Pages that link to "Item:Q347151"

The following pages link to Approximation and estimation of very small probabilities of multivariate extreme events (Q347151):

Displaying 8 items.

• Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
• On tests to distinguish distribution tails invariant with respect to the scale parameter (Q2155330) (← links)
• Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
• Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
• Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
• Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
• On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)