scientific article; zbMATH DE number 469373
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Publication:4272657
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(only showing first 100 items - show all)- A method of moments estimator of tail dependence
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- Modelling extremes of time-dependent data by Markov-switching structures
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
- Fourier methods for testing multivariate independence
- The estimation of M4 processes with geometric moving patterns
- Extremal attractors of Liouville copulas
- An efficient semiparametric maxima estimator of the extremal index
- A continuous updating weighted least squares estimator of tail dependence in high dimensions
- The extremal index of a higher-order stationary Markov chain
- Bayesian model averaging for multivariate extremes
- Moving-maximum models for extrema of time series
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- Bayesian threshold selection for extremal models using measures of surprise
- An estimator of the stable tail dependence function based on the empirical beta copula
- Extreme value modelling of water-related insurance claims
- Time-varying extreme value dependence with application to leading European stock markets
- \(k\)th-order Markov extremal models for assessing heatwave risks
- A comparison of dependence function estimators in multivariate extremes
- Assessing conditional extremal risk of flooding in Puerto Rico
- Multivariate peaks over thresholds models
- Nonparametric estimation of the spectral measure of an extreme value distribution.
- Moment estimation for multivariate extreme value distribution
- Multivariate extreme value distribution and its Fisher information matrix
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
- A polynomial model for bivariate extreme value distributions
- Bivariate distributions with given extreme value attractor
- Estimating the probability of a rare event
- Non-linear models for extremal dependence
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data
- A geometric investigation into the tail dependence of vine copulas
- Modeling spatial extremes using normal mean-variance mixtures
- Asymmetric tail dependence modeling, with application to cryptocurrency market data
- \(k\)-means clustering of extremes
- Extreme market risk and extreme value theory
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables
- Continuous spatial process models for spatial extreme values
- On the estimation and application of max-stable processes
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
- Extremal dependence of random scale constructions
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes
- Semiparametric bivariate modelling with flexible extremal dependence
- Bivariate extreme analysis of Olympic swimming data
- Exceedance-based nonlinear regression of tail dependence
- Relations between the spectral measures and dependence of MEV distributions
- The space of \(D\)-norms revisited
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
- Asymptotically distribution-free goodness-of-fit testing for tail copulas
- Bias correction in multivariate extremes
- Conditional quantiles and tail dependence
- Bias correction in extreme value statistics with index around zero
- Sparse representation of multivariate extremes with applications to anomaly detection
- A new representation for multivariate tail probabilities
- Self-consistent estimation of conditional multivariate extreme value distributions
- Limit laws for random vectors with an extreme component
- Dependence estimation and visualization in multivariate extremes with applications to financial data
- Regular score tests of independence in multivariate extreme values
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix
- Modeling multivariate extreme events using self-exciting point processes
- Estimating the tail-dependence coefficient: properties and pitfalls
- Extremes on river networks
- Likelihood estimators for multivariate extremes
- Toward a copula theory for multivariate regular variation
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Limiting dependence structures for tail events, with applications to credit derivatives
- Approximation and estimation of very small probabilities of multivariate extreme events
- A new class of models for bivariate joint tails
- Dense classes of multivariate extreme value distributions
- Tail risk of multivariate regular variation
- Diagnostics for Dependence within Time Series Extremes
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation
- One- versus multi-component regular variation and extremes of Markov trees
- Sparse regular variation
- Multivariate extreme value theory and its usefulness in understanding risk
- Linking representations for multivariate extremes via a limit set
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- scientific article; zbMATH DE number 7660128 (Why is no real title available?)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations
- Statistical modeling of spatial extremes
- Polynomial Pickands functions
- Estimating the probability of widespread flood events
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
- Total positivity in multivariate extremes
- A modeler's guide to extreme value software
- Simulating flood event sets using extremal principal components
- Smoothed jackknife empirical likelihood method for tail copulas
- On approximating max-stable processes and constructing extremal copula functions
- A note on the representation of parametric models for multivariate extremes
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
- Detecting a conditional extreme value model
- Spatial modeling of extreme snow depth
- Empirical Bayes estimation for the conditional extreme value model
- Sub-asymptotic motivation for new conditional multivariate extreme models
- Stochastic ordering in multivariate extremes
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
- Model-based inference of conditional extreme value distributions with hydrological applications
- Modeling short-ranged dependence in block extrema with application to polar temperature data
- New estimation methods for extremal bivariate return curves
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