Loading
Error: Cannot Load Popup Box
Skip to hit list
Adjust your hit list
Further result pages
Mobile

A
A
A

A

English
Deutsch
Français
Español
Polski
Ελληνικά
Українська
中文
 Logged in as

Log Out

Login
BASIC
SEARCH
ADVANCED
SEARCH
HELP
BROWSING
SEARCH
HISTORY
Your search
Search For:
Entire Document
Title
Author
Subject
Boost open access documents
Find
Linguistics tools
Verbatim search
Additional word forms
Multilingual synonyms
Statistics
547 hits
in 72,247,077 documents
in 0.34 seconds
Please leave the following field blank:
Home
»
Search: Gabriel Kuhn
Hit List
Hit list
1.
Copula structure analysis
Title:
Copula structure analysis
Author:
Claudia Klüppelberg
;
Gabriel Kuhn
Claudia Klüppelberg
;
Gabriel Kuhn
Minimize authors
Description:
We extend the standard approach of correlation structure analysis for dimension reduction of high dimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulas a correlationlike structure remains, but differe...
We extend the standard approach of correlation structure analysis for dimension reduction of high dimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulas a correlationlike structure remains, but different margins and nonexistence of moments are possible. After introducing the new concept and deriving some theoretical results we observe in a simulation study the performance of the estimators: the theoretical asymptotic behaviour of the statistics can be observed even for small sample sizes. Finally, we show our method at work for a financial data set and explain differences between our copulabased approach and the classical approach. Our new method yielear models also. Copyright Journal compilation (c) 2009 Royal Statistical Society.
Minimize
Document Type:
article
URL:
http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679868.2009.00707.x
http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679868.2009.00707.x
Minimize
Content Provider:
RePEc: Research Papers in Economics
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
2.
SemiParametric Models for the Multivariate Tail Dependence Function  the Asymptotically Dependent Case
Title:
SemiParametric Models for the Multivariate Tail Dependence Function  the Asymptotically Dependent Case
Author:
CLAUDIA KLÜPPELBERG
;
GABRIEL KUHN
;
LIANG PENG
CLAUDIA KLÜPPELBERG
;
GABRIEL KUHN
;
LIANG PENG
Minimize authors
Description:
In general, the risk of joint extreme outcomes in financial markets can be expressed as a function of the tail dependence function of a highdimensional vector after standardizing marginals. Hence, it is of importance to model and estimate tail dependence functions. Even for moderate dimension, nonparametrically estimating a tail dependence fun...
In general, the risk of joint extreme outcomes in financial markets can be expressed as a function of the tail dependence function of a highdimensional vector after standardizing marginals. Hence, it is of importance to model and estimate tail dependence functions. Even for moderate dimension, nonparametrically estimating a tail dependence function is very inefficient and fitting a parametric model to tail dependence functions is not robust. In this paper, we propose a semiparametric model for (asymptotically dependent) tail dependence functions via an elliptical copula. Under this model assumption, we propose a novel estimator for the tail dependence function, which proves favourable compared to the empirical tail dependence function estimator, both theoretically and empirically. Copyright (c) Board of the Foundation of the Scandinavian Journal of Statistics 2008.
Minimize
Document Type:
article
URL:
http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679469.2008.00602.x
http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679469.2008.00602.x
Minimize
Content Provider:
RePEc: Research Papers in Economics
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
3.
Tails of credit default portfolios
Open Access
Title:
Tails of credit default portfolios
Author:
Gabriel Kuhn
Gabriel Kuhn
Minimize authors
Description:
We derive analytic expressions for the tail behavior of credit losses in a large homogeneous credit default portfolio. Our model is an extended CreditMetrics model; i.e. it is a onefactor model with a multiplicative shockvariable. We show that the first order tail behavior is robust with respect to this shockvariable. In a simulation study w...
