scientific article; zbMATH DE number 193528
From MaRDI portal
Publication:4040329
multivariate extreme value distributionsstatistical extremesvon Mises conditionserror estimates on the speed of convergence
Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Recommendations
Cited in
(only showing first 100 items - show all)- Modeling of maximum precipitation using maximal generalized extreme value distribution
- Parameter estimation of the generalized Pareto distribution. I
- Parameter estimation of the generalized Pareto distribution. II
- Dense classes of multivariate extreme value distributions
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
- New characterizations of multivariate max-domain of attraction and \(D\)-norms
- Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
- Copulas: Tales and facts (with discussion)
- Tests of goodness of fit based on the L₂-Wasserstein distance
- Statistics of the maximal distance and momentum in a trapped Fermi gas at low temperature
- Bivariate limit theorems for record values based on random sample sizes
- Asymptotics of the norm of elliptical random vectors
- The extremal index of a higher-order stationary Markov chain
- Maxima of normal random vectors: Between independence and complete dependence
- Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
- Limiting distributions of MLE and UMVUE in the biparametric uniform distribution
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Current records and record range with some applications
- Extreme dependence of multivariate catastrophic losses
- Records and sequences of records from random variables with a linear trend
- Random partition of a finite set by cycles of permutation
- Harmonic statistics
- Bivariate extreme value distributions based on polynomial dependence functions
- Estimation of the Pareto and related distributions – A reference-intrinsic approach
- Peaks-over-threshold stability of multivariate generalized Pareto distributions
- Domain of Multivariate Attraction via Angular Decomposition
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
- Non-parametric estimators of multivariate extreme dependence functions
- Extreme quantile estimation in -neighborhoods of generalized Pareto distributions
- Condition for convergence of maxima of random triangular arrays
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
- Generalized Pareto copulas: a key to multivariate extremes
- Geostatistics of dependent and asymptotically independent extremes
- Continuability of local weak limits for record values
- Hausdorff dimension of certain sets arising in Engel expansions
- Numerical study of the two-replica overlap of the 3D Edwards-Anderson Ising spin glass
- Invariance of conditional maximum utility
- Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
- The estimation of M4 processes with geometric moving patterns
- Divide-and-conquer information-based optimal subdata selection algorithm
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
- Parallel matching for ranking all teams in a tournament
- Economies of scale in innovations with block-busters
- Multivariate survival functions with a min-stable property
- Limit distributions for the maxima of discrete random variables under monotone normalization
- On the distribution of winners’ scores in a round-robin tournament
- Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach
- Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models
- On multivariate records from random vectors with independent components
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- A method of moments estimator of tail dependence
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
- Strong approximation of the number of renewal paced record times
- Higher order expansion for moments of extreme for generalized Maxwell distribution
- Asymptotics of joint maxima for discontinuous random variables
- Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
- Impossibility of consistent estimation of the distribution function of a sample maximum
- Infinitely imbalanced binomial regression and deformed exponential families
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Weibull tail-distributions revisited: A new look at some tail estimators
- Statistical analysis and modeling of precipitation data
- On the number and sum of near-record observations
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes
- Introduction to extreme value theory: applications to risk analysis and management
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
- Evaluating project completion times when activity times are Weibull distributed
- Conditional limits of \(W_{p}\) scale mixture distributions
- Normalizing constants for record values in Archimedean copula processes
- A note on the distribution of the extreme degrees of a random graph via the Stein-Chen method
- Beyond lognormal inequality: the Lorenz flow structure
- Inequality spectra
- Testing for a multivariate generalized Pareto distribution
- Extreme value theory of generalized order statistics
- Revisiting classical and quantum disordered systems from the unifying perspective of large deviations
- scientific article; zbMATH DE number 7660127 (Why is no real title available?)
- Multivariate order statistics: the intermediate case
- On the convergence of Shannon entropy of distribution functions in the max domain of attraction of max-stable laws
- From micro-correlations to macro-correlations
- Limit theory of bivariate dual generalized order statistics with random index
- Optimal approximations and upper bounds for the order statistic of a sample
- Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
- A note on the asymptotic normality of the ET method for extreme quantile estimation.
- Rates of convergence in multivariate extreme value theory
- Functional laws of the iterated logarithm for records
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
- Sieve-based confidence intervals and bands for Lévy densities
- Supermodular dependence ordering on a class of multivariate copulas
- Concomitants of ordered variables from Huang-Kotz FGM type bivariate generalized exponential distribution
- Asymptotic dependence of bivariate maxima
- Some examples of noncentral moderate deviations for sequences of real random variables
- Extremes of asymptotically spherical and elliptical random vectors
- Some inequalities of Bonferroni-Galambos type
- A note on generalized Pareto distributions and the k upper extremes
- Extremes of weighted Dirichlet arrays
- A note on domains of attraction of p-max stable laws
- A comment on rates of convergence for density function in extreme value theory and Rényi entropy
- It was 30 years ago today when Laurens de Haan went the multivariate way
- Nonparametric rank-based tests of bivariate extreme-value dependence
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4040329)