A new class of models for bivariate joint tails
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1085999
- Modelling across extremal dependence classes
- Statistics for near independence in multivariate extreme values
- Bivariate extreme value distributions based on polynomial dependence functions
- Semiparametric bivariate modelling with flexible extremal dependence
Cites work
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- A directory of coefficients of tail dependence
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Bivariate extreme statistics. I
- Bivariate extreme value theory: Models and estimation
- Bivariate tail estimation: dependence in asymptotic independence
- Characterizations and examples of hidden regular variation
- Comparison of Approaches for Estimating the Probability of Coastal Flooding
- Dependence measures for extreme value analyses
- Hidden regular variation and the rank transform
- Hidden regular variation, second order regular variation and asymptotic independence
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 469373 (Why is no real title available?)
- scientific article; zbMATH DE number 1085999 (Why is no real title available?)
- Limit laws for random vectors with an extreme component
- Markov chain models for threshold exceedances
- Modelling dependence uncertainty in the extremes of Markov chain
- Models and inference for uncertainty in extremal dependence
- Models for the extremes of Markov chains
- Nonparametric estimation of the spectral measure of an extreme value distribution.
- Regular score tests of independence in multivariate extreme values
- Sea and wind: multivariate extremes at work
- Statistical Methods for Multivariate Extremes: An Application to Structural Design
- Statistics for near independence in multivariate extreme values
- Statistics of Extremes
- The Multivariate Gaussian Tail Model: An Application to Oceanographic Data
Cited in
(42)- Bayesian model averaging for multivariate extremes
- Inference for asymptotically independent samples of extremes
- Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
- On the tail behaviour of aggregated random variables
- Regression-type analysis for multivariate extreme values
- Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case
- Semiparametric bivariate modelling with flexible extremal dependence
- Identifying groups of variables with the potential of being large simultaneously
- A new representation for multivariate tail probabilities
- Self-consistent estimation of conditional multivariate extreme value distributions
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution
- Robust and bias-corrected estimation of the probability of extreme failure sets
- Extreme residual dependence for random vectors and processes
- An alternative point process framework for modeling multivariate extreme values
- Hidden regular variation and detection of hidden risks
- Asymptotic independence for unimodal densities
- Revisiting the Edge, Ten Years On
- Statistics for near independence in multivariate extreme values
- Estimating a bivariate tail: a copula based approach
- Spectral density ratio models for multivariate extremes
- Geostatistics of dependent and asymptotically independent extremes
- Sparse regular variation
- Linking representations for multivariate extremes via a limit set
- Tail and nontail memory with applications to extreme value and robust statistics
- GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE
- Modelling across extremal dependence classes
- Statistical modeling of spatial extremes
- Joint modelling of the body and tail of bivariate data
- Measuring non-exchangeable tail dependence using tail copulas
- Tail order and intermediate tail dependence of multivariate copulas
- Conditioning on an extreme component: model consistency with regular variation on cones
- High-level dependence in time series models
- New estimation methods for extremal bivariate return curves
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
- Evaluation of Binary Classifiers for Asymptotically Dependent and Independent Extremes
- Statistical inference for multivariate extremes via a geometric approach
- Inference for bivariate extremes via a semi-parametric angular-radial model
- Asymptotic independence in more than two dimensions and its implications on risk management
- Reduced-bias estimation of the residual dependence index with unspecified marginals
- Tail asymptotics for the bivariate skew normal
- The pairwise beta distribution: A flexible parametric multivariate model for extremes
This page was built for publication: A new class of models for bivariate joint tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3551039)
