The following pages link to Statistics of Extremes (Q4833245):
Displaying 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions (Q337215) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment (Q347148) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Density estimates of low bias (Q361878) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions (Q391606) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← 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)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- The complex variable fast multipole boundary element method for the analysis of strongly inhomogeneous media (Q463498) (← links)
- Multiobjective evolutionary algorithms to identify highly autocorrelated areas: the case of spatial distribution in financially compromised farms (Q475228) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
