The following pages link to (Q4272657):
Displaying 50 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Extremes on river networks (Q262381) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← 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)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← 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)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Conditional independence among max-stable laws (Q893441) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← 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)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← 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)
- Moment estimation for multivariate extreme value distribution (Q1891682) (← links)
- Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
