2012-03-01, English, Article, Journal or magazine article edition: Estimation of conditional laws given an extreme component. Fougeres, Anne-Laure; Soulier, Philippe

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/177389754
Physical Description
  • Magazine/​Journal article
Published
  • Springer, 2012 March
Language
  • English

Edition details

Title
  • Estimation of conditional laws given an extreme component.
Appears In
  • Extremes, v.15, no.1, 2012 March, p.1(34) (ISSN: 1386-1999)
Author
  • Fougeres, Anne-Laure
  • Soulier, Philippe
Published
  • Springer, 2012 March
Physical Description
  • Magazine/​Journal article
Subjects
Target Audience
  • Academic
Summary
  • Byline: Anne-Laure Fougeres (1), Philippe Soulier (2) Keywords: Extreme value theory; Conditional distributions; Nonparametric estimation; Semiparametric estimation; 60F17; 62G30; 62G32 Abstract: Let (X,Y) be a bivariate random vector. The estimation of a probability of the form P(Ya$?y |X>t) is challenging when t is large, and a fruitful approach consists in studying, if it exists, the limiting conditional distribution of the random vector (X,Y), suitably normalized, given that X is large. There already exists a wide literature on bivariate models for which this limiting distribution exists. In this paper, a statistical analysis of this problem is done. Estimators of the limiting distribution (which is assumed to exist) and the normalizing functions are provided, as well as an estimator of the conditional quantile function when the conditioning event is extreme. Consistency of the estimators is proved and a functional central limit theorem for the estimator of the limiting distribution is obtained. The small sample behavior of the estimator of the conditional quantile function is illustrated through simulations. Some real data are analysed. Author Affiliation: (1) Universite Claude Bernard--Lyon 1, Lyon, France (2) Universite Paris Ouest-Nanterre, Nanterre, France Article History: Registration Date: 13/​09/​2010 Received Date: 29/​12/​2009 Accepted Date: 12/​09/​2010 Online Date: 24/​09/​2010
Terms of Use
  • COPYRIGHT 2012 Springer
Language
  • English
Database
  • Gale Academic OneFile
Identifier
  • 280722141

