The following pages link to (Q4827954):
Displaying 50 items.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Limit theorems for the spacings of weak records (Q421062) (← links)
- A new family of bivariate max-infinitely divisible distributions (Q451294) (← links)
- Univariate and multivariate Pareto models (Q499762) (← links)
- On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions (Q546078) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Limiting distributions of maxima under triangular schemes (Q604350) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Generalizing the Pareto to the log-Pareto model and statistical inference (Q626281) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- Some notes on extremal discriminant analysis (Q642227) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence (Q745520) (← links)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays (Q866606) (← links)
- On the max-domain of attractions of bivariate elliptical arrays (Q881411) (← links)
- Convergence of heteroscedastic extremes (Q893905) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- Extremes of independent chi-square random vectors (Q906630) (← links)
- Simulation of Brown-Resnick processes (Q906632) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- On the statistical properties and tail risk of violent conflicts (Q1619440) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- Asymptotics of the norm of elliptical random vectors (Q2267591) (← links)
