The pairwise beta distribution: A flexible parametric multivariate model for extremes

The pairwise beta distribution: A flexible parametric multivariate model for extremes

We present a new parametric model for the angular measure of a multivariate extreme value distribution. The flexible model can be applied to random vectors of any finite dimension. An advantage of this model is that its parameters correspond to the level of dependence between each pair of components of the random vector, and as such the parameters of the model are more interpretable that those ...

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

Bayesian Dirichlet mixture model for multivariate extremes: A re-parametrization

The probabilistic framework of extreme value theory is well-known: the dependence structure of large events is characterized by an angular measure on the positive orthant of the unit sphere. The family of these angular measures is non-parametric by nature. Nonetheless, any angular measure may be approached arbitrarily well by a mixture of Dirichlet distributions. The semi-parametric Dirichlet m...

A delay differential model of ENSO variability: parametric instability and the distribution of extremes

We consider a delay differential equation (DDE) model for El-Niño Southern Oscillation (ENSO) variability. The model combines two key mechanisms that participate in ENSO dynamics: delayed negative feedback and seasonal forcing. We perform stability analyses of the model in the three-dimensional space of its physically relevant parameters. Our results illustrate the role of these three parameter...

Screening for a Multivariate Mixture Normal Distribution