Pages that link to "Item:Q834369"

The following pages link to Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369):

Displaying 43 items.

• Bayesian model averaging for multivariate extremes (Q130001) (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
• Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
• Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
• Extreme value modelling of water-related insurance claims (Q1647607) (← links)
• A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Robust bounds in multivariate extremes (Q1704149) (← links)
• Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
• Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
• Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Improved inference on risk measures for univariate extremes (Q2170408) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• \(k\)-means clustering of extremes (Q2180059) (← links)
• Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
• On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
• The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
• Estimating extreme bivariate quantile regions (Q2375848) (← links)
• Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
• A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
• Spectral Density Ratio Models for Multivariate Extremes (Q4975414) (← links)
• Sparse regular variation (Q5013249) (← links)
• A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
• MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351) (← links)
• Statistical modeling of spatial extremes (Q5962684) (← links)
• Rejoinder (Q5962689) (← links)
• Total positivity in multivariate extremes (Q6136578) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)