1,720,995 research outputs found
STATISTICAL INFERENCE FOR MAX-STABLE PROCESSES BY CONDITIONING ON EXTREME EVENTS
No full textIn this paper we provide the basis for new methods of inference for max-stable processes xi on general spaces that admit a certain incremental representation, which, in important cases, has a much simpler structure than the max-stable process itself. A corresponding peaks-over-threshold approach will incorporate all single events that are extreme in some sense and will therefore rely on a substantially larger amount of data in comparison to estimation procedures based on block maxima. Conditioning a process eta in the max-domain of attraction of xi on being extremal, several convergence results for the increments of eta are proved. In a similar way, the shape functions of mixed moving maxima (M3) processes can be extracted from suitably conditioned single events eta. Connecting the two approaches, transformation formulae for processes that admit both an incremental and an M3 representation are identified
Simulation of Brown-Resnick Processes
Full text linkBrown–Resnick processes form a flexible class of stationary max-stable
processes based on Gaussian random fields. With regard to applications, fast and
accurate simulation of these processes is an important issue. In fact, Brown–Resnick
processes that are generated by a dissipative flow do not allow for good finite approximations
using the definition of the processes. On large intervals we get either huge
approximation errors or very long operating times. Looking for solutions of this problem,
we give different representations of the Brown–Resnick processes—including
random shifting and a mixed moving maxima representation—and derive various
kinds of finite approximations that can be used for simulation purposes. Furthermore,
error bounds are calculated in the case of the original process by Brown and
Resnick (J Appl Probab 14(4):732–739, 1977). For a one-parametric class of Brown–
Resnick processes based on the fractional Brownian motion we perform a simulation
study and compare the results of the different methods concerning their approximation
quality. The presented simulation techniques turn out to provide remarkable
improvements
Knobeleien, die Dritte
No full textNach „Voller Knobeleien“ und „Voller neuer Knobeleien“ gibt der Mathematische Korrespondenzzirkel Göttingen mit diesem Buch den mittlerweile dritten Band seiner Aufgabensammlung heraus. In gewohnt sorgfältiger Ausarbeitung werden insgesamt 25 Aufgabenblätter des Zirkels mit 100 kniffligen Aufgaben aus den Gebieten Zahlentheorie, Kombinatorik, Logik, Geometrie und Wahrscheinlichkeitsrechnung vorgestellt und in anschaulicher und häufig überraschend „anderer“ Weise gelöst. Wie auch schon die Bände 1 und 2 bietet dieses Buch nicht nur eine Menge Knobelspaß für Schüler ab Klasse 8 und Erwachsene, sondern auch vielfältige Möglichkeiten zur Vorbereitung auf Mathematikwettbewerbe und zur Gestaltung schulischer Mathematik- Arbeitsgemeinschaften
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
Analyse und Simulation von multivariaten und räumlichen Extremwerten
No full textKumulative HabilitationsschriftThe thesis consists of eight articles that have been published recently in various scientific journals. It contains contributions to the theory and statistics of max-stable processes including their representation (Chapter 2), likelihood-based inference (Chapter 3), unconditional simulation (Chapters 4, 5 and 6) and conditional simulation with applications to downscaling and statistical post-processing (Chapters 7. 8 and 9). Brief overviews over the main results in these areas and the author's contributions will be given in an introductory chapter.Die kumulative Habilitationsschrift besteht aus acht Artikeln, die kürzlich in verschiedenen Fachzeitschriften veröffentlicht wurden. Sie enthält Beiträge zur Theorie und Statistik von max-stabilen Prozessen einschließlich ihrer Darstellung (Kapitel 2), likelihood-basierter Inferenz (Kapitel 3), unbedingter Simulation (Kapitel 4, 5 und 6) und bedingter Simulation mit Anwendungen für Downscaling und statistisches Post-Processing (Kapitel 7. 8 und 9). Eine kurze Übersicht über die wichtigsten Ergebnisse in diesen Bereichen und die Beiträge des Autors werden in einem einleitenden Kapitel gegeben
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