Search Results - "Dupuis, Debbie J."

Structural change to the persistence of the urban heat island by Dupuis, Debbie J, Trapin, Luca

“…The term urban heat island (UHI) is used to describe the effect of urban temperatures rising several degrees above concurrent temperatures in surrounding…”
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Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective by Bee, Marco, Dupuis, Debbie J., Trapin, Luca

“…This article applies realized volatility forecasting to Extreme Value Theory (EVT). We propose a two-step approach where returns are first pre-whitened with a…”
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Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures by Bee, Marco, Dupuis, Debbie J, Trapin, Luca

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A Model for Nighttime Minimum Temperatures by Dupuis, Debbie J.

“…The southwestern United States has experienced some of the most important increases in nighttime minimum temperatures over the last 60 yr, and climate models…”
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Causal mechanism of extreme river discharges in the upper Danube basin network by Mhalla, Linda, Chavez‐Demoulin, Valérie, Dupuis, Debbie J.

“…Summary Extreme hydrological events in the Danube river basin may severely impact human populations, aquatic organisms and economic activity. One often…”
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Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements by Bee, Marco, Dupuis, Debbie J., Trapin, Luca

“…We propose a new framework exploiting realized measures of volatility to estimate and forecast extreme quantiles. Our realized extreme quantile (REQ) combines…”
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Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities by Dupuis, Debbie J

“…Heat waves are a serious threat to society, the environment, and the economy. Estimates of the recurrence probabilities of heat waves may be obtained following…”
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US stock returns: are there seasons of excesses? by Bee, Marco, Dupuis, Debbie J., Trapin, Luca

“…This article explores the existence of seasonality in the tails of stock returns. We use a parametric model to describe the returns, and obtain a proxy of the…”
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Forecasting temperature to price CME temperature derivatives by Dupuis, Debbie J.

“…This paper seeks to forecast temperatures in US cities in order to price temperature derivatives on the Chicago Mercantile Exchange (CME). The CME defines the…”
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ROBUST VIF REGRESSION WITH APPLICATION TO VARIABLE SELECTION IN LARGE DATA SETS by Dupuis, Debbie J., Victoria-Feser, Maria-Pia

“…The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large data sets. Subset…”
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Statistical Modeling of the Monthly Palmer Drought Severity Index by Dupuis, Debbie J

“…This paper presents a new approach for the modeling of dry period interarrival times. The new model targets dry period interarrival times directly and uses a…”
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Robust Conditional Variance and Value-at-Risk Estimation by Dupuis, Debbie J., Papageorgiou, Nicolas, Rémillard, Bruno

“…This article is concerned with robust conditional variance and value-at-risk (VaR) estimation. Losses due to idiosyncratic events can have a disproportionate…”
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Short-term Hedging for an Electricity Retailer by Dupuis, Debbie J., Gauthier, Geneviève, Godin, Frédéric

“…A dynamic global hedging procedure making use of futures contracts is developed for a retailer of the electricity market facing price, load and basis risk…”
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Fast Robust Model Selection in Large Datasets by Dupuis, Debbie J., Victoria-Feser, Maria-Pia

“…Large datasets are increasingly common in many research fields. In particular, in the linear regression context, it is often the case that a huge number of…”
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The wheelchair skills test (version 2.4): measurement properties by Kirby, R.Lee, Dupuis, Debbie J, MacPhee, Angela H, Coolen, Anna L, Smith, Cher, Best, Krista L, Newton, Allison M, Mountain, Anita D, MacLeod, Donald A, Bonaparte, James P

“…Kirby RL, Dupuis DJ, MacPhee AH, Coolen AL, Smith C, Best KL, Newton AM, Mountain AD, MacLeod DA, Bonaparte JP. The Wheelchair Skills Test (version 2.4):…”
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Wheelchair skills training program: a randomized clinical trial of wheelchair users undergoing initial rehabilitation by MacPhee, Angela H, Kirby, R.Lee, Coolen, Anna L, Smith, Cher, MacLeod, Donald A, Dupuis, Debbie J

“…MacPhee AH, Kirby RL, Coolen AL, Smith C, MacLeod DA, Dupuis DJ. Wheelchair Skills Training Program: a randomized clinical trial of wheelchair users undergoing…”
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The Wheelchair Skills Test: A pilot study of a new outcome measure by Kirby, R.Lee, Swuste, Janneke, Dupuis, Debbie J., MacLeod, Donald A., Monroe, Randi

“…Kirby RL, Swuste J, Dupuis DJ, MacLeod DA, Monroe R. The Wheelchair Skills Test: a pilot study of a new outcome measure. Arch Phys Med Rehabil 2002;83:10-8…”
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A robust test for asymptotic independence of bivariate extremes by Tsai, Yu-Ling, Dupuis, Debbie J., Murdoch, Duncan J.

“…We show that the existing tests for asymptotic independence are sensitive to outliers. A robust test is proposed. The new test is made stable under…”
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A robust prediction error criterion for pareto modelling of upper tails by Dupuis, Debbie J., Victoria-Feser, Maria-Pia

“…Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings. The upper tail of the distribution, where data are…”
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Influence measures and robust estimators of dependence in multivariate extremes by Tsai, Yu-Ling, Murdoch, Duncan J., Dupuis, Debbie J.

“…We develop a simple influence measure to assess whether Bayesian estimators in multivariate extreme value problems are sensitive to outliers. The proposed…”
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