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Concept

Extreme value theory

Related publications (23)

The estimation of Generalized Extreme Value models from choice-based samples

Michel Bierlaire

In the presence of choice-based sampling strategies for data collection, the property of Multinomial Logit (MNL) models, that consistent estimâtes of all parameters but the constants can be obtained from an Exogenous Sample Maximum Likelihood (ESML) estima ...

2008

SURE-LET Multichannel Image Denoising: Interscale Orthonormal Wavelet Thresholding

Thierry Blu, Florian Luisier

We propose a vector/matrix extension of our denoising algorithm initially developed for grayscale images, in order to efficiently process multichannel (e.g., color) images. This work follows our recently published SURE-LET approach where the denoising algo ...

Institute of Electrical and Electronics Engineers2008

A mixture model for multivariate extremes

Anthony Christopher Davison, Marc-Olivier Boldi

The spectral density function plays a key role in ﬁtting the tail of multivariate extremal data and so in estimating probabilities of rare events. This function satisﬁes moment constraints but unlike the univariate extreme value distributions has no simple ...

2007