Pages that link to "Item:Q1675706"

The following pages link to Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706):

Displayed 13 items.

• A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) ‎ (← links)
• Extreme value estimation for discretely sampled continuous processes (Q1633432) ‎ (← links)
• Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes (Q2028570) ‎ (← links)
• A regionalisation approach for rainfall based on extremal dependence (Q2028583) ‎ (← links)
• Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) ‎ (← links)
• Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) ‎ (← links)
• Long range dependence for stable random processes (Q4997693) ‎ (← links)
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) ‎ (← links)
• Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) ‎ (← links)
• Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) ‎ (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) ‎ (← links)
• Characterization theorems for pseudo cross-variograms (Q6148872) ‎ (← links)
• Covariance models for multivariate random fields resulting from pseudo cross-variograms (Q6168118) ‎ (← links)