Pages that link to "Item:Q3161425"

The following pages link to Laws of Small Numbers: Extremes and Rare Events (Q3161425):

Displayed 43 items.

• Distance between exact and approximate distributions of partial maxima under power normalization (Q340800) ‎ (← links)
• Approximating dependent rare events (Q373526) ‎ (← links)
• On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) ‎ (← links)
• On max-stable processes and the functional \(D\)-norm (Q385633) ‎ (← links)
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) ‎ (← links)
• Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) ‎ (← links)
• Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) ‎ (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) ‎ (← links)
• Extremes of weighted Brownian bridges in increasing dimension (Q907364) ‎ (← links)
• The influence of sequential extremal processes on the partial sum process (Q907380) ‎ (← links)
• On the asymptotic distribution of certain bivariate reinsurance treaties (Q995497) ‎ (← links)
• A note on maxima of bivariate random vectors (Q1359688) ‎ (← links)
• Domination of sample maxima and related extremal dependence measures (Q1648682) ‎ (← links)
• Point process models for novelty detection on spatial point patterns and their extremes (Q1662930) ‎ (← links)
• Are your data really Pareto distributed? (Q1673333) ‎ (← links)
• Extremes of randomly scaled Gumbel risks (Q1674367) ‎ (← links)
• On generalised Piterbarg constants (Q1703023) ‎ (← links)
• Multivariate peaks over thresholds models (Q1744179) ‎ (← links)
• Multivariate order statistics: the intermediate case (Q1744724) ‎ (← links)
• Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) ‎ (← links)
• Generalized Pareto copulas: a key to multivariate extremes (Q2008230) ‎ (← links)
• On a class of norms generated by nonnegative integrable distributions (Q2178944) ‎ (← links)
• Trend detection for heteroscedastic extremes (Q2303026) ‎ (← links)
• On functional records and champions (Q2312773) ‎ (← links)
• Piterbarg theorems for chi-processes with trend (Q2340037) ‎ (← links)
• The space of \(D\)-norms revisited (Q2340039) ‎ (← links)
• Limit laws for the maxima of stationary chi-processes under random index (Q2342869) ‎ (← links)
• On idempotent \(D\)-norms (Q2350066) ‎ (← links)
• Max-stable processes and the functional \(D\)-norm revisited (Q2352975) ‎ (← links)
• Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) ‎ (← links)
• Asymptotic independence of bivariate order statistics (Q2407768) ‎ (← links)
• Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) ‎ (← links)
• On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) ‎ (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) ‎ (← links)
• (Q3304882) ‎ (← links)
• On generalized max-linear models and their statistical interpolation (Q3449929) ‎ (← links)
• On Extremal Index of max-stable stationary processes (Q4578299) ‎ (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) ‎ (← links)
• On generalized max-linear models in max-stable random fields (Q4684891) ‎ (← links)
• Discrimination of psychotropic drugs over‐consumers using a threshold exceedance based approach (Q4969884) ‎ (← links)
• Strong convergence of multivariate maxima (Q5109504) ‎ (← links)
• Conditional tail independence in Archimedean copula models (Q5235056) ‎ (← links)
• The Maximum of Independent Geometric Random Variables as the Time for Genomic Evolution (Q5413857) ‎ (← links)