The following pages link to Extremes (Q73763):
Displaying 50 items.
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- High-dimensional inference using the extremal skew-t process (Q73769) (← links)
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Generalized fiducial confidence intervals for extremes (Q132672) (← links)
- A characterization of the normal distribution using stationary max-stable processes (Q262526) (← links)
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- Averaged extreme regression quantile (Q262533) (← links)
- On the limit of conditional Spearman's rho under the common factor model (Q262536) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Rates of convergence for extremes of geometric random variables and marked point processes (Q262541) (← links)
- Erratum to: ``Modeling clusters of extreme values'' (Q262543) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Multivariate subexponential distributions and their applications (Q291400) (← 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)
- High extrema of Gaussian chaos processes (Q291406) (← links)
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- A measure of dependence for stable distributions (Q291410) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← 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)
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment (Q347148) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- On convergence of extremes under power normalization (Q385626) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
- Editorial: Special issue on extremes in finance (Q482068) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- The dynamic power law model (Q482073) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis (Q483520) (← links)
