2 citations · 3 across the 7 of their papers we have counts for
9 papers
Estimating Value at Risk and Expected Shortfall: A Brief Review and Some New Developments
Kanon Kamronnaher, Andrew Bellucco, Whitney K. Huang +1
Value-at-risk (VaR) and expected shortfall (ES) are two commonly utilized metrics for quantifying financial risk. In this study, we review the widely employed Generalized Autoregre…
Topological Data Analysis Assisted Automated Sleep Stage Scoring Using Airflow Signals
Yu-Min Chung, Whitney K. Huang, Hau-Tieng Wu
Objective: Breathing pattern variability (BPV), as a universal physiological feature, encodes rich health information. We aim to show that, a high-quality automatic sleep stage sco…
Joint modeling of wind speed and wind direction through a conditional approach
Eva Murphy, Whitney Huang, Julie Bessac +2
Atmospheric near surface wind speed and wind direction play an important role in many applications, ranging from air quality modeling, building design, wind turbine placement to cl…
Station-wise statistical joint assessment of wind speed and direction under future climates across the United States
Qiuyi Wu, Julie Bessac, Whitney Huang +1
This study develops a statistical conditional approach to evaluate climate model performance in wind speed and direction and to project their future changes under the representativ…
Airflow recovery from thoracic and abdominal movements using Synchrosqueezing Transform and Locally Stationary Gaussian Process Regression
Whitney K. Huang, Yu-Min Chung, Yu-Bo Wang +2
Airflow signal encodes rich information about respiratory system. While the gold standard for measuring airflow is to use a spirometer with an occlusive seal, this is not practical…
Estimating Concurrent Climate Extremes: A Conditional Approach
Whitney K. Huang, Adam H. Monahan, Francis W. Zwiers
Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in underst…
New Exploratory Tools for Extremal Dependence: Chi Networks and Annual Extremal Networks
Whitney K. Huang, Daniel S. Cooley, Imme Ebert-Uphoff +2
Understanding dependence structure among extreme values plays an important role in risk assessment in environmental studies. In this work we propose the network and the annual…
Estimating Precipitation Extremes using Log-Histospline
Whitney K. Huang, Douglas W. Nychka, Hao Zhang
One of the commonly used approaches to modeling extremes is the peaks-over-threshold (POT) method. The POT method models exceedances over a threshold that is sufficiently high or l…
Estimating changes in temperature extremes from millennial scale climate simulations using generalized extreme value (GEV) distributions
Whitney K. Huang, Michael L. Stein, David J. McInerney +2
Changes in extreme weather may produce some of the largest societal impacts of anthropogenic climate change. However, it is intrinsically difficult to estimate changes in extreme e…