The following pages link to ismev (Q23156):
Displaying 50 items.
- Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model (Q549640) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Sources of uncertainty in the extreme value statistics of climate data (Q549646) (← links)
- Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment (Q549650) (← links)
- Extreme event dynamics in the formation of galaxy-sized dark matter structures (Q603358) (← links)
- Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
- Return level bounds for discrete and continuous random variables (Q619125) (← links)
- The generalized FGM distribution and its application to stereology of extremes. (Q622872) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Beta-\(\kappa \) distribution and its application to hydrologic events (Q637975) (← links)
- Polynomial power-Pareto quantile function models (Q650733) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- Extreme value correction: a method for correcting optimistic estimations in rule learning (Q669278) (← links)
- Generalised smooth tests of goodness of fit (Q715762) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Scaling in the timing of extreme events (Q728412) (← links)
- Bayesian non-parametric signal extraction for Gaussian time series (Q736535) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Book review of: S. Coles, An introduction to statistical modeling of extreme values (Q745387) (← links)
- Introduction to the special issue on the statistical mechanics of climate (Q781782) (← links)
- An efficient algorithm to estimate the potential barrier height from noise-induced escape time data (Q781840) (← links)
- Computation of extreme values of time averaged observables in climate models with large deviation techniques (Q781841) (← links)
- A multivariate extreme value theory approach to anomaly clustering and visualization (Q782638) (← links)
- Modelling the clustering of extreme events for short-term risk assessment (Q782718) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Causal discovery in heavy-tailed models (Q820829) (← links)
- Assessing failure probability of coastal structures based on probabilistic representation of sea conditions at the structures' location (Q822113) (← links)
- Statistical inference for inter-arrival times of extreme events in bursty time series (Q829734) (← links)
- Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- A post-processor for fatigue crack growth analysis based on a finite element stress field (Q839256) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- The flood probability distribution tail: How heavy is it? (Q841867) (← links)
- Bayesian comparison of different rainfall depth-duration-frequency relationships (Q841878) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
- Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
- A loss function approach to identifying environmental exceedances (Q881403) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- A flexible extreme value mixture model (Q901607) (← links)
- Conditioning exceedances on covariate processes (Q906628) (← links)
- Extreme value distributions of inclusions in six steels (Q906653) (← links)
- A software review for extreme value analysis (Q907385) (← links)
