Pages that link to "Item:Q5943006"
From MaRDI portal
The following pages link to An introduction to statistical modeling of extreme values (Q5943006):
Displayed 50 items.
- ismev (Q23156) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
- Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
- A loss function approach to identifying environmental exceedances (Q881403) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Bayesian stochastic modelling for avalanche predetermination: from a general system framework to return period computations (Q954668) (← links)
- Mixed model-based additive models for sample extremes (Q956350) (← links)
- Data driven estimates for mixtures (Q957036) (← links)
- Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis (Q997304) (← links)
- A regional Bayesian POT model for flood frequency analysis (Q1001505) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Estimation of the generalized Pareto distribution (Q1007361) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Estimation of the risk for an unstable behaviour of feedback systems in the presence of nonlinear distortions (Q1883139) (← links)
- An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk (Q2427205) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Modelling time series when mean and variability both change (Q2479440) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Inferring extinction from a sighting record (Q2486549) (← links)
- Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Smoothing sample extremes with dynamic models (Q2488453) (← links)
- Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
- Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend (Q2488463) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Seasonal effects of extreme surges (Q2505918) (← links)
- Constructing Bayesian formulations of sparse kernel learning methods (Q2568020) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- A Hierarchical Model for Extreme Wind Speeds (Q3435366) (← links)
- An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire (Q3435767) (← links)
- Anticipating Catastrophes through Extreme Value Modelling (Q3435776) (← links)
- A Bayesian analysis of clusters of extreme losses (Q3439747) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
- Empirical evidence for a nonlinear effect of galactic cosmic rays on clouds (Q3503308) (← links)
- The effect of temporal dependence on the estimation of the frequency of extreme ocean climate events (Q3503338) (← links)