Pages that link to "Item:Q4455397"
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The following pages link to A dependence measure for multivariate and spatial extreme values: Properties and inference (Q4455397):
Displayed 38 items.
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Extremes on river networks (Q262381) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Storm processes and stochastic geometry (Q906626) (← links)
- Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← links)
- Ergodic properties of max-infinitely divisible processes (Q2267516) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Dependence matrices for spatial extreme events (Q2832633) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- Generalized madogram and pairwise dependence of maxima over two regions of a random field (Q2948107) (← links)
- Conditional sampling for spectrally discrete max-stable random fields (Q3021246) (← links)
- GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS (Q3528519) (← links)
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
- Stability and contagion measures for spatial extreme value analyses (Q5179069) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)