Pages that link to "Item:Q5411052"
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The following pages link to Composite likelihood estimation for the Brown-Resnick process (Q5411052):
Displayed 24 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Approximate Bayesian computation with composite score functions (Q294244) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks (Q2273002) (← links)
- A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) (Q2274304) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
- On generalized max-linear models in max-stable random fields (Q4684891) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- On the performance of the Bayesian composite likelihood estimation of max-stable processes (Q5106978) (← links)
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)