Pages that link to "Item:Q4155551"
From MaRDI portal
The following pages link to Limit theory for multivariate sample extremes (Q4155551):
Displayed 50 items.
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Leader and maximum independence for a class of discrete choice models (Q1676746) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Multivariate order statistics: the intermediate case (Q1744724) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- On convergence toward an extreme value distribution in \(C[0,1]\) (Q1872195) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Archimedean copulas with applications to VaR estimation (Q2013643) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (Q2076958) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- Regression-type analysis for multivariate extreme values (Q2093406) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas (Q2283656) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Bi-free extreme values (Q2286467) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Canonical spectral representation for exchangeable max-stable sequences (Q2303028) (← links)
- On functional records and champions (Q2312773) (← links)
- The space of \(D\)-norms revisited (Q2340039) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Hybrid copula estimators (Q2344382) (← links)
- An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Spatial extremes: models for the stationary case (Q2493550) (← links)