Pages that link to "Item:Q3799509"
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The following pages link to Bivariate extreme value theory: Models and estimation (Q3799509):
Displayed 50 items.
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Copula calibration (Q485915) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Archimax copulas and invariance under transformations (Q557111) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes (Q621625) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Efficient computation of multivariate empirical distribution functions at the observed values (Q722738) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Some new constructions of bivariate Weibull models (Q749137) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Construction of non-exchangeable bivariate distribution functions (Q840959) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Modelling dependence (Q939341) (← links)
- One-sided tests in shared frailty models (Q946207) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- Lipschitz continuity of copulas w.r.t. \(L_p\)-norms (Q960897) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
- Families of min-stable multivariate exponential and multivariate extreme value distributions (Q1262654) (← links)
- A Bayesian bivariate failure time regression model. (Q1274150) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Extreme value attractors for star unimodal copulas (Q1600216) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)