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The traditional approach to multivariate extreme values has been through the multivariate extreme value distribution G, characterised by its spectral measure H and associated Pickands’ dependence function A. More generally, for all asymptotically dependent variables, H determines the probability of all multivariate extreme events. When the variables are asymptotically dependent and under the assumption of unit Fréchet margins, several methods exist for the estimation of G, H and A which use variables with radial component exceeding some high threshold. For each of these characteristics, we propose new asymptotically consistent nonparametric estimators which arise from Heffernan and Tawn’s approach to multivariate extremes that conditions on variables with marginal values exceeding some high marginal threshold. The proposed estimators improve on existing estimators in three ways. First, under asymptotic dependence, they give self-consistent estimators of G, H and A; existing estimators are not self-consistent. Second, these existing estimators focus on the bivariate case, whereas our estimators extend easily to describe dependence in the multivariate case. Finally, for asymptotically independent cases, our estimators can model the level of asymptotic independence; whereas existing estimators for the spectral measure treat the variables as either being independent, or asymptotically dependent. For asymptotically dependent bivariate random variables, the new estimators are found to compare favourably with existing estimators, particularly for weak dependence. The method is illustrated with an application to finance data. 相似文献
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Smith TE Kuo WH Balskus EP Bock VD Roizen JL Theberge AB Carroll KA Kurihara T Wessler JD 《The Journal of organic chemistry》2008,73(1):142-150
An enantioselective, convergent total synthesis of the antiviral marine natural product (-)-hennoxazole A is completed in 14 steps (longest linear sequence) from commercially available 4-methyloxazole-2-carboxylic acid. Synthesis of the C(1)-C(15) pyran/bisoxazole fragment takes advantage of an aldol-like coupling between a dimethyl acetal and an N-acetylthiazolidinethione for the direct, stereoselective installation of the C(8)-methoxy-bearing stereocenter. A one-pot acetoacetate acylation/decarboxylation/cyclodehydration of another elaborate thiazolidinethione allows for rapid assembly of the pyran-based ring system. Synthesis of the C(15)-C(25) skipped triene side chain fragment makes use of a [2,3]-Wittig-Still rearrangement for efficient installation of the trisubstituted Z-double bond. Key late-stage coupling of the two fragments is effected by deprotonation of the methyl group on the bisoxazole system using lithium diethylamide, followed by alkylation with an allylic bromide side chain segment to form the C(15)-C(16) bond. 相似文献
44.
Ishino H Abe K Abe K Adachi I Aihara H Anipko D Arinstein K Aushev T Bakich AM Barberio E Barbero M Bedny I Bitenc U Bizjak I Blyth S Bozek A Bracko M Browder TE Chang MC Chang P Chao Y Chen A Chen KF Chen WT Cheon BG Chistov R Choi Y Choi YK Cole S Dalseno J Dash M Drutskoy A Eidelman S Fratina S Gershon T Go A Gokhroo G Golob B Gorisek A Ha H Haba J Hara K Hayasaka K Hazumi M Heffernan D Hokuue T Hoshi Y Hou S Hsiung YB Iijima T Imoto A Inami K Ishikawa A Iwasaki Y Kang JH Kapusta P 《Physical review letters》2007,98(21):211801
We report a new measurement of the time-dependent CP-violating parameters in B(0)-->pi(+)pi(-) decays with 535 x 10(6) BB pairs collected with the Belle detector at the KEKB asymmetric-energy e(+)e(-) collider operating at the Upsilon(4S) resonance. We find 1464+/-65 B(0)-->pi(+)pi(-) events and measure the CP-violating parameters S(pipi)=-0.61+/-0.10(stat)+/-0.04(syst) and A(pipi)=+0.55+/-0.08(stat)+/-0.05(syst). We observe large direct CP violation with a significance greater than 5 standard deviations for any S(pipi) value. Using isospin relations, we measure the Cabibbo-Kobayashi-Maskawa quark-mixing matrix angle phi(2)=(97+/-11) degrees for the solution consistent with the standard model and exclude the range 11 degrees 相似文献
45.
