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From MaRDI portal
- of extremal dependence models built on bivariate MAX-linearity 2017-02-23 Paper Bayesian uncertainty management in temporal dependence of extremes 2017-02-08...10 bytes (15 words) - 21:32, 8 December 2023
- 2018-06-15 Paper Multidimensional extremal dependence coefficients 2018-01-23 Paper Estimating multivariate extremal dependence: a new proposal 2017-02-09 Paper...10 bytes (13 words) - 05:48, 7 October 2023
- Modeling Spatial Processes with Unknown Extremal Dependence Class 2019-08-19 Paper Modelling Across Extremal Dependence Classes 2019-06-12 Paper Likelihood-Based...10 bytes (15 words) - 13:16, 12 December 2023
- Estimating the extremal index through local dependence 2018-06-29 Paper Multidimensional extremal dependence coefficients 2018-01-23 Paper Dependence matrices...10 bytes (13 words) - 04:53, 9 December 2023
- estimation of the Pickands dependence function using Bernstein polynomials 2017-01-19 Paper Bayesian inference for the extremal dependence 2017-01-11 Paper A semi-parametric...10 bytes (15 words) - 15:27, 27 February 2024
- maxima based on extremal dependence changing with event magnitude 2022-05-06 Paper Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate...10 bytes (14 words) - 00:31, 10 December 2023
- regression 2024-01-08 Paper Total positivity in multivariate extremes 2023-08-31 Paper Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed...10 bytes (13 words) - 23:15, 9 December 2023
- multivariate extreme events 2016-04-27 Paper A software review for extreme value analysis 2016-01-25 Paper Accounting for uncertainty in extremal dependence modeling...10 bytes (15 words) - 13:07, 12 December 2023
- inference using extreme U-statistics 2023-05-31 Paper An asymptotic expansion of the empirical angular measure for bivariate extremal dependence 2023-05-26...10 bytes (13 words) - 09:23, 9 December 2023
- multivariate extremal index and the dependence structure of a multivariate extreme value distribution 2006-04-06 Paper Measuring the extremal dependence 2005-08-01...10 bytes (15 words) - 16:43, 11 December 2023
- estimation of the Pickands dependence function using Bernstein polynomials 2017-01-19 Paper Bayesian inference for the extremal dependence 2017-01-11 Paper Bayesian...10 bytes (13 words) - 08:40, 7 October 2023
- quantification for extreme quantile regions 2019-12-16 Paper Extreme Dependence Models 2017-07-04 Paper Models for Extremal Dependence Derived from Skew-symmetric...10 bytes (13 words) - 21:18, 24 September 2023
- Publication Date of Publication Type ExtremalDep 2023-09-25 Software Bayesian inference for the extremal dependence 2017-01-11 Paper A semi-parametric stochastic...10 bytes (10 words) - 09:44, 6 October 2023
- regression 2022-07-22 Paper New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks 2019-09-18 Paper...10 bytes (15 words) - 08:56, 25 September 2023
- Publication Type Bayesian inference for the extremal dependence 2017-01-11 Paper Bayesian inference for the extremal dependence 2016-01-01 Paper...10 bytes (11 words) - 09:44, 6 October 2023
- stable processes 2005-08-05 Paper EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS 2005-05-23 Paper The Extremal Dependence Measure and Asymptotic Independence...10 bytes (17 words) - 13:44, 28 January 2024
- 2012-10-04 Paper Characterizing extremal coefficient functions and extremal correlation functions 2012-05-07 Paper High-level dependence in time series models 2011-11-26...10 bytes (15 words) - 15:24, 7 December 2023
- 2012-08-13 Paper New estimators of the Pickands dependence function and a test for extreme-value dependence 2011-12-08 Paper Testing model assumptions in...10 bytes (13 words) - 00:11, 10 December 2023
- Gaussian-like risks 2018-07-10 Paper Domination of sample maxima and related extremal dependence measures 2018-06-27 Paper ON SARMANOV MIXED ERLANG RISKS IN INSURANCE...10 bytes (13 words) - 13:20, 7 December 2023
- Bivariate Continuous Data 2013-09-20 Paper A moment-based test for extreme-value dependence 2013-08-02 Paper Tests of symmetry for bivariate copulas 2012-12-27...10 bytes (15 words) - 17:12, 11 December 2023
