The following pages link to (Q4363950):
Displaying 50 items.
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← 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)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Influence measures and robust estimators of dependence in multivariate extremes (Q906622) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- A software review for extreme value analysis (Q907385) (← 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)
