The following pages link to (Q3675317):
Displaying 17 items.
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Multivariate extreme values in stationary random sequences (Q916246) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors (Q1122892) (← 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)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Bi-free extreme values (Q2286467) (← links)
- On functional records and champions (Q2312773) (← links)
- Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
