Pages that link to "Item:Q1941454"

The following pages link to Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model (Q1941454):

Displayed 14 items.

• Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) ‎ (← links)
• Bayesian uncertainty management in temporal dependence of extremes (Q508719) ‎ (← links)
• Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) ‎ (← links)
• Conditioned limit laws for inverted max-stable processes (Q739601) ‎ (← links)
• \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) ‎ (← links)
• Basin-wide spatial conditional extremes for severe ocean storms (Q2028585) ‎ (← links)
• On the tail behaviour of aggregated random variables (Q2079609) ‎ (← links)
• Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) ‎ (← links)
• Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data (Q2686027) ‎ (← links)
• Extremal characteristics of conditional models (Q2688194) ‎ (← links)
• Linking representations for multivariate extremes via a limit set (Q5055325) ‎ (← links)
• Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather (Q6069104) ‎ (← links)
• Non‐stationary conditional extremes of northern North Sea storm characteristics (Q6069123) ‎ (← links)
• Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data (Q6110025) ‎ (← links)