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    Wyświetlanie 1-8 z 8
    Tytuł:
    The geodetic number of strong product graphs
    Autorzy:
    Santhakumaran, A.
    Ullas Chandran, S.
    Powiązania:
    https://bibliotekanauki.pl/articles/744104.pdf
    Data publikacji:
    2010
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    geodetic number
    extreme vertex
    extreme geodesic graph
    open geodetic number
    double domination number
    Opis:
    For two vertices u and v of a connected graph G, the set $I_G[u,v]$ consists of all those vertices lying on u-v geodesics in G. Given a set S of vertices of G, the union of all sets $I_G[u,v]$ for u,v ∈ S is denoted by $I_G[S]$. A set S ⊆ V(G) is a geodetic set if $I_G[S] = V(G)$ and the minimum cardinality of a geodetic set is its geodetic number g(G) of G. Bounds for the geodetic number of strong product graphs are obtainted and for several classes improved bounds and exact values are obtained.
    Źródło:
    Discussiones Mathematicae Graph Theory; 2010, 30, 4; 687-700
    2083-5892
    Pojawia się w:
    Discussiones Mathematicae Graph Theory
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estimating the extremal index through the tail dependence concept
    Autorzy:
    Ferreira, Marta
    Powiązania:
    https://bibliotekanauki.pl/articles/729770.pdf
    Data publikacji:
    2015
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    extreme value theory
    extremal index
    tail dependence coefficient
    Opis:
    The extremal index Θ is an important parameter in extreme value analysis when extending results from independent and identically distributed sequences to stationary ones. A connection between the extremal index and the tail dependence coefficient allows the introduction of new estimators. The proposed ones are easy to compute and we analyze their performance through a simulation study. Comparisons with other existing methods are also presented. Case studies within environment are considered in the end.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2015, 35, 1-2; 61-74
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    An asymptotically unbiased moment estimator of a negative extreme value index
    Autorzy:
    Caeiro, Frederico
    Gomes, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/729970.pdf
    Data publikacji:
    2010
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    extreme value index
    semi-parametric estimation
    moment estimator
    Opis:
    In this paper we consider a new class of consistent semi-parametric estimators of a negative extreme value index, based on the set of the k largest observations. This class of estimators depends on a control or tuning parameter, which enables us to have access to an estimator with a null second-order component of asymptotic bias, and with a rather interesting mean squared error, as a function of k. We study the consistency and asymptotic normality of the proposed estimators. Their finite sample behaviour is obtained through Monte Carlo simulation.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2010, 30, 1; 5-19
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On the tail index estimation of an autoregressive Pareto process
    Autorzy:
    Ferreira, Marta
    Powiązania:
    https://bibliotekanauki.pl/articles/729838.pdf
    Data publikacji:
    2013
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    extreme value theory
    autoregressive processes
    tail index estimation
    Opis:
    In this paper we consider an autoregressive Pareto process which can be used as an alternative to heavy tailed MARMA. We focus on the tail behavior and prove that the tail empirical quantile function can be approximated by a Gaussian process. This result allows to derive a class of consistent and asymptotically normal estimators for the shape parameter. We will see through simulation that the usual estimation procedure based on an i.i.d. setting may fall short of the desired precision.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2013, 33, 1-2; 65-77
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation
    Autorzy:
    Gomes, D.
