Pages that link to "Item:Q5943415"

The following pages link to Dependence measures for extreme value analyses (Q5943415):

Displaying 50 items.

• A flexible dependence model for spatial extremes (Q256468) (← links)
• Extremes on river networks (Q262381) (← links)
• Extremal properties of the skew-\(t\) distribution (Q273767) (← links)
• A Markov-switching model for heat waves (Q288559) (← links)
• Tail dependence of the Gaussian copula revisited (Q343977) (← links)
• Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) (← links)
• Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) (← links)
• Approximate Bayesian computing for spatial extremes (Q434906) (← links)
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
• Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
• The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← 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)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
• Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
• Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
• Copulas, diagonals, and tail dependence (Q529109) (← links)
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
• A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling (Q549647) (← links)
• Limiting distributions of maxima under triangular schemes (Q604350) (← links)
• Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• Detecting a conditional extreme value model (Q650748) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) (← links)
• Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491) (← links)
• Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
• On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
• The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
• Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
• A software review for extreme value analysis (Q907385) (← links)
• Modelling total tail dependence along diagonals (Q939329) (← links)
• Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
• Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Fitting and validation of a bivariate model for large claims (Q998278) (← links)
• Testing the tail-dependence based on the radial component (Q1003303) (← links)
• Convex geometry of max-stable distributions (Q1003326) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• Extreme value modelling of water-related insurance claims (Q1647607) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
• An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
• A new class of bivariate copulas: dependence measures and properties (Q1698457) (← links)