Pages that link to "Item:Q4155551"
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The following pages link to Limit theory for multivariate sample extremes (Q4155551):
Displayed 50 items.
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions (Q391606) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- On regular variation of probability densities (Q579734) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- General max-stable laws (Q626287) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Multivariate records and hitting scenarios (Q726129) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay (Q828046) (← links)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Defining extremes and trimming by minimum covering sets (Q916195) (← links)
- Multivariate extreme values in stationary random sequences (Q916246) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- Stationary min-stable stochastic processes (Q1065455) (← links)
- Supremum self-decomposable random vectors (Q1081189) (← links)
- Markov chains generated by maximizing components of multidimensional extremal processes (Q1101780) (← links)
- Joint stable attraction of two sums of products (Q1102026) (← links)
- Selfdecomposable distributions for maxima of independent random vectors (Q1116164) (← links)
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors (Q1122892) (← links)
- On the observation closest to the origin (Q1154738) (← links)
- Rates of convergence in multivariate extreme value theory (Q1176291) (← links)
- Multivariate subexponential distributions (Q1193399) (← links)
- Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions (Q1254052) (← links)
- A bivariate stable characterization and domains of attraction (Q1259115) (← links)
- max-infinitely divisible and max-stable sample continuous processes (Q1263876) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- On domains of attraction of multivariate extreme value distributions under absolute continuity (Q1375111) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)