladt EVA Talk Preview This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Martin Bladt Talk Title: Phase-type distributions for Insurance pricing Abstract: We address the task of… solution theory eva icms model modelling distributions influences fractional life distribution insurance dataset psi tail face generalisation guesses hazards liability party motors theta matrix pareto transformations pricing analysis children From Anna Munro 0 likes 50 plays 0 Licence Type All rights reserved Language English
Stefan Aulbach EVA Talk Preview duration 3 minutes 22 seconds Stefan Aulbach EVA Talk Preview Stefan Aulbach EVA Talk Preview	Stefan Aulbach EVA Talk Preview This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Stefan Aulbach Talk Title: Exceedance probability estimation – Some experience on bias correction and… aulbach eva icms solution theory probability estimation bias intervals range target procedure correction interval confidence point prevention level threshold model pareto emea discussions talk interests approaches From Anna Munro 0 likes 10 plays 0 Licence Type All rights reserved Language English