Pages that link to "Item:Q1424669"

The following pages link to Inequalities for the extremal coefficients of multivariate extreme value distributions (Q1424669):

Displaying 24 items.

• A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
• Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
• Tail dependence between order statistics (Q764486) (← links)
• Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
• Conditional independence among max-stable laws (Q893441) (← links)
• Storm processes and stochastic geometry (Q906626) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Convex geometry of max-stable distributions (Q1003326) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
• Non-linear models for extremal dependence (Q2011517) (← links)
• Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
• Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
• Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
• An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121) (← links)
• The realization problem for tail correlation functions (Q2363664) (← links)
• Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
• On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
• HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS (Q2802729) (← links)
• Spatial risk measures for max-stable and max-mixture processes (Q5086524) (← links)
• Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
• Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators (Q6144426) (← links)
• Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
• Stochastic ordering in multivariate extremes (Q6601110) (← links)