The following pages link to (Q4272657):
Displaying 50 items.
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← 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)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Moment estimation for multivariate extreme value distribution (Q1891682) (← links)
- Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- The space of \(D\)-norms revisited (Q2340039) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)