The following pages link to (Q5485944):
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)
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← 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)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Testing for (in)finite moments (Q138542) (← 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)
- Extremes on river networks (Q262381) (← links)
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- The Gumbel test and jumps in the volatility process (Q300783) (← links)
- Greedy adaptive walks on a correlated fitness landscape (Q306863) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- The asymptotic behavior of a counting process in the max-scheme. A discrete case (Q313731) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow (Q336149) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- One improvement of the law of the iterated logarithm for the maximum scheme (Q352137) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Expansions for the distribution of the maximum from distributions with a power tail when a trend is present (Q370889) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- The second-order version of Karamata's theorem with applications (Q385111) (← links)
- On convergence of extremes under power normalization (Q385626) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
- Volatility occupation times (Q385768) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
