Pages that link to "Item:Q3837347"
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The following pages link to Statistics for near independence in multivariate extreme values (Q3837347):
Displayed 50 items.
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Limiting distributions of maxima under triangular schemes (Q604350) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← 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)
- Detecting a conditional extreme value model (Q650748) (← links)
- Multidimensional extremal dependence coefficients (Q680461) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)