Resorcinol-formaldehyde (RF) xerogels are organic materials have been widely studied due to their industrially relevant characteristics, through which, RF gels have significant potential to be tailored to specific applications. Xerogel properties have been tailored, within this study, by altering the synthesis procedure with a focus on monomer concentrations, catalyst to monomer ratio, and the introduction of a nitrogen-rich precursor, thereby incorporating nitrogen into the structure to additionally affect the chemical properties of the final gel. Melamine (M) is used as the source of nitrogen, partially replacing the resorcinol (R) typically used, and resulting in a melamine-resorcinol-formaldehyde (MRF) gel; synthesis was facilitated by a sodium carbonate catalyst (C), as often used in RF gel production. R/C and R/F molar ratios, and M concentration ([M]), were chosen as parameters to study in-depth, as they have previously been shown to markedly influence sol-gel formation. The MRF gels produced were subsequently characterized to determine porous structure and chemical functionality. The results indicate that, texturally, increasing [M] produces a similar effect as increasing R/C values: increasing pore size, while decreasing surface area. Pore volume tends to increase when R/C or M increase individually but pore volume and surface area decrease drastically when both variables increase concurrently. Microporosity also tends to increase as R/C decreases, and as the concentration of M is decreased. Altering the gel matrix, by replacing M for R, results in a weakening of the gel structure, as the bridges formed during curing are reduced in quantity, which indicates a maximum level of substitution that can occur within these materials. Combined, these results suggest that nitrogen can be successfully incorporated into organic gel structures but that the interplay between process variables is crucial in determining final gel characteristics for specific applications. 相似文献
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J. Heffernan M. Kauer S. E. Hooper V. Bousquet K. Johnson 《physica status solidi (a)》2004,201(12):2668-2671
We report on the first InGaN quantum well laser diodes grown by molecular beam epitaxy (MBE). Devices were grown by gas‐source MBE using ammonia as a source of nitrogen and elemental group III sources. The devices were grown on commercially available GaN template substrates. The lasers consist of a separate confinement heterostructure including an active region consisting of three In0.1Ga0.9N quantum wells with a nominal thickness of 2 nm. P‐type doping of GaN and AlGaN cladding regions was obtained without the use of post‐growth thermal annealing. The lasers were fabricated into a ridge‐stripe geometry with ridge width of 5 μm and length of 500–1500 μm. Electron cyclotron resonance (ECR) dry‐etching was used to fabricate the laser facets. Under pulsed current injection conditions, the lasers exhibit a room temperature threshold current density of 22 kA cm–2 emitting at 400 nm. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
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50.
Chang MC Abe K Abe K Adachi I Aihara H Anipko D Arinstein K Aushev T Bakich AM Barberio E Bay A Bedny I Belous K Bitenc U Bizjak I Blyth S Bondar A Bozek A Browder TE Chang P Chao Y Chen A Chen KF Chen WT Cheon BG Chistov R Choi SK Choi Y Choi YK Cole S Dalseno J Danilov M Dash M Drutskoy A Eidelman S Fratina S Gabyshev N Gershon T Go A Gokhroo G Ha H Haba J Hara T Hayasaka K Hazumi M Heffernan D Hokuue T Hoshi Y Hou S Hou WS Hsiung YB Iijima T Inami K Ishikawa A Ishino H Itoh R Iwasaki M 《Physical review letters》2007,98(13):131803
We report the first observation of B(0)-->J/psieta decay. These results are obtained from a data sample that contains 449 x10(6) BB[over] pairs accumulated at the Upsilon(4S) resonance with the Belle detector at the KEKB asymmetric-energy e(+)e(-) collider. We observe a signal with a significance of 8.1 sigma and obtain a branching fraction of (9.5+/-1.7(stat)+/-0.8(syst)) x 10(-6). 相似文献