Pages that link to "Item:Q4540884"
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The following pages link to Penalized likelihood inference in extreme value analyses (Q4540884):
Displayed 9 items.
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Mixed model-based additive models for sample extremes (Q956350) (← links)
- Smoothing sample extremes: the mixed model approach (Q961868) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Smoothing sample extremes with dynamic models (Q2488453) (← links)
- Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
- Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)