The following pages link to (Q4363950):
Displayed 29 items.
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625) (← links)
- HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS (Q2802729) (← links)
- (Q2893932) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- (Q4915365) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Toward Optimal Fingerprinting in Detection and Attribution of Changes in Climate Extremes (Q5857117) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)