Pages that link to "Item:Q3203865"
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The following pages link to Modelling multivariate extreme value distributions (Q3203865):
Displayed 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Conditional independence among max-stable laws (Q893441) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- A Bayesian bivariate failure time regression model. (Q1274150) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- State-space models for maxima precipitation (Q2197344) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- The tail dependograph (Q2311601) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS (Q2802729) (← links)
- Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
- Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
- Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution (Q3006294) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
- Multivariate extreme‐value distributions with applications to environmental data (Q4311661) (← links)
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)