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11.
Limit theory for multivariate sample extremes 总被引:4,自引:0,他引:4
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S B Resnick M S Weiss J M Heinz 《The Journal of the Acoustical Society of America》1979,66(3):674-677
The present investigation assessed the simultaneous and temporal masking produced by computer-generated synthetic vowels. The durations (100 and 200 ms) of each of four vowel-like maskers were employed. The masker was presented at 70 dB SPL. The probe signals were three filtered noise bursts whose spectral distributions corresponded to regions of high spectral energy in three English stop consonants. Quiet and masked thresholds were determined using the method of adjustment. Data are reported for two experienced listeners who participated in all the listening conditions. The results were generally in accord with the results of masking experiments using nonspeech signals in that both the frequency specificity of masking and temporal masking effects were demonstrated. 相似文献
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The dependence of large values in a stochastic process is an important topic in risk, insurance and finance. The idea of risk
contagion is based on the idea of large value dependence. The Gaussian copula notoriously fails to capture this phenomenon.
Two notions in a process or vector context which summarize extremal dependence in a function comparable to a correlation function
are the extremal dependence measure (EDM) and the extremogram. We review these ideas and compare the two tools and end with a central limit theorem for a natural estimator of the EDM
which allows drawing confidence bands comparable to those provided by Bartlett’s formula in a classical context of sample
correlation functions. 相似文献
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A general form for regular variation in IR2 is introduced and applied to domains of attraction of stable distribution in IR2 where the components have different indices. The situation in IRd with d > 2 is more complicated but not essentially different. For simplicity this paper is limited to IR2. 相似文献
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The mean excess plot is a tool widely used in the study of risk, insurance and extreme values. One use is in validating a generalized Pareto model for the excess distribution. This paper investigates some theoretical and practical aspects of the use of the mean excess plot. 相似文献
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Bruce E. Smart Andrew E. Feiring Carl G. Krespan Zhen-Yu Yang Ming-H. Hung Paul R. Resnick William R. Dolbier Xiao X. Rong 《Macromolecular Symposia》1995,98(1):753-767
Teflon® AF, a family of copolymers of perfluoro-2,2-dimethyldioxole with tetrafluoroethylene, and Cytop®, a ring-cyclized homopolymer of CF2=CFO(CF2)2CF=CF2 are the first commercial amorphous perfluoroplastics which combine high optical clarity and solubility with outstanding chemical, thermal and electrical properties. The processes for making these materials are described and recent structure-property studies that reveal dramatic substituent effects on polymer Tg and related properties are reviewed. The results of some initial fundamental kinetic studies on fluorinated free-radical cyclizations that relate to efficient cyclopolymerization of fluorinated dienes and the design of new ring-containing fluoroplastics are discussed. 相似文献