Pages that link to "Item:Q4804727"

The following pages link to Asymptotic independence and a network traffic model (Q4804727):

Displaying 43 items.

• Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
• Clustering of Markov chain exceedances (Q373538) (← links)
• Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
• Reduced long-range dependence combining Poisson bursts with on-off sources (Q467899) (← links)
• Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
• The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
• Extremal dependence analysis of network sessions (Q650747) (← links)
• Detecting a conditional extreme value model (Q650748) (← links)
• Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
• On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Joint exceedances of random products (Q1635978) (← links)
• Poisson shot noise traffic model and approximation of significant functionals (Q1722488) (← links)
• Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
• Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
• Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
• Heavy tailed time series with extremal independence (Q2352978) (← links)
• Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
• Limit laws for random vectors with an extreme component (Q2455055) (← links)
• Estimation of the memory parameter of the infinite-source Poisson process (Q2465274) (← links)
• Characterizations and examples of hidden regular variation (Q2488443) (← links)
• Nonstandard regular variation of in-degree and out-degree in the preferential attachment model (Q2804420) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Asymptotic independence for unimodal densities (Q3578038) (← links)
• The Self‐Similar and Multifractal Nature of a Network Traffic Model (Q4431310) (← links)
• EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
• A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• On the superposition of heterogeneous traffic at large time scales (Q5168844) (← links)
• On perpetuities with light tails (Q5215037) (← links)
• Convergence to Stable Laws in the Space<i>D</i> (Q5252233) (← links)
• The influence of dependence on data network models (Q5387078) (← links)
• The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)
• Data network models of burstiness (Q5480004) (← links)
• Hidden regular variation and the rank transform (Q5694150) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)