The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2010.04.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2062689345
@@ Property / OpenAlex ID: W2062689345 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q116752846
@@ Property / Wikidata QID: Q116752846 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+A Mixture Model for Multivariate Extremes
@@ Property / cites work: A Mixture Model for Multivariate Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a bivariate extreme value distribution
+Normal rank
@@ Property / cites work @@
+Q4272838
@@ Property / cites work: Q4272838 / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence measures for extreme value analyses
@@ Property / cites work: Dependence measures for extreme value analyses / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272657
@@ Property / cites work: Q4272657 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Methods for Multivariate Extremes: An Application to Structural Design
+Normal rank
@@ Property / cites work @@
+Variograms for spatial max-stable random fields
@@ Property / cites work: Variograms for spatial max-stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction of stationary max-stable processes
@@ Property / cites work: Prediction of stationary max-stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Spatial extremes: models for the stationary case
@@ Property / cites work: Spatial extremes: models for the stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
+Normal rank
@@ Property / cites work @@
+Bivariate tail estimation: dependence in asymptotic independence
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of the spectral measure of an extreme value distribution.
+Normal rank
@@ Property / cites work @@
+Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
+Normal rank
@@ Property / cites work @@
+Q3269550
@@ Property / cites work: Q3269550 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution and dependence-function estimation for bivariate extreme-value distributions.
+Normal rank
@@ Property / cites work @@
+A Conditional Approach for Multivariate Extreme Values (with Discussion)
+Normal rank
@@ Property / cites work @@
+Maxima of normal random vectors: Between independence and complete dependence
+Normal rank
@@ Property / cites work @@
+Families of min-stable multivariate exponential and multivariate extreme value distributions
+Normal rank
@@ Property / cites work @@
+Q4203249
@@ Property / cites work: Q4203249 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4955637
@@ Property / cites work: Q4955637 / rank @@
+Normal rank
@@ Property / cites work @@
+Diagnostics for Dependence within Time Series Extremes
+Normal rank
@@ Property / cites work @@
+Q4363950
@@ Property / cites work: Q4363950 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics for near independence in multivariate extreme values
+Normal rank
@@ Property / cites work @@
+A polynomial model for bivariate extreme value distributions
+Normal rank
@@ Property / cites work @@
+Modelling pairwise dependence of maxima in space
@@ Property / cites work: Modelling pairwise dependence of maxima in space / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the coefficient of tail dependence in bivariate extremes
+Normal rank
@@ Property / cites work @@
+A New Class of Models for Bivariate Joint Tails
@@ Property / cites work: A New Class of Models for Bivariate Joint Tails / rank @@
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Models for stationary max-stable random fields
@@ Property / cites work: Models for stationary max-stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for the extremal coefficients of multivariate extreme value distributions
+Normal rank
@@ Property / cites work @@
+A dependence measure for multivariate and spatial extreme values: Properties and inference
+Normal rank
@@ Property / cites work @@
+Markov chain models for threshold exceedances
@@ Property / cites work: Markov chain models for threshold exceedances / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling multivariate extreme value distributions
+Normal rank