    Neves, Maria
    Powiązania:
    https://bibliotekanauki.pl/articles/729972.pdf
    Data publikacji:
    2010
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    extreme value
    stationary sequences
    extremal index
    estimation
    calibration technique
    Opis:
    Classical extreme value methods were derived when the underlying process is assumed to be a sequence of independent random variables. However when observations are taken along the time and/or the space the independence is an unrealistic assumption. A parameter that arises in this situation, characterizing the degree of local dependence in the extremes of a stationary series, is the extremal index, θ. In several areas such as hydrology, telecommunications, finance and environment, for example, the dependence between successive observations is observed so large values tend to occur in clusters. The extremal index is a quantity which, in an intuitive way, allows one to characterise the relationship between the dependence structure of the data and their extremal behaviour. Several estimators have been studied in the literature, but they endure a problem that usually appears in semiparametric estimators - a strong dependence on the high level uₙ, with an increasing bias and a decreasing variance as the threshold decreases. The calibration technique (Scheffé, 1973) is here considered as a procedure of controlling the bias of an estimator. It also leads to the construction of confidence intervals for the extremal index. A simulation study was performed for a stationary sequence and two sets of stationary data are under study for applying this technique.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2010, 30, 1; 21-33
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The hull number of strong product graphs
    Autorzy:
    Santhakumaran, A.
    Ullas Chandran, S.
    Powiązania:
    https://bibliotekanauki.pl/articles/743965.pdf
    Data publikacji:
    2011
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    strong product
    geodetic number
    hull number
    extreme hull graph
    Opis:
    For a connected graph G with at least two vertices and S a subset of vertices, the convex hull $[S]_G$ is the smallest convex set containing S. The hull number h(G) is the minimum cardinality among the subsets S of V(G) with $[S]_G = V(G)$. Upper bound for the hull number of strong product G ⊠ H of two graphs G and H is obtainted. Improved upper bounds are obtained for some class of strong product graphs. Exact values for the hull number of some special classes of strong product graphs are obtained. Graphs G and H for which h(G⊠ H) = h(G)h(H) are characterized.
    Źródło:
    Discussiones Mathematicae Graph Theory; 2011, 31, 3; 493-507
    2083-5892
    Pojawia się w:
    Discussiones Mathematicae Graph Theory
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Extremal (in)dependence of a maximum autoregressive process
    Autorzy:
    Ferreira, Marta
    Powiązania:
    https://bibliotekanauki.pl/articles/729856.pdf
    Data publikacji:
    2013
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    extreme value theory
    autoregressive processes
    tail dependence
    asymptotic tail independence
    Opis:
    Maximum autoregressive processes like MARMA (Davis and Resnick, [5] 1989) or power MARMA (Ferreira and Canto e Castro, [12] 2008) have singular joint distributions, an unrealistic feature in most applications. To overcome this pitfall, absolute continuous versions were presented in Alpuim and Athayde [2] (1990) and Ferreira and Canto e Castro [14] (2010b), respectively. We consider an extended version of absolute continuous maximum autoregressive processes that accommodates both asymptotic tail dependence and independence. A full characterization of the bivariate lag-m tail dependence is presented. This will be useful in an adjustment procedure of the model to real data. An illustration with financial data is presented at the end.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2013, 33, 1-2; 47-64
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Double geodetic number of a graph
    Autorzy:
    Santhakumaran, A.
    Jebaraj, T.
    Powiązania:
    https://bibliotekanauki.pl/articles/743673.pdf
    Data publikacji:
    2012
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    geodetic number
    weak-extreme vertex
    double geodetic set
    double geodetic number
    Opis:
    For a connected graph G of order n, a set S of vertices is called a double geodetic set of G if for each pair of vertices x,y in G there exist vertices u,v ∈ S such that x,y ∈ I[u,v]. The double geodetic number dg(G) is the minimum cardinality of a double geodetic set. Any double godetic of cardinality dg(G) is called dg-set of G. The double geodetic numbers of certain standard graphs are obtained. It is shown that for positive integers r,d such that r < d ≤ 2r and 3 ≤ a ≤ b there exists a connected graph G with rad G = r, diam G = d, g(G) = a and dg(G) = b. Also, it is proved that for integers n, d ≥ 2 and l such that 3 ≤ k ≤ l ≤ n and n-d-l+1 ≥ 0, there exists a graph G of order n diameter d, g(G) = k and dg(G) = l.
    Źródło:
    Discussiones Mathematicae Graph Theory; 2012, 32, 1; 109-119
    2083-5892
    Pojawia się w:
    Discussiones Mathematicae Graph Theory
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-8 z 8

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