We derive analytic expressions for the tail behavior of credit losses in a large homogeneous credit default portfolio. Our model is an extended CreditMetrics model; i.e. it is a onefactor model with a multiplicative shockvariable. We show that the first order tail behavior is robust with respect to this shockvariable. In a simulation study we compare different models for the latent variables. We fix default probability and correlation of the latent variables and the first order tail behavior of the limiting credit losses in all models and observe a completely different tail behavior leading to very different VaR estimates. For three portfolios of different credit quality we suggest a pragmatic model selection procedure and compare the fit with that of the βmodel.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090407
Source:
http://wwwm4.ma.tum.de/pers/
gabriel
/TailsOfCreditDefaults.pdf
http://wwwm4.ma.tum.de/pers/
gabriel
/TailsOfCreditDefaults.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
βmodel ; credit default portfolio ; extreme value theory ; heavytailed risk factor ; latent variable model ; multivariate tdistribution ; one factor model ; regular variation ; tail behavior of portfolio credit loss ; Value at Risk (VaR
βmodel ; credit default portfolio ; extreme value theory ; heavytailed risk factor ; latent variable model ; multivariate tdistribution ; one factor model ; regular variation ; tail behavior of portfolio credit loss ; Value at Risk (VaR
Minimize
DDC:
332 Financial economics
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.5732
http://wwwm4.ma.tum.de/pers/gabriel/TailsOfCreditDefaults.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.5732
http://wwwm4.ma.tum.de/pers/gabriel/TailsOfCreditDefaults.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
4.
Copula Structure Analysis
Open Access
Title:
Copula Structure Analysis
Author:
Gabriel Kuhn
Gabriel Kuhn
Minimize authors
Description:
In this paper we extend the standard approach of correlation structure analysis for dimension reduction of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulae a correlationlike structure remains...
In this paper we extend the standard approach of correlation structure analysis for dimension reduction of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulae a correlationlike structure remains, but different margins and nonexistence of moments are possible. After introducing the new concept and deriving some theoretical results we observe in a simulation study the performance of the estimators: the theoretical asymptotic behavior of the statistics can be observed even for small sample sizes. Finally, we show our method at work for a financial data set and explain differences between our copula based approach and the classical approach. Our new method yields a considerable dimension reduction also in nonlinear models.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101223
Source:
http://wwwm4.ma.tum.de/Papers/Klueppelberg/copstruc090118.pdf
http://wwwm4.ma.tum.de/Papers/Klueppelberg/copstruc090118.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
Copula structure analysis ; correlation structure analysis ; covariance structure analysis ; dimension reduction ; elliptical copula ; factor analysis ; Kendall’s tau
Copula structure analysis ; correlation structure analysis ; covariance structure analysis ; dimension reduction ; elliptical copula ; factor analysis ; Kendall’s tau
Minimize
DDC:
310 Collections of general statistics
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4216
http://wwwm4.ma.tum.de/Papers/Klueppelberg/copstruc090118.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4216
http://wwwm4.ma.tum.de/Papers/Klueppelberg/copstruc090118.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
5.
Dependence estimation and visualization in multivariate extremes with application to financial data
Open Access
Title:
Dependence estimation and visualization in multivariate extremes with application to financial data
Author:
Tailen Hsing
;
Gabriel Kuhn
Tailen Hsing
;
Gabriel Kuhn
Minimize authors
Description:
We investigate extreme dependence in a multivariate setting with special emphasis on financial applications. We introduce a new dependence function which allows us to capture the complete extreme dependence structure and present a nonparametric estimation procedure. The new dependence function is compared with existing measures including the spe...
We investigate extreme dependence in a multivariate setting with special emphasis on financial applications. We introduce a new dependence function which allows us to capture the complete extreme dependence structure and present a nonparametric estimation procedure. The new dependence function is compared with existing measures including the spectral measure and other devices measuring extreme dependence. We also apply our method to a financial data set of zero coupon swap rates and estimate the extreme dependence in the data.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101216
