Pages that link to "Item:Q5943415"

The following pages link to Dependence measures for extreme value analyses (Q5943415):

Displayed 50 items.

• A flexible dependence model for spatial extremes (Q256468) ‎ (← links)
• Extremes on river networks (Q262381) ‎ (← links)
• Extremal properties of the skew-\(t\) distribution (Q273767) ‎ (← links)
• A Markov-switching model for heat waves (Q288559) ‎ (← links)
• Geometric interpretation of the residual dependence coefficient (Q391914) ‎ (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) ‎ (← links)
• Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) ‎ (← links)
• Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) ‎ (← links)
• Approximate Bayesian computing for spatial extremes (Q434906) ‎ (← links)
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) ‎ (← links)
• Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) ‎ (← links)
• The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) ‎ (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) ‎ (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) ‎ (← links)
• A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) ‎ (← links)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) ‎ (← links)
• Geostatistics of dependent and asymptotically independent extremes (Q500745) ‎ (← links)
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) ‎ (← links)
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) ‎ (← links)
• A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling (Q549647) ‎ (← links)
• Limiting distributions of maxima under triangular schemes (Q604350) ‎ (← links)
• Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) ‎ (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) ‎ (← links)
• Detecting a conditional extreme value model (Q650748) ‎ (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) ‎ (← links)
• Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) ‎ (← links)
• Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491) ‎ (← links)
• Software for the analysis of extreme events: The current state and future directions (Q881399) ‎ (← links)
• On the tail dependence in bivariate hydrological frequency analysis (Q906353) ‎ (← links)
• The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) ‎ (← links)
• Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) ‎ (← links)
• A software review for extreme value analysis (Q907385) ‎ (← links)
• Modelling total tail dependence along diagonals (Q939329) ‎ (← links)
• Orthant tail dependence of multivariate extreme value distributions (Q958921) ‎ (← links)
• Analysis of dependence among size, rate and duration in internet flows (Q977617) ‎ (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) ‎ (← links)
• Fitting and validation of a bivariate model for large claims (Q998278) ‎ (← links)
• Testing the tail-dependence based on the radial component (Q1003303) ‎ (← links)
• Convex geometry of max-stable distributions (Q1003326) ‎ (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) ‎ (← links)
• Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) ‎ (← links)
• Tails of multivariate Archimedean copulas (Q1021851) ‎ (← links)
• On Pickands coordinates in arbitrary dimensions (Q1765624) ‎ (← links)
• Bivariate tail estimation: dependence in asymptotic independence (Q1769776) ‎ (← links)
• On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) ‎ (← links)
• On extremal dependence: some contributions (Q1936535) ‎ (← links)
• Tail dependence for regularly varying time series (Q1954603) ‎ (← links)
• Spatio-temporal modelling of extreme storms (Q2258573) ‎ (← links)
• Continuous spatial process models for spatial extreme values (Q2260130) ‎ (← links)
• Tails of correlation mixtures of elliptical copulas (Q2276214) ‎ (← links)