Pages that link to "Item:Q3201350"
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The following pages link to Statistics of Multivariate Extremes (Q3201350):
Displaying 24 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- On the non-parametric estimation of the bivariate extreme-value distributions (Q749091) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions (Q1186650) (← links)
- Families of min-stable multivariate exponential and multivariate extreme value distributions (Q1262654) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Distribution-function-based bivariate quantiles. (Q1867144) (← links)
- Moment estimation for multivariate extreme value distribution (Q1891682) (← links)
- Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities (Q2329785) (← links)
- Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)
