Pages that link to "Item:Q3463716"
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The following pages link to Extreme Value Modeling and Risk Analysis (Q3463716):
Displaying 12 items.
- Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
- A regionalisation approach for rainfall based on extremal dependence (Q2028583) (← links)
- Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- (Q5879923) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- (Q6142215) (← links)
- Estimating precipitation extremes using the log-histospline (Q6626076) (← links)
- Statistical Foundations Driving 21st Century Innovation (Q6651344) (← links)