Get this edition

Via a library membership

Library View online via
Australian Bureau of Statistics. Castles Library.
Australian College of Physical Education. Australian College of Physical Education Library.
Australian Catholic University. Alumni Access.
Australian Catholic University.
Australian Institute of Professional Education.
Australian Lutheran College. Lohe Memorial Library.
Australian School of Management. Perth Campus Library.
Avondale College. Avondale College of Higher Education Sydney Campus Library.
University of Adelaide. Barr Smith Library.
Blue Mountains International Hotel Management School.
Bond University. John and Alison Kearney Library .
Campion College Australia.
Charles Darwin University. Casuarina Campus Library.
Cengage Education.
Christian Heritage College. Christian Heritage College Library.
Deakin University. Deakin University Library.
Edith Cowan University. Edith Cowan University Library.
Australian College of Natural Medicine Pty Ltd. Endeavour College of Natural Health Library.
Excelsia College. Excelsia College Library.
Kaplan Professional. Library.
Fire & Rescue NSW. FRNSW Library.
University of Notre Dame Australia. Galvin Medical Library.
Holmesglen Institute of TAFE. Holmesglen Learning Commons.
International College of Management, Sydney. ICMS Library.
Macquarie University. Macquarie University Library.
Marcus Oldham College. Sir James Darling Resource Centre.
Melbourne Library Service.
Monash University. Monash University Library.
Moore Theological College. Moore Theological College Library.
SA Mental Health Services.
Sydney Missionary and Bible College. J.T.H. Kerr Library.
South Australian Research and Development Institute. South Australian Aquatic Sciences Centre Library.
South Western Sydney Institute of TAFE.
Swinburne University of Technology. Swinburne Library.
Tabor College Victoria.
Tabor Adelaide. Tabor College Library.
The Southport School. Senior Library.
Think: Education Group. Think Education Group Learning Resource Centre.
University of New England. Dixson Library.
University of Canberra. University of Canberra Library.
University of Wollongong. University of Wollongong Library.
University of Queensland. University of Queensland Library. UQ Library Cyberschool.
Catholic Institute of Sydney. Veech Library.
Western Sydney University. Hawkesbury Campus Library.
Show 0 more libraries...
Library View online via
Australian Bureau of Statistics. Castles Library.
University of Canberra. University of Canberra Library.
Show 0 more libraries...
Library View online via
Australian College of Physical Education. Australian College of Physical Education Library.
Australian Catholic University. Alumni Access.
Australian Catholic University.
Australian Institute of Professional Education.
Avondale College. Avondale College of Higher Education Sydney Campus Library.
Blue Mountains International Hotel Management School.
Campion College Australia.
Cengage Education.
Excelsia College. Excelsia College Library.
Kaplan Professional. Library.
Fire & Rescue NSW. FRNSW Library.
International College of Management, Sydney. ICMS Library.
Macquarie University. Macquarie University Library.
Moore Theological College. Moore Theological College Library.
Sydney Missionary and Bible College. J.T.H. Kerr Library.
South Western Sydney Institute of TAFE.
Think: Education Group. Think Education Group Learning Resource Centre.
University of New England. Dixson Library.
University of Wollongong. University of Wollongong Library.
Catholic Institute of Sydney. Veech Library.
Western Sydney University. Hawkesbury Campus Library.
Show 0 more libraries...
Library View online via
Charles Darwin University. Casuarina Campus Library.
Show 0 more libraries...
Library View online via
Bond University. John and Alison Kearney Library .
Christian Heritage College. Christian Heritage College Library.
Australian College of Natural Medicine Pty Ltd. Endeavour College of Natural Health Library.
The Southport School. Senior Library.
University of Queensland. University of Queensland Library. UQ Library Cyberschool.
Show 0 more libraries...
Library View online via
Australian Lutheran College. Lohe Memorial Library.
University of Adelaide. Barr Smith Library.
SA Mental Health Services.
South Australian Research and Development Institute. South Australian Aquatic Sciences Centre Library.
Tabor Adelaide. Tabor College Library.
Show 0 more libraries...
Library View online via
Deakin University. Deakin University Library.
Holmesglen Institute of TAFE. Holmesglen Learning Commons.
Marcus Oldham College. Sir James Darling Resource Centre.
Melbourne Library Service.
Monash University. Monash University Library.
Swinburne University of Technology. Swinburne Library.
Tabor College Victoria.
Show 0 more libraries...

Published in

Some editions of the publication "Extremes (Online)" are available from these libraries. The edition containing this article ( v.15, no.1, 2012 March, p.1(34) ) may not be available:

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (3)
  • NSW (2)
  • VIC (1)
None of your libraries hold this item.

These 3 locations in All:

Library Access Call number(s) Formats held Language
Charles Sturt University. CSU Library - Electronic Resources (shared). Open to the public 001358420; Full Text Available; ProQuest Central New Platform - Available from 1999. Most recent 1 year(s) not available Periodical; Journal, magazine, other English
CSIRO. Library Services. Not open to the public 239540; Online access. Available for document delivery. Restrictions apply.; Vol. 1 (1998)- Periodical; Journal, magazine, other English
Southern Cross University. University Library Lismore. Open to the public Electronic resource - Check catalogue for holdings Periodical; Journal, magazine, other English
Show 0 more libraries...
None of your libraries hold this item.

These 2 locations in New South Wales:

Library Access Call number(s) Formats held Language
Charles Sturt University. CSU Library - Electronic Resources (shared). Open to the public 001358420; Full Text Available; ProQuest Central New Platform - Available from 1999. Most recent 1 year(s) not available Periodical; Journal, magazine, other English
Southern Cross University. University Library Lismore. Open to the public Electronic resource - Check catalogue for holdings Periodical; Journal, magazine, other English
Show 0 more libraries...
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

This single location in Victoria:

Library Access Call number(s) Formats held Language
CSIRO. Library Services. Not open to the public 239540; Online access. Available for document delivery. Restrictions apply.; Vol. 1 (1998)- Periodical; Journal, magazine, other English
Show 0 more libraries...
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment