Pages that link to "Item:Q990894"
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The following pages link to The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894):
Displaying 18 items.
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling (Q549647) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Conditional independence among max-stable laws (Q893441) (← links)
- Storm processes and stochastic geometry (Q906626) (← links)
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Continuous simulation of storm processes (Q2158809) (← links)
- Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
- Multivariate modelling of spatial extremes based on copulas (Q4960693) (← links)
- Spectral Density Ratio Models for Multivariate Extremes (Q4975414) (← links)
- (Q5879923) (← links)
- Simulating flood event sets using extremal principal components (Q6161874) (← links)
