The following pages link to (Q3692637):
Displayed 7 items.
- Multivariate extreme values in stationary random sequences (Q916246) (← links)
- Intrinsic estimation of the dependence structure for bivariate extremes (Q1123511) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)