Pages that link to "Item:Q4819012"
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The following pages link to A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012):
Displaying 50 items.
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Extremes on river networks (Q262381) (← links)
- Conditional independence and conditioned limit laws (Q273765) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← 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)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← 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)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← 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)
- A software review for extreme value analysis (Q907385) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← 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)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- A spatio-temporal model for Red Sea surface temperature anomalies (Q2028573) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Basin-wide spatial conditional extremes for severe ocean storms (Q2028585) (← links)
- Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)