The following pages link to (Q3790457):
Displaying 18 items.
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← 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)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Ergodic properties of max-infinitely divisible processes (Q2267516) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Multiple maxima in multivariate samples (Q2575552) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
- Simulation of multivariate extreme values (Q4942508) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