Source:
http://wwwm4.ma.tum.de/pers/
gabriel
/DependenceEstimation.pdf
http://wwwm4.ma.tum.de/pers/
gabriel
/DependenceEstimation.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
Extreme dependence function ; nonparametric estimation ; financial data analysis
Extreme dependence function ; nonparametric estimation ; financial data analysis
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6737
http://wwwm4.ma.tum.de/pers/gabriel/DependenceEstimation.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6737
http://wwwm4.ma.tum.de/pers/gabriel/DependenceEstimation.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
6.
On Dependence and Extremes
Open Access
Title:
On Dependence and Extremes
Author:
Gabriel Kuhn
Gabriel Kuhn
Minimize authors
Description:
This thesis deals with various topics on multivariate dependence structures and extremes. The first chapter investigates nonparametric estimation of multivariate extremes, where a new dependence function is developed, which allows for an easy understanding of multivariate extreme dependence. An additional focus there is the visualization of mult...
This thesis deals with various topics on multivariate dependence structures and extremes. The first chapter investigates nonparametric estimation of multivariate extremes, where a new dependence function is developed, which allows for an easy understanding of multivariate extreme dependence. An additional focus there is the visualization of multivariate extremes and a new concept is introduced. In contrast to many articles dealing with ’multivariate extreme dependence ’ only in the bivariate situation, we extend the estimation procedure and dependence function to arbitrary high dimensions. A problem arising when nonparametrically estimating multivariate extremes in higher dimensions is instability, hence there is an interest in flexible and finitely parameterized
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101217
Source:
http://wwwm4.ma.tum.de/pers/
gabriel
/
kuhn
_gabrielthesis.pdf
http://wwwm4.ma.tum.de/pers/
gabriel
/
kuhn
_gabrielthesis.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
Nicht wissen ; was Wissen ist ; ist Leiden
Nicht wissen ; was Wissen ist ; ist Leiden
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6761
http://wwwm4.ma.tum.de/pers/gabriel/kuhn_gabrielthesis.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6761
http://wwwm4.ma.tum.de/pers/gabriel/kuhn_gabrielthesis.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
7.
Copula structure analysis based on robust and extreme dependence measures
Open Access
Title:
Copula structure analysis based on robust and extreme dependence measures
Author:
Claudia Klüppelberg
;
Gabriel Kuhn
Claudia Klüppelberg
;
Gabriel Kuhn
Minimize authors
Description:
In this paper we extend the standard approach of correlation structure analysis in order to reduce the dimension of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulae a ’correlationlike ’ struc...
In this paper we extend the standard approach of correlation structure analysis in order to reduce the dimension of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulae a ’correlationlike ’ structure remains but different margins and nonexistence of moments are possible. Moreover, elliptical copulae allow also for a ’copula structure analysis ’ of dependence in extremes. After introducing the new concepts and deriving some theoretical results we observe in a simulation study the performance of the estimators: the theoretical asymptotic behavior of the statistics can be observed even for a sample of only 100 observations. Finally, we test our method on real financial data and explain differences between our copula based approach and the classical approach. Our new method yields a considerable dimension reduction also in nonlinear models.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101216
Source:
http://wwwm4.ma.tum.de/pers/
gabriel
/copstruc.pdf
http://wwwm4.ma.tum.de/pers/
gabriel
/copstruc.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
copula structure analysis ; correlation structure analysis ; covariance structure analysis ; dimension reduction ; elliptical copula ; factor analysis ; Kendall’s tau ; tail copula
copula structure analysis ; correlation structure analysis ; covariance structure analysis ; dimension reduction ; elliptical copula ; factor analysis ; Kendall’s tau ; tail copula
Minimize
DDC:
310 Collections of general statistics
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6369
