Pages that link to "Item:Q737183"

The following pages link to Max-stable random sup-measures with comonotonic tail dependence (Q737183):

Displaying 15 items.

• Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
• Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Exchangeable random partitions from max-infinitely-divisible distributions (Q1726841) (← links)
• Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws (Q1800936) (← links)
• A family of random sup-measures with long-range dependence (Q1994515) (← links)
• Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
• Choquet random sup-measures with aggregations (Q2121640) (← links)
• Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure (Q2145769) (← links)
• Extremal theory for long range dependent infinitely divisible processes (Q2327952) (← links)
• The realization problem for tail correlation functions (Q2363664) (← links)
• Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
• A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence (Q6201843) (← links)
• Regular variation in Hilbert spaces and principal component analysis for functional extremes (Q6570492) (← links)
• Stochastic ordering in multivariate extremes (Q6601110) (← links)