The following pages link to (Q4203249):
Displaying 44 items.
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Modeling Operational Risk: Estimation and Effects of Dependencies (Q3298512) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045) (← links)
- On the multivariate probability integral transformation (Q5952108) (← links)
- Polynomial Pickands functions (Q5963499) (← links)
