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- spatial processes 2015-04-24 Paper Extreme dependence models based on event magnitude 2014-01-13 Paper Multivariate extreme models based on underlying skew-\(t\)...10 bytes (18 words) - 16:27, 27 February 2024
- using the extremal skew-t process 2020-07-27 Paper Estimation and uncertainty quantification for extreme quantile regions 2019-12-16 Paper Extreme Dependence...10 bytes (13 words) - 16:27, 27 February 2024
- Threshold Diagnostics and Uncertainty in Extreme Value Modelling 2019-04-30 Paper Time-varying extreme value dependence with application to leading European...10 bytes (18 words) - 14:16, 12 December 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 (16 words) - 22:18, 24 September 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 (18 words) - 14:07, 12 December 2023
- Diagnostics for pairwise extremal dependence in spatial processes 2004-03-16 Paper A dependence measure for multivariate and spatial extreme values: Properties...10 bytes (18 words) - 22:32, 8 December 2023
- based on extreme dependence 2018-05-08 Paper Copula Structure Analysis 2012-10-25 Paper Semi‐Parametric Models for the Multivariate Tail Dependence Function...10 bytes (17 words) - 08:34, 7 October 2023
- Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes 2022-03-28 Paper Measuring dependence between random vectors via optimal...10 bytes (16 words) - 10:23, 9 December 2023
- comparison of dependence function estimators in multivariate extremes 2018-03-07 Paper Non-stationary dependence structures for spatial extremes 2016-10-13...10 bytes (17 words) - 01:31, 10 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 (16 words) - 01:11, 10 December 2023
- Publication Date of Publication Type Statistical inference on a changing extreme value dependence structure 2024-01-04 Paper On a Minimum Distance Procedure for...10 bytes (17 words) - 14:52, 10 December 2023
- precipitation extremes with the blended generalised extreme value distribution 2022-12-12 Paper Bayesian space-time gap filling for inference on extreme hot-spots:...10 bytes (18 words) - 19:34, 24 September 2023
- uncertainty in extremal dependence 2002-11-14 Paper Penalized likelihood inference in extreme value analyses 2002-07-28 Paper Dependence measures for extreme value...10 bytes (18 words) - 04:57, 9 December 2023
- of tail dependence 2012-12-19 Paper Dependence structure of risk factors and diversification effects 2012-02-10 Paper Extreme residual dependence for random...10 bytes (16 words) - 14:38, 10 December 2023
- drivers for extreme ground level ozone events 2017-09-15 Paper Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures...10 bytes (17 words) - 21:39, 9 December 2023
- 2014-04-10 Paper On dependence consistency of CoVaRand some other systemic risk measures 2014-03-17 Paper Estimating asymptotic dependence functionals in multivariate...10 bytes (16 words) - 18:26, 6 October 2023
- Type Robust estimation of the conditional stable tail dependence function 2023-08-18 Paper Extreme-value based estimation of the conditional tail moment...10 bytes (16 words) - 00:04, 10 December 2023
- 2018-08-14 Paper Multivariate dependence modeling based on comonotonic factors 2017-02-23 Paper Monotonicity of Positive Dependence with Time for Stationary...10 bytes (17 words) - 17:14, 6 December 2023
- Paper Extreme $$L^p$$-quantile Kernel Regression 2023-01-24 Paper Nonparametric extreme conditional expectile estimation 2023-01-05 Paper Extreme partial...10 bytes (16 words) - 04:36, 9 December 2023
- Variable is Extreme 2019-06-12 Paper Estimation of Extreme Depth-Based Quantile Regions 2019-06-07 Paper Statistics of Heteroscedastic Extremes 2019-05-09...10 bytes (20 words) - 00:55, 9 December 2023