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):
Displaying 50 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Extremes on river networks (Q262381) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- 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)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Storm processes and stochastic geometry (Q906626) (← links)
- Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← 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)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
- Clustering of high values in random fields (Q1693609) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- Exploration and inference in spatial extremes using empirical basis functions (Q2009121) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data (Q2231305) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← links)
- Ergodic properties of max-infinitely divisible processes (Q2267516) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- Improved return level estimation via a weighted likelihood, latent spatial extremes model (Q2272998) (← links)
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks (Q2273002) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Spatial prediction using bivariate exponential distribution (Q2319540) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
