Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials

Many applications in risk analysis, especially in environmental sciences, require the estimation of the dependence among multivariate maxima. A way to do this is by inferring the Pickands dependence function of the underlying extreme-value copula. A nonparametric estimator is constructed as the sample equivalent of a multivariate extension of the madogram. Shape constraints on the family of Pickands dependence functions are taken into account by means of a representation in terms of a specific type of Bernstein polynomials. The large-sample theory of the estimator is developed and its finite-sample performance is evaluated with a simulation study. The approach is illustrated by analyzing clusters consisting of seven weather stations that have recorded weekly maxima of hourly rainfall in France from 1993 to 2011

Reinforced random processes in continuous time

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Mars Surface Mobility: Comparison of Past, Present, and Future Rover Systems

The future robotic and human exploration of Mars will rely heavily on mobile system to meet exploration objectives. In particular, the next decade of exploration (2009-2020) will utilize rovers and other mobile surface platforms to conduct a wide variety of tasks, including in the search for water and life, characterization of terrain and its geology, and conduct precursor measurements prepare for future human exploration

Utility and means in the 1930s

This paper reviews the early axiomatic treatments of quasi-linear means developed in the late 1920s and the 1930s

Energy conversion technologies benefiting from local policy actions, the role of distributed generation

Distributed generation can play an important role in the complex portfolio of environmental and climate friendly technologies. Both renewable sources-fueled and fossil-fueled power plants show potentials to increase the overall efficiency of energy systems therefore to mitigate their impact: policy makers have learnt of their importance and now, at local level, the situation seems the opposite of just few years ago. An increasingly number of new renewable biomass power plant permits are filled out and submitted to local authorities, leaving them with the new dilemma whether or not to grant all of them. Few are the (local) energy plans that are so dynamic to manage this new rush, whereas incentives need to be tuned up accordingly. Optimization techniques is not a new concept, although different new models have been proposed and used over the last 30 years. Top down versus bottom up models have been analyzed to characterize the studied context, according to the final scopes. Improvements have been added while making (i) the models bigger and (ii) more complicated to catch more details and to understand the interconnections amongst energy systems and infrastructures, technologies, resources, environmental factors and the effect of certain (energy) policy actions. In this paper an application of the Standard Markal model of an European area of half a million people is illustrated. The aim is to provide few clear indexes when coming to underpin which local actions are the most performing to achieve energy and environmental local targets with respect to conversion technologies. A careful description on how the electricity demand is assessed is also reported. The role of green tags is investigated. Constrains and environmental targets, to partially achieve the 20-20-20 European commitment, are also discussed to explain the proposed scenarios result

Extending the family of Bayesian bootstraps and exchangeable urn schemes

No abstract availabl

A bivariate Dirichlet process

This paper introduces a bivariate Dirichlet process for modelling a partially exchangeable sequence of observables. The proposed model would be relevant when two distributions are unknown but are thought to be close to each other. For two random distributions with the same marginals, the belief in the degree of closeness is expressed through the correlation between masses assigned to equal sets