http://wwwm4.ma.tum.de/pers/gabriel/copstruc.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6369
http://wwwm4.ma.tum.de/pers/gabriel/copstruc.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
8.
Copula structure analysis based on robust and extreme dependence measures
Open Access
Title:
Copula structure analysis based on robust and extreme dependence measures
Author:
Gabriel Kuhn
Gabriel Kuhn
Minimize authors
Description:
In this paper we extend the standard approach of correlation structure analysis in order to reduce the dimension of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulae a ’correlationlike ’ struc...
In this paper we extend the standard approach of correlation structure analysis in order to reduce the dimension of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulae a ’correlationlike ’ structure remains but different margins and nonexistence of moments are possible. Moreover, elliptical copulae allow also for a ’copula structure analysis ’ of dependence in extremes. After introducing the new concepts and deriving some theoretical results we observe in a simulation study the performance of the estimators: the theoretical asymptotic behavior of the statistics can be observed even for a sample of only 100 observations. Finally, we test our method on real financial data and explain differences between our copula based approach and the classical approach. Our new method yields a considerable dimension reduction also in nonlinear models.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20141218
Source:
http://www.statistik.lmu.de/sfb386/papers/dsp/paper507.pdf
http://www.statistik.lmu.de/sfb386/papers/dsp/paper507.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
copula structure analysis ; correlation structure analysis ; covariance structure analysis ; dimension reduction
copula structure analysis ; correlation structure analysis ; covariance structure analysis ; dimension reduction
Minimize
DDC:
310 Collections of general statistics
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.486.6707
http://www.statistik.lmu.de/sfb386/papers/dsp/paper507.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.486.6707
http://www.statistik.lmu.de/sfb386/papers/dsp/paper507.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
9.
Modelling, Estimation and Visualization of Multivariate Dependence for Risk Management
Open Access
Title:
Modelling, Estimation and Visualization of Multivariate Dependence for Risk Management
Author:
Tailen Hsing
;
Gabriel Kuhn
;
G. Kuhn
;
T. Hsing
Tailen Hsing
;
Gabriel Kuhn
;
G. Kuhn
;
T. Hsing
Minimize authors
Description:
Author for correspondence. Dependence modelling and estimation is a key issue in the assessment of portfolio risk. When measuring extreme risk in terms of the ValueatRisk, the multivariate normal model with linear correlation as its natural dependence measure is by no means an ideal model. We suggest a large class of models and a new dependenc...
Author for correspondence. Dependence modelling and estimation is a key issue in the assessment of portfolio risk. When measuring extreme risk in terms of the ValueatRisk, the multivariate normal model with linear correlation as its natural dependence measure is by no means an ideal model. We suggest a large class of models and a new dependence function which allows us to capture the complete extreme dependence structure of a portfolio. We also present a simple nonparametric estimation procedure. To show our new method at work we apply it to a financial data set of zero coupon swap rates and estimate the extreme dependence in the data.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101223
Source:
http://wwwm4.ma.tum.de/Papers/Klueppelberg/DependenceEstimationJFEC.pdf
http://wwwm4.ma.tum.de/Papers/Klueppelberg/DependenceEstimationJFEC.pdf
Minimize
Document Type:
text
Language:
en
Subjects:
JEL Classifications ; C15 ; C52. Keywords ; Risk management ; extreme risk assessment ; multivariate models ; dependence function. 1 Risk management for extreme risk
JEL Classifications ; C15 ; C52. Keywords ; Risk management ; extreme risk assessment ; multivariate models ; dependence function. 1 Risk management for extreme risk
Minimize
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3509
http://wwwm4.ma.tum.de/Papers/Klueppelberg/DependenceEstimationJFEC.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3509
http://wwwm4.ma.tum.de/Papers/Klueppelberg/DependenceEstimationJFEC.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
10.
Streaming video over variable bitrate wireless channels
Open Access
Title:
