Pages that link to "Item:Q1848911"

The following pages link to Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911):

Displaying 50 items.

• Bayesian model averaging for multivariate extremes (Q130001) (← links)
• Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
• On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
• On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
• Local empirical processes near boundaries of convex bodies (Q734397) (← links)
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
• Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
• Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
• Regularly varying multivariate time series (Q1016605) (← links)
• Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
• Principal component analysis for multivariate extremes (Q2044326) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• \(k\)-means clustering of extremes (Q2180059) (← links)
• Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
• Estimating extreme bivariate quantile regions (Q2375848) (← links)
• Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
• Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
• Copulas: Tales and facts (with discussion) (Q2463697) (← links)
• Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
• Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
• Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
• A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
• Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
• A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
• On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
• Sparse regular variation (Q5013249) (← links)
• How to model multivariate extremes if one must? (Q5313467) (← links)
• Estimation of the angular density in bivariate generalized Pareto models (Q5400787) (← links)
• ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Projection estimators of Pickands dependence functions (Q5503542) (← links)