The following pages link to (Q5485944):
Displayed 50 items.
- A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- One improvement of the law of the iterated logarithm for the maximum scheme (Q352137) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Expansions for the distribution of the maximum from distributions with a power tail when a trend is present (Q370889) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- The second-order version of Karamata's theorem with applications (Q385111) (← links)
- On convergence of extremes under power normalization (Q385626) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
- Volatility occupation times (Q385768) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- On a rapid simulation of the Dirichlet process (Q433573) (← links)
- Local asymptotic normality in \(\delta\) of standard generalized Pareto processes (Q434526) (← links)
- Approximate Bayesian computing for spatial extremes (Q434906) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- A new family of bivariate max-infinitely divisible distributions (Q451294) (← links)
- Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
- Convergence properties of Kemp's \(q\)-binomial distribution (Q541770) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- The expected payoff to Internet auctions (Q626292) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Correlations between record events in sequences of random variables with a linear trend (Q648139) (← links)
- Probability boxes on totally preordered spaces for multivariate modelling (Q648357) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Dispersion models for extremes (Q650741) (← links)