Pages that link to "Item:Q1294760"
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The following pages link to Sea and wind: multivariate extremes at work (Q1294760):
Displayed 50 items.
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- On convergence toward an extreme value distribution in \(C[0,1]\) (Q1872195) (← links)
- Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← 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)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← 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)
- A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)