Sea and wind: multivariate extremes at work
From MaRDI portal
Publication:1294760
Recommendations
Cited in
(67)- Analysis of dependence among size, rate and duration in internet flows
- Bivariate tail estimation: dependence in asymptotic independence
- Statistical Methods for Multivariate Extremes: An Application to Structural Design
- A nonparametric method for producing isolines of bivariate exceedance probabilities
- Extreme behavior of multivariate phase-type distributions
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- The estimation of M4 processes with geometric moving patterns
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- A new representation for multivariate tail probabilities
- Modeling multiple risks: hidden domain of attraction
- An alternative point process framework for modeling multivariate extreme values
- Fast computation of large scale marginal extremes with multi-dimensional covariates
- Some aspects of extreme value statistics under serial dependence
- Partial derivatives and confidence intervals of bivariate tail dependence functions
- Extreme wave statistics in combined and partitioned windsea and swell
- Estimating the probability of a rare event
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Bootstrap approximation of tail dependence function
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
- Robust and bias-corrected estimation of the probability of extreme failure sets
- Dependence estimation and visualization in multivariate extremes with applications to financial data
- Hidden regular variation and the rank transform
- It was 30 years ago today when Laurens de Haan went the multivariate way
- Detecting a conditional extreme value model
- Fragility index of block tailed vectors
- Characterizations and examples of hidden regular variation
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
- Convex geometry of max-stable distributions
- Extremes and regular variation
- Spatial modeling of extreme snow depth
- Estimation of the coefficient of tail dependence in bivariate extremes
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS
- Estimating failure probabilities
- A new class of models for bivariate joint tails
- Weak consistency of extreme value estimators in \(C[0,1]\)
- Bias correction in extreme value statistics with index around zero
- Multivariate extreme value theory and its usefulness in understanding risk
- Limit laws for random vectors with an extreme component
- Hidden regular variation and detection of hidden risks
- On convergence toward an extreme value distribution in \(C[0,1]\)
- Kernel regression with Weibull-type tails
- Estimating Probabilities of Extreme Sea-Levels
- Smoothed jackknife empirical likelihood method for tail copulas
- Threshold selection for multivariate heavy-tailed data
- Bias-corrected estimation of stable tail dependence function
- Moving-maximum models for extrema of time series
- Modelling of extreme wave heights and periods through copulas
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws
- Estimating the probability of a rare event via elliptical copulas
- Quotient correlation: a sample based alternative to Pearson's correlation
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation
- A multivariate piecing-together approach with an application to operational loss data
- Bayesian uncertainty management in temporal dependence of extremes
- How to model multivariate extremes if one must?
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
- scientific article; zbMATH DE number 4106101 (Why is no real title available?)
- Multivariate extreme value theory -- a tutorial
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes
- The Extremal Dependence Measure and Asymptotic Independence
- Tails of weakly dependent random vectors
- Copulas: Tales and facts (with discussion)
- New estimation methods for extremal bivariate return curves
- scientific article; zbMATH DE number 7660128 (Why is no real title available?)
- A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications
- Gaussian random fields: with and without covariances
- Sub-asymptotic motivation for new conditional multivariate extreme models
- Concentration bounds for the empirical angular measure with statistical learning applications
This page was built for publication: Sea and wind: multivariate extremes at work
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1294760)