Modeling Multiple Risks: Hidden Domain of Attraction

Abstract

Hidden regular variation is a sub-model of multivariate regular variation and facilitates accurate estimation of joint tail probabilities. We generalize the model of hidden regular variation to what we call hidden domain of attraction. We exhibit examples that illustrate the need for a more general model and discuss detection and estimation techniques.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2012
Accession Number
ADA585760

Entities

People

  • Abhimanyu Mitra
  • Sidney Resnick

Organizations

  • Cornell University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Analogs
  • Convergence
  • Coordinate Systems
  • Data Science
  • Data Sets
  • Detection
  • Environmental Protection
  • Estimators
  • Information Operations
  • Information Science
  • Military Research
  • Order Statistics
  • Probability
  • Random Variables
  • Standards
  • Weak Convergence

Readers

  • Calculus or Mathematical Analysis
  • Computational Modeling and Simulation
  • Neural Network Machine Learning.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference