scientific article; zbMATH DE number 469373

From MaRDI portal
Revision as of 17:52, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4272657

zbMath0800.60020MaRDI QIDQ4272657

Jonathan A. Tawn, Stuart G. Coles

Publication date: 20 December 1993


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Estimating the probability of widespread flood eventsSpatial extreme value analysis to project extremes of large‐scale indicators for severe weatherTotal positivity in multivariate extremesA modeler's guide to extreme value softwareSimulating flood event sets using extremal principal componentsStatistical modeling of spatial extremesPolynomial Pickands functionsOn studying extreme values and systematic risks with nonlinear time series models and tail dependence measuresMultivariate extremes and max-stable processes: discussion of the paper by Zhengjun ZhangHierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many LocationsBayesian Dirichlet mixture model for multivariate extremes: a re-parametrizationBayesian threshold selection for extremal models using measures of surpriseMaximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tionModeling spatial extremes using normal mean-variance mixturesAn estimator of the stable tail dependence function based on the empirical beta copulaBias correction in extreme value statistics with index around zeroMoment estimation for multivariate extreme value distributionLinking representations for multivariate extremes via a limit setExtreme value modelling of water-related insurance claimsTime-varying extreme value dependence with application to leading European stock marketsApproximation and estimation of very small probabilities of multivariate extreme eventsMultivariate extreme value distribution and its Fisher information matrixAsymmetric tail dependence modeling, with application to cryptocurrency market dataSparse representation of multivariate extremes with applications to anomaly detection\(k\)th-order Markov extremal models for assessing heatwave risksSoftware for the analysis of extreme events: The current state and future directions\(k\)-means clustering of extremesMultivariate generalized Pareto distributionsDense classes of multivariate extreme value distributionsSmoothed jackknife empirical likelihood method for tail copulasEstimation of spatial max-stable models using threshold exceedancesConditional independence among max-stable lawsOn approximating max-stable processes and constructing extremal copula functionsApproximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental dataA note on the representation of parametric models for multivariate extremesAccounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniquesTail risk of multivariate regular variationUnnamed ItemA software review for extreme value analysisA comparison of dependence function estimators in multivariate extremesA new representation for multivariate tail probabilitiesSelf-consistent estimation of conditional multivariate extreme value distributionsA polynomial model for bivariate extreme value distributionsDetecting a conditional extreme value modelSpatial modeling of extreme snow depthParametric tail copula estimation and model testingSome notes on multivariate generalized Pareto distributionsBivariate distributions with given extreme value attractorEstimating the probability of a rare eventLimit laws for random vectors with an extreme componentExtreme market risk and extreme value theoryNonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representationA New Class of Models for Bivariate Joint TailsInference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variablesAssessing conditional extremal risk of flooding in Puerto RicoTail behaviour and extremes of two-state Markov-switching autoregressive modelsMultivariate peaks over thresholds modelsAn M-estimator for tail dependence in arbitrary dimensionsContinuous spatial process models for spatial extreme valuesDiagnostics for Dependence within Time Series ExtremesDependence estimation and visualization in multivariate extremes with applications to financial dataRegular score tests of independence in multivariate extreme valuesAn efficient semiparametric maxima estimator of the extremal indexNon-linear models for extremal dependenceOn the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrixOn the estimation and application of max-stable processesSemi-parametric modeling of excesses above high multivariate thresholds with censored dataMultivariate extreme models based on underlying skew-\(t\) and skew-normal distributionsSimple models for multivariate regular variation and the Hüsler-Reiß Pareto distributionExtremal attractors of Liouville copulasThe pairwise beta distribution: A flexible parametric multivariate model for extremesExtremal dependence of random scale constructionsBayesian inference with \(M\)-splines on spectral measure of bivariate extremesA continuous updating weighted least squares estimator of tail dependence in high dimensionsA geometric investigation into the tail dependence of vine copulasModeling multivariate extreme events using self-exciting point processesAn extended Gaussian max-stable process model for spatial extremesBayesian model averaging for multivariate extremesA method of moments estimator of tail dependenceConvex geometry of max-stable distributionsConditioned limit laws for inverted max-stable processesModelling extremes of time-dependent data by Markov-switching structuresSemiparametric bivariate modelling with flexible extremal dependenceSpatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveysBayesian Model Averaging Over Tree-based Dependence Structures for Multivariate ExtremesFourier methods for testing multivariate independenceModeling Spatial Processes with Unknown Extremal Dependence ClassBivariate extreme analysis of Olympic swimming dataExceedance-based nonlinear regression of tail dependenceLimiting dependence structures for tail events, with applications to credit derivativesThe estimation of M4 processes with geometric moving patternsEstimating the tail-dependence coefficient: properties and pitfallsThe extremal index of a higher-order stationary Markov chainToward a Copula Theory for Multivariate Regular VariationOne- versus multi-component regular variation and extremes of Markov treesNonparametric estimation of the spectral measure of an extreme value distribution.Relations between the spectral measures and dependence of MEV distributionsThe space of \(D\)-norms revisitedThe spectrogram: a threshold-based inferential tool for extremes of stochastic processesSparse regular variation







This page was built for publication: