Spectral density ratio models for multivariate extremes
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Publication:4975414
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Cites work
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- A Mixture Model for Multivariate Extremes
- A Semiparametric Approach to the One-Way Layout
- A construction principle for multivariate extreme value distributions
- A goodness-of-fit test for logistic regression models based on case-control data
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- A new class of models for bivariate joint tails
- A note on profile likelihood for exponential tilt mixture models
- A prediction-residual approach for identifying rare events in periodic time series
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- Bivariate extreme value theory: Models and estimation
- Empirical likelihood and general estimating equations
- Empirical likelihood for linear models
- Empirical likelihood ratio confidence intervals for a single functional
- Estimation of a covariance matrix with zeros
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
- Maximum likelihood estimation in semiparametric selection bias models with application to AIDS vaccine trials
- Merging Information for Semiparametric Density Estimation
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
- Proportional likelihood ratio models for mean regression
- Semiparametric estimation and inference for distributional and general treatment effects
- Statistics of Extremes
- The pairwise beta distribution: A flexible parametric multivariate model for extremes
- Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
- Using specially designed exponential families for density estimation
Cited in
(24)- Non-stationary dependence structures for spatial extremes
- Optimal sequential multiclass diagnosis
- Improved inference on risk measures for univariate extremes
- Regression-type models for extremal dependence
- Correlation for tree-shaped datasets and its Bayesian estimation
- Exceedance-based nonlinear regression of tail dependence
- Extreme value modelling of water-related insurance claims
- Density ratio model with data-adaptive basis function
- Semiparametric empirical likelihood inference with estimating equations under density ratio models
- Statistical inference on a changing extreme value dependence structure
- Testing homogeneity for multiple nonnegative distributions with excess zero observations
- Non-linear models for extremal dependence
- Model-based inference of conditional extreme value distributions with hydrological applications
- Modelling non-stationarity in asymptotically independent extremes
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
- Concentration bounds for the empirical angular measure with statistical learning applications
- Simulating flood event sets using extremal principal components
- Bernstein polynomial angular densities of multivariate extreme value distributions
- On Stratified Density Ratio Models
- Time-varying extreme value dependence with application to leading European stock markets
- Modeling panels of extremes
- Semiparametric bivariate modelling with flexible extremal dependence
- A Mixture Model for Multivariate Extremes
- Full likelihood inference for max-stable data
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