The following pages link to (Q4272657):
Displaying 50 items.
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← 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)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- The space of \(D\)-norms revisited (Q2340039) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Diagnostics for Dependence within Time Series Extremes (Q4665872) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Sparse regular variation (Q5013249) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
- (Q5879923) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations (Q5881140) (← links)