Pages that link to "Item:Q5943415"
From MaRDI portal
The following pages link to Dependence measures for extreme value analyses (Q5943415):
Displaying 50 items.
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Absolute continuous bivariate generalized exponential distribution (Q2006893) (← links)
- Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures (Q2028571) (← links)
- Basin-wide spatial conditional extremes for severe ocean storms (Q2028585) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Examining interconnectedness between media attention and cryptocurrency markets: a transfer entropy story (Q2158341) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Spatio-temporal modelling of extreme storms (Q2258573) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← links)
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks (Q2273002) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- On the information in extreme measurements for parameter estimation (Q2291093) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- On functional records and champions (Q2312773) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Generalized exponential geometric extreme distribution (Q2323160) (← links)
- An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- A multivariate aggregate loss model (Q2445352) (← links)