Pages that link to "Item:Q650748"
From MaRDI portal
The following pages link to Detecting a conditional extreme value model (Q650748):
Displaying 16 items.
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (Q508708) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Extremes of independent chi-square random vectors (Q906630) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