Streaming video over variable bitrate wireless channels
Author:
Thomas Stockhammer
;
Hrvoje Jenkač
;
Student Member
;
Gabriel Kuhn
Thomas Stockhammer
;
Hrvoje Jenkač
;
Student Member
;
Gabriel Kuhn
Minimize authors
Description:
Abstract—We consider streaming of video sequences over both constant and variable bitrate (VBR) channels. Our goal is to enable decoding of each video unit before exceeding its displaying deadline and, hence, to guarantee successful sequence presentation even if the media rate does not match the channel rate. In this work, we will show that the...
Abstract—We consider streaming of video sequences over both constant and variable bitrate (VBR) channels. Our goal is to enable decoding of each video unit before exceeding its displaying deadline and, hence, to guarantee successful sequence presentation even if the media rate does not match the channel rate. In this work, we will show that the separation between a delay jitter buffer and a decoder buffer is in general suboptimal for VBR video transmitted over VBR channels. We will specify the minimum initial delay and the minimum required buffer for a given video stream and a deterministic VBR channel. In addition, we provide some probabilistic statements in case that we observe a random behavior of the channel bit rate. A specific example tailored to wireless video streaming is discussed in greater details and bounds are derived which allow guaranteeing a certain qualityofservice even for random VBR channels in a wireless environment. Simulation results validate the findings. Index Terms—Receiver buffer, streaming video, variable bitrate (VBR), wireless video. I.
Minimize
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090723
Source:
http://www.lnt.ei.tum.de/mitarbeiter/jenkac/publications/streaming.pdf
http://www.lnt.ei.tum.de/mitarbeiter/jenkac/publications/streaming.pdf
Minimize
Document Type:
text
Language:
en
DDC:
003 Systems
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Minimize
URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.2637
http://www.lnt.ei.tum.de/mitarbeiter/jenkac/publications/streaming.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.2637
http://www.lnt.ei.tum.de/mitarbeiter/jenkac/publications/streaming.pdf
Minimize
Content Provider:
CiteSeerX
My Lists:
My Tags:
Notes:
Detail View
Email this
Export Record
Export Record
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Add to Favorites
Check in Google Scholar
Add to another List
Edit Favorit
Delete from Favorites
Export Record
All Records
Export
» RefWorks
» EndNote
» RIS
» BibTeX
» MARC
» RDF
» RTF
» JSON
» YAML
Adjust your hit list
Sort Your Results
Refine Search Result
More Options
Sort Your Results
Sort by:
Relevance
Author, ZA
Author, AZ
Title, AZ
Title, ZA
Date of publication, descending
Date of publication, ascending
Refine Search Result
Author
(385) Ferencei, Jozef
(378) Ryabov, Yury
(373) Keil, Markus
(369) Brooks, William
(369) Kuleshov, Sergey
(368) Abbott, Brad
(368) Abdallah, Jalal
(368) Abdelalim, Ahmed Ali
(368) Abdinov, Ovsat
(368) Abi, Babak
(368) Abolins, Maris
(368) Abramowicz, Halina
(368) Abreu, Henso
(368) Acharya, Bobby Samir
(368) Adams, David
(368) Addy, Tetteh
(368) Adelman, Jahred
(368) Adragna, Paolo
(368) Adye, Tim
(368) Aefsky, Scott
(368) AguilarSaavedra, Juan Antonio
(368) Aharrouche, Mohamed
(368) Ahlen, Steven
(368) Ahles, Florian
(368) Ahmad, Ashfaq
(368) Ahsan, Mahsana
(368) Aielli, Giulio
(368) Akimoto, Ginga
(368) Alam, Muhammad Aftab
(368) Albrand, Solveig
(368) Aleksa, Martin
(368) Aleksandrov, Igor
(368) Alexa, Calin
(368) Alexander, Gideon
(368) Alexandre, Gauthier
(368) Alexopoulos, Theodoros
(368) Alhroob, Muhammad
(368) Aliev, Malik
(368) Alimonti, Gianluca
(368) Alison, John
(368) Allport, Phillip
(368) AllwoodSpiers, Sarah
(368) Almond, John
(368) Aloisio, Alberto
(368) Alon, Raz
(368) Alonso, Alejandro
(368) Alviggi, Mariagrazia
(368) Amelung, Christoph
(368) Amorim, Antonio
(368) Amram, Nir
(368) Anastopoulos, Christos
(368) Andeen, Timothy
(368) Anders, Christoph Falk
(368) Anderson, Kelby
(368) Andreazza, Attilio
(368) Andrei, George Victor
(368) Anduaga, Xabier
(368) Angerami, Aaron
(368) Anjos, Nuno
(368) Annovi, Alberto
(368) Antonaki, Ariadni
(368) Antonelli, Mario
(368) Antos, Jaroslav
(368) Anulli, Fabio
(368) Aoun, Sahar
(368) Arabidze, Giorgi
(368) Aracena, Ignacio
(368) Arai, Yasuo
(368) Arce, Ayana
(368) Arfaoui, Samir
(368) Arguin, JeanFrancois
(368) Arik, Metin
(368) Armbruster, Aaron James
(368) Arnaez, Olivier
(368) Artamonov, Andrei
(368) Arutinov, David
(368) Asai, Shoji
(368) Ask, Stefan
(368) Asquith, Lily
(368) Assamagan, Ketevi
(368) Augsten, Kamil
