Pages that link to "Item:Q4455397"
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The following pages link to A dependence measure for multivariate and spatial extreme values: Properties and inference (Q4455397):
Displayed 14 items.
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- Ergodic properties of max-infinitely divisible processes (Q2267516) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Conditional sampling for spectrally discrete max-stable random fields (Q3021246) (← links)
- GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS (Q3528519) (← links)