ismev
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Ismev
Cited in
(only showing first 100 items - show all)- Inference for asymptotically independent samples of extremes
- Bayesian inference for clustered extremes
- Full Bayesian significance test for extremal distributions
- Weather derivative risk measures for extreme events
- Methods to distinguish between polynomial and exponential tails
- Three-dimensional random Voronoi tessellations: from cubic crystal lattices to Poisson point processes
- Poisson statistics at the edge of Gaussian \(\beta\)-ensemble at high temperature
- Statistical inference in the presence of heavy tails
- Extreme Shape Analysis
- scientific article; zbMATH DE number 7246951 (Why is no real title available?)
- Bayesian stochastic modelling for avalanche predetermination: from a general system framework to return period computations
- Mixed model-based additive models for sample extremes
- Bringing Closure to the Plotting Position Controversy
- A Bayesian hierarchical model for spatial extremes with multiple durations
- Multivariate extreme value analysis and its relevance in a metallographical application
- Time series analysis of particle tracking data for molecular motion on the cell membrane
- Extremes and extremal indices for level set observables on hyperbolic systems
- Leave-One-Out Kernel Density Estimates for Outlier Detection
- Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes
- Non-linear models for extremal dependence
- Conditioning exceedances on covariate processes
- Extreme value distributions of inclusions in six steels
- A software review for extreme value analysis
- Software for the analysis of extreme events: The current state and future directions
- Explaining the size distribution of cities: extreme economies
- Extremes of Markov Chains with Tail Switching Potential
- On the statistical properties of viral misinformation in online social media
- Geoadditive modeling for extreme rainfall data
- Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
- Inferring extinction from a sighting record
- Univariate and bivariate GPD methods for predicting extreme wind storm losses
- Stochastic derivative estimation for max-stable random fields
- Extreme value modelling of water-related insurance claims
- Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model
- \(k\)th-order Markov extremal models for assessing heatwave risks
- A Poisson process reparameterisation for Bayesian inference for extremes
- Detecting distributional changes in samples of independent block maxima using probability weighted moments
- Quality of the approximation of ruin probabilities regarding to large claims
- Data driven estimates for mixtures
- Bayesian estimation of intensity-duration-frequency curves and of the return period associated to a given rainfall event
- Stochastic models in seed dispersals: random walks and birth-death processes
- ABCExtremes
- eventstudies
- Monte Carlo calibration of avalanches described as Coulomb fluid flows
- Bernstein polynomial angular densities of multivariate extreme value distributions
- Estimation of the Pareto and related distributions – A reference-intrinsic approach
- L-moments of the Birnbaum-Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data
- Estimating recurrence intervals of extreme rainfall through a probabilistic modeling approach for different urban cities of Pakistan
- Smoothing sample extremes: the mixed model approach
- On tail trend detection: modeling relative risk
- Subsampling extremes: from block maxima to smooth tail estimation
- Fuzzy clustering of time series using extremes
- Estimation of the generalized Pareto distribution
- A loss function approach to identifying environmental exceedances
- Using a rainfall stochastic generator to detect trends in extreme rainfall
- Density estimation by total variation penalized likelihood driven by the sparsity \(l_1\) information criterion
- Towards a general theory of extremes for observables of chaotic dynamical systems
- A flexible and tractable class of one-factor copulas
- Testing for tail independence in extreme value models
- Extreme amplitudes of a periodically forced Duffing oscillator
- A light-tailed conditionally heteroscedastic model with applications to river flows
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
- Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment
- Statistical downscaling of extreme precipitation events using extreme value theory
- Sources of uncertainty in the extreme value statistics of climate data
- Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data
- A regional Bayesian POT model for flood frequency analysis
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
- Bivariate statistical analysis of TCP-flow sizes and durations
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- Extreme value theory for nonstationary random coefficients time series with regularly varying tails
- It was 30 years ago today when Laurens de Haan went the multivariate way
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Estimation of bivariate excess probabilities for elliptical models
- Dispersion models for extremes
- Interval estimation for extreme value parameter with censored data
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
- A method of moments estimator of tail dependence
- Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling
- Efficient estimation and particle filter for max-stable processes
- The generalized FGM distribution and its application to stereology of extremes.
- Computing bounds on the expected maximum of correlated normal variables
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
- Conditioned limit laws for inverted max-stable processes
- Omni-optimizer
- A Hierarchical Model for Extreme Wind Speeds
- Foreign-currency interest-rate swaps in asset-liability management for insurers
- Modelling extremes of spatial aggregates of precipitation using conditional methods
- Estimating failure probabilities
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
- Two-step methods in VaR prediction and the importance of fat tails
- A nonparametric estimator for the conditional tail index of Pareto-type distributions
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data
- An application of extreme value theory for measuring financial risk
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