Statistical Methods for Multivariate Extremes: An Application to Structural Design
From MaRDI portal
Recommendations
Cited in
(81)- Estimating a bivariate tail: a copula based approach
- Multivariate extreme value theory and its usefulness in understanding risk
- Threshold selection for extremes under a semiparametric model
- The pairwise beta distribution: A flexible parametric multivariate model for extremes
- Extreme dependence of multivariate catastrophic losses
- Estimating the probability of a rare event
- Best attainable rates of convergence for estimators of the stable tail dependence function
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
- An alternative point process framework for modeling multivariate extreme values
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods
- The estimation of M4 processes with geometric moving patterns
- Estimation of the angular density in bivariate generalized Pareto models
- Some notes on multivariate generalized Pareto distributions
- Estimation of parameter of Morgenstern type bivariate exponential distribution using concomitants of order statistics
- Estimating failure probabilities
- Assessing conditional extremal risk of flooding in Puerto Rico
- Estimation of spatial max-stable models using threshold exceedances
- Statistical advances in environmental science
- Regular variation in Hilbert spaces and principal component analysis for functional extremes
- Simulation of multivariate extreme values
- Extreme market risk and extreme value theory
- On the estimation and application of max-stable processes
- A new class of models for bivariate joint tails
- On spatial extremes: with application to a rainfall problem
- Bayesian threshold selection for extremal models using measures of surprise
- A compendium of copulas
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
- Multivariate extreme value theory -- a tutorial
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
- Samples with a limit shape, multivariate extremes, and risk
- The t Copula and Related Copulas
- Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
- Bivariate distributions with given extreme value attractor
- A geometric investigation into the tail dependence of vine copulas
- Multivariate extreme value analysis and its relevance in a metallographical application
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
- Models for extremal dependence derived from skew-symmetric families
- A polynomial model for bivariate extreme value distributions
- Efficient Bayesian sampling inspection for industrial processes based on transformed spatio-temporal data
- Fast computation of large scale marginal extremes with multi-dimensional covariates
- Structural equation modeling of multivariate gamma density
- Modeling short-ranged dependence in block extrema with application to polar temperature data
- Temporal evolution of the extreme excursions of multivariate kth order Markov processes with application to oceanographic data
- Environmental contours as Voronoi cells
- Authors' reply to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Alexa A. Sochaniwsky and Paul D. Mcnicholas's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Stefano Rizzelli's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Emilio Porcu, Horst Simon, and Youssef Wehbe's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jonathan Koh's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Anthony C. Davison and Raphaël de Fondeville's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Miriam Cuba, Daniela Castro-Camilo, and Marian Scott's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Peter F. Craigmile, Peter Guttorp, and Thordis l. Thorarinsdottir's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jorge Castillo-Mateo, Alan E. Gelfand, Ana C. Cebrián, and Jesús Asín's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jordan Richards, Myung Won Lee, Viviana Carcaiso, and Miguel de Carvalho's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Richard Smith's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Seconder of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Proposer of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Limit laws for random vectors with an extreme component
- On the tail behaviour of aggregated random variables
- A nonparametric method for producing isolines of bivariate exceedance probabilities
- Likelihood estimators for multivariate extremes
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes
- Approximation and estimation of very small probabilities of multivariate extreme events
- Bayesian analysis of extreme events with threshold estimation
- Tail density estimation for exploratory data analysis using kernel methods
- Regular score tests of independence in multivariate extreme values
- Polynomial Pickands functions
- Rank-based inference for bivariate extreme-value copulas
- Spatial modeling of extreme snow depth
- Self-consistent estimation of conditional multivariate extreme value distributions
- Limiting dependence structures for tail events, with applications to credit derivatives
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
- Bayesian uncertainty management in temporal dependence of extremes
- Semiparametric bivariate modelling with flexible extremal dependence
- Inference for new environmental contours using extreme value analysis
- Extremal memory of stochastic volatility with an application to tail shape inference
- Statistical inference for multivariate extremes via a geometric approach
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
- Multiplier bootstrap of tail copulas with applications
This page was built for publication: Statistical Methods for Multivariate Extremes: An Application to Structural Design
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4844053)
