The following pages link to (Q4363950):
Displayed 46 items.
- Fragility index of block tailed vectors (Q419295) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- (Q2893932) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- (Q4915365) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)