The following pages link to (Q4363950):
Displayed 50 items.
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Joint exceedances of random products (Q1635978) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Quantile function expansion using regularly varying functions (Q1739326) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case (Q2244594) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Why scoring functions cannot assess tail properties (Q2326990) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- Robust estimation of the Pickands dependence function under random right censoring (Q2421402) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)