The following pages link to (Q3486670):
Displayed 50 items.
- 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)
- Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← links)
- A LAN based Neyman smooth test for Pareto distributions (Q935416) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Downscaling extremes: a comparison of extreme value distributions in point-source and gridded precipitation data (Q977651) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Estimation of the generalized Pareto distribution (Q1007361) (← links)
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (Q1010433) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- Strong convergence of multivariate point processes of exceedances (Q1335343) (← links)
- Parameter estimation for 2-parameter generalized Pareto distribution by POME (Q1369696) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Nonparametric estimation of extreme conditional quantiles with functional covariate (Q1633844) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- A time dependent Bayesian nonparametric model for air quality analysis (Q1659491) (← links)
- Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model (Q1674817) (← links)
- A Poisson process reparameterisation for Bayesian inference for extremes (Q1675703) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- A Bayesian approach to extended models for exceedance (Q1705548) (← links)
- Extreme value-based methods for modeling elk yearly movements (Q1722629) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Extreme value modeling under power normalization (Q1792375) (← links)
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (Q1792632) (← links)
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)