Pages that link to "Item:Q3551039"
From MaRDI portal
The following pages link to A New Class of Models for Bivariate Joint Tails (Q3551039):
Displayed 14 items.
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- High-level dependence in time series models (Q650680) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Asymptotic independence for unimodal densities (Q3578038) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)