(368) Aurousseau, Mathieu
(368) Azuelos, Georges
(368) Azuma, Yuya
(368) Baak, Max
(368) Bach, Andre
(368) Bachacou, Henri
(368) Bachas, Konstantinos
(368) Backes, Moritz
(368) Badescu, Elisabeta
(368) Bagnaia, Paolo
(368) Bai, Yu
(368) Bain, Travis
(368) Baines, John
(368) Baker, Oliver Keith
(368) Baker, Sarah
(368) Banas, Elzbieta
(368) Banerjee, Piyali
(368) Banerjee, Swagato
(368) Bangert, Andrea Michelle
Author:
Subject
(272) particle physics experiment
(152) experiment hep
(36) nuclear physics experiment
(25) experiment nucl
(24) hep ex
(13) nucl ex
(8) regular variation
(7) asymptotic normality
(7) cell parameters
(7) crystal structure
(7) crystal system
(7) ddc 510
(7) elliptical distribution
(7) experimental 3d coordinates
(7) space group
(6) ddc 310
(6) elliptical copula
(6) sonderforschungsbereich 386
(5) detectors and experimental techniques
(5) tail copula
(5) tail dependence function
(4) copula structure analysis
(4) correlation structure analysis
(4) covariance structure analysis
(4) dimension reduction
(4) ebola
(4) ebola virus
(4) ebolavirus
(4) filovirid
(4) filovirus
(4) genome annotation
(4) hadron hadron scattering
(4) lokolia
(4) lomela
(4) makona
(4) mononegavirad
(4) mononegavirus
(4) virus classification
(4) virus isolate
(4) virus nomenclature
(4) virus strain
(4) virus taxonomy
(4) virus variant
(3) dependence modeling
(3) extreme value theory
(3) factor analysis
(3) filoviridae
(3) kendall s tau
(3) mononegavirales
(3) physics and astronomy
(2) article
(2) c15
(2) climate
(2) extreme dependence function
(2) extreme risk assessment
(2) financial data analysis
(2) multivariate models
(2) nonparametric estimation
(2) precipitation extremes
(2) precipitation extremes volatility index
(2) risk management
(2) semi parametric model
(2) south america
(2) spatio temporal trends
(2) tail
(2) theory nucl
(1) 43 particle accelerators accuracy baryons cebaf...
(1) 43 particle accelerators angular distribution...
(1) 43 particle accelerators cebaf accelerator...
(1) 60j05
(1) 65c05
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 72 physics of elementary particles and fields...
(1) 82c80
(1) acc esc expert consensus document
(1) anarchism
(1) arroz viscosidade rva farinha de arroz
(1) atlas
(1) binding protein c
(1) biological sciences
(1) bipolar electrochemistry
(1) blood pressure response
(1) c19
(1) c52
(1) c52 keywords
(1) canon
(1) capillary electrophoresis
(1) carbon tubes
(1) cern lhc coll
(1) channel cross section branching ratio
(1) chim mate chemical sciences material chemistry
Subject:
Dewey Decimal Classification (DDC)
(126) Physics [53*]
(10) Statistics [31*]
(10) Astronomy [52*]
(5) Economics [33*]
(5) Chemistry [54*]
(4) Mathematics [51*]
(3) Computer science, knowledge & systems [00*]
(1) Medicine & health [61*]
(1) History of Europe [94*]
(1) History of Asia [95*]
Dewey Decimal Classification (DDC):
Year of Publication
(267) 2012
(132) 2011
(49) 2013
(34) 2010
(19) 2009
(15) 2014
(8) 2015
(6) 2006
(4) 2004
(4) 2007
(3) 2003
(1) 1992
(1) 2000
(1) 2005
(1) 2008
Year of Publication:
Content Provider
(284) CERN (Switzerland)
(166) Joint Inst. for Nuclear Research: JINR Document...
(20) OSTI DOE (USA)
(19) CiteSeerX
(7) DataCite Metadata Store
(6) Munich LMU: Open Access
(6) PubMed Central
(6) EconStor
(3) Lund Univ. Publications (LUP)
(2) ArXiv.org
(2) DESY Hamburg
(2) HighWire Press
(2) Northeastern Univ.: IRis
(2) RePEc.org
(2) Springer Open Choice
(2) London Univ. College: UCL Discovery
(2) Cardiff Univ.:ORCA
(1) HAL  Hyper Article en Ligne
(1) Project Euclid
(1) Directory of Open Access Books (DOAB)
(1) DOAJ Articles
(1) Harvard Univ.: DASH
(1) Rio Grande Univ. Federal (FURG): EJournals
(1) MDPI Open Access Publishing
(1) OpenEdition
(1) Southampton Univ.: ePrints Soton
(1) Munich TU: mediaTUM
(1) Bielefeld Univ.: Publications
(1) Ghent Univ.
(1) Manitoba Univ.
(1) Pretoria Univ.
Content Provider:
Language
(342) English
(203) Unknown
(1) French
(1) Portuguese
Language:
Document Type
(480) Unknown
(36) Text
(17) Article, Journals
(12) Reports, Papers, Lectures
(1) Books
(1) Theses
Document Type:
Access
(503) Unknown
(44) Open Access
Access:
More Options
»
Search History
»
Get RSS Feed
»
Get ATOM Feed
»
Email this Search
»
Save Search
»
Browsing
»
Search Plugin
Further result pages
Results:
1

2

3

4

5

6

7

8

9

10

11
Next »
[55]
New Search »
Currently in BASE: 72,247,077 Documents of 3,474
Content Sources
About BASE

Contact

BASE Lab

Imprint
© 20042015 by
Bielefeld University Library
Search powered by
Solr
&
VuFind
.
Suggest Repository
BASE Interfaces
Currently in BASE: 72,247,077 Documents of 3,474 Content Sources
http://www.basesearch.net