Pages that link to "Item:Q5943415"
From MaRDI portal
The following pages link to Dependence measures for extreme value analyses (Q5943415):
Displayed 42 items.
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
- GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY (Q4908381) (← links)
- (Q4915365) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
- Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models (Q4958339) (← links)
- Quantile Association Regression Models (Q4975345) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- On absolutely continuous bivariate generalized exponential power series distribution (Q5086313) (← links)
- Spatial risk measures for max-stable and max-mixture processes (Q5086524) (← links)
- Some new ratio-type copulas: theory and properties (Q5095724) (← links)
- Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (Q5130596) (← links)
- Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- A bivariate Pareto model (Q5169763) (← links)
- Dependence structure of extreme order statistics (Q5221501) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
- Power-normal distribution (Q5299466) (← links)
- Estimation of the angular density in bivariate generalized Pareto models (Q5400787) (← links)
- Some properties of the bivariate Burr type III distribution (Q5400842) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Extreme Shape Analysis (Q5757820) (← links)
- A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation (Q5857128) (← links)
- (Q5879924) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- Estimating the probability of widespread flood events (Q6069046) (← links)
- Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
- A Space-Time Skew-<i>t</i> Model for Threshold Exceedances (Q6079970) (← links)
- A marginal modelling approach for predicting wildfire extremes across the contiguous United States (Q6100565) (← links)
- Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data (Q6110025) (← links)
- Total positivity in multivariate extremes (Q6136578) (← links)
- Joint stochastic simulation of extreme coastal and offshore significant wave heights (Q6138647) (← links)
- Accounting for seasonality in extreme sea-level estimation (Q6138659) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Simulating flood event sets using extremal principal components (Q6161874) (← links)