Pages that link to "Item:Q638815"

The following pages link to Estimation of extreme risk regions under multivariate regular variation (Q638815):

Displaying 14 items.

• Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
• A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• Bridging centrality and extremity: refining empirical data depth using extreme value statistics (Q892256) (← links)
• Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
• Testing for central symmetry (Q900764) (← links)
• Extreme value theory for anomaly detection -- the GPD classifier (Q2027086) (← links)
• Cube root weak convergence of empirical estimators of a density level set (Q2148981) (← links)
• Estimating failure probabilities (Q2348732) (← links)
• Estimating extreme bivariate quantile regions (Q2375848) (← links)
• Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
• Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
• Multivariate Hill Estimators (Q6064653) (← links)
• Estimation of multivariate tail quantities (Q6115547) (← links)