Spectral Density Regression for Bivariate Extremes

We introduce a density regression model for the spectral density of a bivariate extreme value distribution, that allows us to assess how extremal dependence can change over a covariate. Inference is performed through a double kernel estimator, which can be seen as an extension of the Nadaraya–Watson estimator where the usual scalar responses are replaced by mean constrained densities on the unit interval. Numerical experiments with the methods illustrate their resilience in a variety of contexts of practical interest. An extreme temperature dataset is used to illustrate our methods

Atomaire clusters: de moleculen van een natuurkundige

Contains fulltext : 111125.pdf (publisher's version ) (Open Access)Rede uitgesproken bij de aanvaarding van het ambt van hoogleraar Atomic nanostructures aan de Faculteit der Natuurwetenschappen, Wiskunde en Informatica van de Radboud, 15 maart 201324 p

Data for: Hypothesis testing for tail dependence parameters on the boundary of the parameter space

- Prices of CAC40 and DAX, downloaded from Yahoo Finance- Code for the weighted least squares estimator and the hypothesis test. Some of the function are adapted from the ones in the tailDepFun package (Kiriliouk, 2016

Data for: Hypothesis testing for tail dependence parameters on the boundary of the parameter space

- Prices of CAC40 and DAX, downloaded from Yahoo Finance- Code for the weighted least squares estimator and the hypothesis test. Some of the function are adapted from the ones in the tailDepFun package (Kiriliouk, 2016)THIS DATASET IS ARCHIVED AT DANS/EASY, BUT NOT ACCESSIBLE HERE. TO VIEW A LIST OF FILES AND ACCESS THE FILES IN THIS DATASET CLICK ON THE DOI-LINK ABOV

An estimator of the stable tail dependence function based on the empirical beta copula

The replacement of indicator functions by integrated beta kernels in the definition of the empirical tail dependence function is shown to produce a smoothed version of the latter estimator with the same asymptotic distribution but superior finite-sample performance. The link of the new estimator with the empirical beta copula enables a simple but effective resampling scheme

Irreversible modification of magnetic properties of Pt/Co/Pt ultrathin films by femtosecond laser pulses

Contains fulltext : 127870.pdf (publisher's version ) (Open Access

Element-Specific Probing of Ultrafast Magnetization Dynamics in the Visible Spectral Range

Item does not contain fulltextFemtosecond laser excitation of thin magnetic films consisting of multiple magnetic sublattices triggers ultrafast spin dynamics and even magnetization reversal driven by the exchange interaction between the sublattices. To explore these intriguing phenomena requires element specific studies.We demonstrate that element specific probing of ultrafast spin dynamics can also be realized with visible light and does not require sophisticated X-ray facilities.Ultrafast Magnetism I: Proceedings of the International Conference UMC 2013 Strasbourg, France, October 28th - November 1st, 201

Bias-controlled ultrafast demagnetization in magnetic tunnel junctions

Contains fulltext : 127917.pdf (publisher's version ) (Open Access