The following pages link to ismev (Q23156):
Displaying 50 items.
- scanstatistics (Q34140) (← links)
- GJRM (Q34866) (← links)
- (Q66246) (redirect page) (← links)
- extremeStat (Q66250) (← links)
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- A bootstrap test for equality of variances (Q97955) (← links)
- IDF (Q101510) (← links)
- Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Generalized fiducial confidence intervals for extremes (Q132672) (← links)
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- envoutliers (Q138198) (← links)
- gnFit (Q150026) (← links)
- A comparative review of dimension reduction methods in approximate Bayesian computation (Q252749) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Extremes on river networks (Q262381) (← links)
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model (Q286446) (← links)
- Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
- A Markov-switching model for heat waves (Q288559) (← links)
- Income distribution and inequality measurement: the problem of extreme values (Q289196) (← links)
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- Extreme value theory in mixture distributions and a statistical method to control the possible bias (Q334841) (← links)
- On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow (Q336149) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Extreme amplitudes of a periodically forced Duffing oscillator (Q344715) (← links)
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Interval estimation for extreme value parameter with censored data (Q420241) (← links)
- Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) (← links)
- Extreme value theory for nonstationary random coefficients time series with regularly varying tails (Q427977) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- Approximate Bayesian computing for spatial extremes (Q434906) (← links)
- Markov chain models for the stochastic modeling of pitting corrosion (Q459516) (← links)
- Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487) (← links)
- Estimating velocity for processive motor proteins with random detachment (Q486011) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- A spatio-temporal dynamic regression model for extreme wind speeds (Q488093) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- The shape of the yield and its impact on inventory decisions (Q503666) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption (Q542965) (← links)
- Statistical downscaling of extreme precipitation events using extreme value theory (Q549636) (← links)
