Pages that link to "Item:Q5943006"
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The following pages link to An introduction to statistical modeling of extreme values (Q5943006):
Displayed 50 items.
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Seasonal effects of extreme surges (Q2505918) (← links)
- Constructing Bayesian formulations of sparse kernel learning methods (Q2568020) (← links)
- Regression models for exceedance data: a new approach (Q2664999) (← links)
- Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- Spatiotemporal wildfire modeling through point processes with moderate and extreme marks (Q2686054) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Optimal system size for complex dynamics in random neural networks near criticality (Q2787911) (← links)
- Spatial Bayesian Nonparametric Methods (Q2800204) (← links)
- Microstructure Models and Material Response by Extreme Value Theory (Q2801327) (← links)
- HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS (Q2802729) (← links)
- Quality of the Approximation of Ruin Probabilities Regarding to Large Claims (Q2808072) (← links)
- A flexible cure rate model for spatially correlated survival data based on generalized extreme value distribution and Gaussian process priors (Q2829470) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Default Priors Based on Pseudo-Likelihoods for the Poisson-GPD Model (Q2930684) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Modeling the distribution of distance data in Euclidean space (Q2979650) (← links)
- Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
- Minimum Sample Size Determination for Generalized Extreme Value Distribution (Q3085296) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Stochastic models in seed dispersals: random walks and birth–death processes (Q3300991) (← links)
- Condensation in the inhomogeneous zero-range process: an interplay between interaction and diffusion disorder (Q3301319) (← links)
- Statistical mechanics of complex neural systems and high dimensional data (Q3301560) (← links)
- Extreme value theory of evolving phenomena in complex dynamical systems: Firing cascades in a model of a neural network (Q3303836) (← links)
- (Q3387510) (← links)
- Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the <i>r</i>-larger order statistics distribution (Q3390581) (← links)
- Pyramid Quantile Regression (Q3391281) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- A Hierarchical Model for Extreme Wind Speeds (Q3435366) (← links)
- An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire (Q3435767) (← links)
- Anticipating Catastrophes through Extreme Value Modelling (Q3435776) (← links)
- A Bayesian analysis of clusters of extreme losses (Q3439747) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
- Empirical evidence for a nonlinear effect of galactic cosmic rays on clouds (Q3503308) (← links)
- The effect of temporal dependence on the estimation of the frequency of extreme ocean climate events (Q3503338) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (Q3569704) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- A light-tailed conditionally heteroscedastic model with applications to river flows (Q3608186) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- Robust estimation of risks from small samples (Q4561722) (← links)
- Signs of dependence and heavy tails in non-life insurance data (Q4575381) (← links)
- A simulation model for calculating solvency capital requirements for non-life insurance risk (Q4576774) (← links)
- Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (Q4576961) (← links)
- Odd Pareto families of distributions for modeling loss payment data (Q4583600) (← links)
- Explaining the size distribution of cities: Extreme economies (Q4586244) (← links)
- Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method (Q4607342) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)