Pages that link to "Item:Q3161425"

The following pages link to Laws of Small Numbers: Extremes and Rare Events (Q3161425):

Displaying 18 items.

• On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) (← links)
• On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
• Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) (← links)
• Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
• New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
• The influence of sequential extremal processes on the partial sum process (Q907380) (← links)
• On the asymptotic distribution of certain bivariate reinsurance treaties (Q995497) (← links)
• Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
• Point process models for novelty detection on spatial point patterns and their extremes (Q1662930) (← links)
• Are your data really Pareto distributed? (Q1673333) (← links)
• Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
• On generalised Piterbarg constants (Q1703023) (← links)
• Multivariate peaks over thresholds models (Q1744179) (← links)
• Multivariate order statistics: the intermediate case (Q1744724) (← links)
• Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)