Pages that link to "Item:Q3161425"

The following pages link to Laws of Small Numbers: Extremes and Rare Events (Q3161425):

Displaying 50 items.

• Distance between exact and approximate distributions of partial maxima under power normalization (Q340800) (← links)
• Approximating dependent rare events (Q373526) (← links)
• On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) (← links)
• On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
• Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) (← links)
• Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
• New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
• The influence of sequential extremal processes on the partial sum process (Q907380) (← links)
• On the asymptotic distribution of certain bivariate reinsurance treaties (Q995497) (← links)
• A note on maxima of bivariate random vectors (Q1359688) (← links)
• Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
• Point process models for novelty detection on spatial point patterns and their extremes (Q1662930) (← links)
• Are your data really Pareto distributed? (Q1673333) (← links)
• Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
• On generalised Piterbarg constants (Q1703023) (← links)
• Multivariate peaks over thresholds models (Q1744179) (← links)
• Multivariate order statistics: the intermediate case (Q1744724) (← links)
• Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
• Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
• Extremal behaviour of a periodically controlled sequence with imputed values (Q2062422) (← links)
• Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
• On a class of norms generated by nonnegative integrable distributions (Q2178944) (← links)
• Evaluation and prediction under hierarchical and bivariate copula models for seat belt use data (Q2241473) (← links)
• Large deviations for super-heavy tailed random walks (Q2244556) (← links)
• Trend detection for heteroscedastic extremes (Q2303026) (← links)
• On functional records and champions (Q2312773) (← links)
• Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
• The space of \(D\)-norms revisited (Q2340039) (← links)
• Limit laws for the maxima of stationary chi-processes under random index (Q2342869) (← links)
• On idempotent \(D\)-norms (Q2350066) (← links)
• Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
• Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) (← links)
• Asymptotic independence of bivariate order statistics (Q2407768) (← links)
• Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
• On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
• Running minimum in the best-choice problem (Q2688195) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• (Q3304882) (← links)
• On generalized max-linear models and their statistical interpolation (Q3449929) (← links)
• On Extremal Index of max-stable stationary processes (Q4578299) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• On generalized max-linear models in max-stable random fields (Q4684891) (← links)
• Discrimination of psychotropic drugs over‐consumers using a threshold exceedance based approach (Q4969884) (← links)
• Strong convergence of multivariate maxima (Q5109504) (← links)
• Conditional tail independence in Archimedean copula models (Q5235056) (← links)
• The Maximum of Independent Geometric Random Variables as the Time for Genomic Evolution (Q5413857) (← links)
• (Q5879923) (← links)