Pages that link to "Item:Q2345121"
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The following pages link to An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121):
Displaying 11 items.
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- Multidimensional extremal dependence coefficients (Q680461) (← links)
- Max-stable random sup-measures with comonotonic tail dependence (Q737183) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
- Stochastic ordering in multivariate extremes (Q6601110) (← links)
