Pages that link to "Item:Q4949584"
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The following pages link to The Multivariate Gaussian Tail Model: An Application to Oceanographic Data (Q4949584):
Displaying 15 items.
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures (Q2028571) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- A note on the convergence of trivariate extreme order statistics and extension (Q2386815) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
- Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (Q5130596) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)
- Distributed Inference for Spatial Extremes Modeling in High Dimensions (Q6567924) (← links)
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
- Model-based inference of conditional extreme value distributions with hydrological applications (Q6626108) (← links)
- Recognizing a spatial extreme dependence structure: a deep learning approach (Q6626446) (← links)
