Cited in
(only showing first 100 items - show all)- Generalized Pareto processes and fund liquidity risk
- Parameter estimation of the generalized Pareto distribution. I
- Parameter estimation of the generalized Pareto distribution. II
- A flexible extreme value mixture model
- Local polynomial maximum likelihood estimation for Pareto-type distributions.
- Regression-type analysis for multivariate extreme values
- Bayesian stochastic modelling for avalanche predetermination: from a general system framework to return period computations
- Mixed model-based additive models for sample extremes
- Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling
- Extreme value theory of evolving phenomena in complex dynamical systems: firing cascades in a model of a neural network
- Modeling extreme values of processes observed at irregular time steps: application to significant wave height
- Causal discovery in heavy-tailed models
- Assessing failure probability of coastal structures based on probabilistic representation of sea conditions at the structures' location
- Threshold selection for extremes under a semiparametric model
- Invited article by M. Gidea: Extreme events and emergency scales
- Generalized dimensions, large deviations and the distribution of rare events
- An enhanced method for tail index estimation under missingness
- Estimation of the value at risk using the stochastic approach of Taylor formula
- Spatial prediction using bivariate exponential distribution
- Bivariate extreme analysis of Olympic swimming data
- Extreme value theory in medical sciences: modeling total high cholesterol levels
- Extreme value analysis of multivariate high-frequency wind speed data
- Random convex hulls and extreme value statistics
- A nonparametric estimator for the conditional tail index of Pareto-type distributions
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
- Ensemble two return levels of generalized Pareto and modified Champernowne distributions using linear regression
- A local moment type estimator for the extreme value index in regression with random covariates
- Generative stochastic modeling of strongly nonlinear flows with non-Gaussian statistics
- Extreme first passage times of piecewise deterministic Markov processes
- Max-stable processes for modeling extremes observed in space and time
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches
- Estimation of the Pareto and related distributions – A reference-intrinsic approach
- Peaks-over-threshold stability of multivariate generalized Pareto distributions
- Smoothing sample extremes: the mixed model approach
- Statistical quality assessment of Ising-based annealer outputs
- Interpolation of precipitation extremes on a large domain toward IDF curve construction at unmonitored locations
- Scoring predictions at extreme quantiles
- A loss function approach to identifying environmental exceedances
- Extreme value laws in dynamical systems under physical observables
- An introduction to gevistic regression mortality models
- Statistical inference for inter-arrival times of extreme events in bursty time series
- Modelling the financial risk associated with U.S. Movie box office earnings
- Effects of stochastic parametrization on extreme value statistics
- On distributionally robust extreme value analysis
- Stochastic models in seed dispersals: random walks and birth-death processes
- scientific article; zbMATH DE number 7293617 (Why is no real title available?)
- Generalized Pareto copulas: a key to multivariate extremes
- Geostatistics of dependent and asymptotically independent extremes
- Intermittent large deviation of chaotic trajectory in Ikeda map: signature of extreme events
- Downscaling extremes: a comparison of extreme value distributions in point-source and gridded precipitation data
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods
- Extreme Shape Analysis
- Modeling maxima with autoregressive conditional Fréchet model
- Bayesian optimal design of an avalanche dam using a multivariate numerical avalanche model
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes
- Diagnostic check for heavy tail in linear time series
- Estimation of the angular density in bivariate generalized Pareto models
- Asymptotic models and inference for extremes of spatio-temporal data
- Analysis and simulation of extremes and rare events in complex systems
- Dependence estimation and visualization in multivariate extremes with applications to financial data
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- Discrete scaling and criticality in a chain of adaptive excitable integrators
- A peak-over-threshold search method for global optimization
- Some notes on multivariate generalized Pareto distributions
- A post-processor for fatigue crack growth analysis based on a finite element stress field
- Bayesian comparison of different rainfall depth-duration-frequency relationships
- Discrimination of psychotropic drugs over‐consumers using a threshold exceedance based approach
- Modeling non-stationary extreme waves using a point process approach and wavelets
- Sparse representation of multivariate extremes with applications to anomaly detection
- A primer on Bayesian distributional regression
- A method of moments estimator of tail dependence
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- An application of extreme value theory for measuring financial risk
- Computing bounds on the expected maximum of correlated normal variables
- Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
- A default Bayesian approach for regression on extremes
- Estimating failure probabilities
- Microstructure models and material response by extreme value theory
- scientific article; zbMATH DE number 7246951 (Why is no real title available?)
- Point process models for novelty detection on spatial point patterns and their extremes
- Extreme value methods for modelling historical series of large volcanic magnitudes
- Uncertainty quantification of stochastic simulation for black-box computer experiments
- Assessing conditional extremal risk of flooding in Puerto Rico
- Catastrophe risk bonds with applications to earthquakes
- Estimation of spatial max-stable models using threshold exceedances
- Revisiting the Edge, Ten Years On
- Interval estimation for extreme value parameter with censored data
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes
- Likelihood inference for generalized Pareto distribution
- A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution
- Multi-variate time-series simulation
- Condensation in the inhomogeneous zero-range process: an interplay between interaction and diffusion disorder
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation
- Extreme market risk and extreme value theory
- Seasonal effects of extreme surges
- On the estimation and application of max-stable processes
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance
- 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
This page was built for software: ismev
