Pages that link to "Item:Q2455055"
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The following pages link to Limit laws for random vectors with an extreme component (Q2455055):
Displaying 50 items.
- Conditional independence and conditioned limit laws (Q273765) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (Q508708) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Extremes of independent chi-square random vectors (Q906630) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Basin-wide spatial conditional extremes for severe ocean storms (Q2028585) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data (Q2686027) (← links)
- Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach (Q3179211) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Limit Conditional Distributions for Bivariate Vectors with Polar Representation (Q3562373) (← links)
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
