69 citations · 75 across the 7 of their papers we have counts for
7 papers
Extreme Limit Theory of Competing Risks under Power Normalization
Kaihao Hu, Kai Wang, Corina Constantinescu +2
Advanced science and technology provide a wealth of big data from different sources for extreme value analysis. Classical extreme value theory was extended to obtain an accelerated…
Spatio-temporal Joint Modelling on Moderate and Extreme Air Pollution in Spain
Kai Wang, Chengxiu Ling, Ying Chen +1
Very unhealthy air quality is consistently connected with numerous diseases. Appropriate extreme analysis and accurate predictions are in rising demand for exploring potential link…
Modeling and Decoupling Systemic Risk
Jingyu Ji, Deyuan Li, Zhengjun Zhang
Identifying systemic risk patterns in geopolitical, economic, financial, environmental, transportation, epidemiological systems and their impacts is the key to risk management. Thi…
Modeling Multivariate Time Series with Copula-linked Univariate D-vines
Zifeng Zhao, Peng Shi, Zhengjun Zhang
This paper proposes a novel multivariate time series model named Copula-linked univariate D-vines (CuDvine), which enables the simultaneous copula-based modeling of both temporal a…
Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard
Qiurong Cui, Karl Rohe, Zhengjun Zhang
Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Intrinsically Weighted Means of Marked Point Processes
Alexander Malinowski, Martin Schlather, Zhengjun Zhang
For a non-stationary or non-ergodic marked point process (MPP) on , the definition of averages becomes ambiguous as the process might have a different stochastic behavior in…