The following pages link to (Q3486670):
Displaying 50 items.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
- Generalized fiducial confidence intervals for extremes (Q132672) (← links)
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters (Q267894) (← links)
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Testing the assumptions behind importance sampling (Q302094) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
- Polynomial power-Pareto quantile function models (Q650733) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) (← links)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
- An extension of the generalized exponential distribution (Q713899) (← links)
- A semiparametric Bayesian approach to extreme value estimation (Q746243) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- Modelling the clustering of extreme events for short-term risk assessment (Q782718) (← links)
- Efficient likelihood-based inference for the generalized Pareto distribution (Q825059) (← links)
- Statistical inference for inter-arrival times of extreme events in bursty time series (Q829734) (← links)
- Multivariate flexible Pareto model: dependency structure, properties and characterizations (Q840785) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Free extreme values (Q858990) (← links)
- A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
