The following pages link to (Q4272657):
Displaying 32 items.
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Diagnostics for Dependence within Time Series Extremes (Q4665872) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Sparse regular variation (Q5013249) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
- (Q5879923) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations (Q5881140) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)
- Polynomial Pickands functions (Q5963499) (← links)
- Estimating the probability of widespread flood events (Q6069046) (← links)
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather (Q6069104) (← links)
- Total positivity in multivariate extremes (Q6136578) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Simulating flood event sets using extremal principal components (Q6161874) (← links)