Pages that link to "Item:Q5694150"

The following pages link to Hidden regular variation and the rank transform (Q5694150):

Displaying 24 items.

• 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)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
• Meta densities and the shape of their sample clouds (Q972901) (← links)
• Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
• Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
• Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
• A new representation for multivariate tail probabilities (Q2435257) (← links)
• Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
• Limit laws for random vectors with an extreme component (Q2455055) (← links)
• Copulas: Tales and facts (with discussion) (Q2463697) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Extreme residual dependence for random vectors and processes (Q2996577) (← links)
• An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
• Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
• Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
• A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
• Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
• Geostatistics of extremes (Q5345921) (← links)
• The influence of dependence on data network models (Q5387078) (← links)
• Data network models of burstiness (Q5480004) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)