Pages that link to "Item:Q4311661"

The following pages link to Multivariate extreme‐value distributions with applications to environmental data (Q4311661):

Displaying 21 items.

• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
• Limiting distributions of maxima under triangular schemes (Q604350) (← links)
• Some notes on extremal discriminant analysis (Q642227) (← links)
• Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
• \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
• Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
• The vine philosopher (Q1696999) (← links)
• Interpolation of precipitation extremes on a large domain toward IDF curve construction at unmonitored locations (Q2102962) (← links)
• On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
• A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
• Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
• Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
• Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
• Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
• Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
• Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach (Q2700536) (← links)
• On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
• Vine copula structure representations using graphs and matrices (Q6495088) (← links)