A new regression model for multivariate extremes using the peaks-over-threshold method

DOI10.47013/19.2.13MaRDI QIDQ7317358zbMATH OpenFDO

Authors Amina El Bernoussi, Mohamed El Arrouchi

Publication date 21 August 2026

Published in Jordan Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.47013/19.2.13

Cites work

• An introduction to statistical modeling of extreme values
• Bernstein polynomial angular densities of multivariate extreme value distributions
• Estimating tails of probability distributions
• Exploiting occurrence times in likelihood inference for componentwise maxima
• Extremal quantile regression
• Extremes and local dependence in stationary sequences
• scientific article; zbMATH DE number 3141621 (Why is no real title available?)
• scientific article; zbMATH DE number 4159879 (Why is no real title available?)
• scientific article; zbMATH DE number 3820920 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• scientific article; zbMATH DE number 3097617 (Why is no real title available?)
• Limit theory for multivariate sample extremes
• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• Logistic-Normal Distributions: Some Properties and Uses
• Regression Quantiles
• Regression-type analysis for multivariate extreme values
• Residual life time at great age
• Statistics of Extremes
• Sur la distribution limite du terme maximum d'une série aléatoire

This page was built for publication: A new regression model for multivariate extremes using the peaks-over-threshold method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7317358)