Pages that link to "Item:Q3799509"
From MaRDI portal
The following pages link to Bivariate extreme value theory: Models and estimation (Q3799509):
Displaying 50 items.
- Effects of mis-specification in bivariate extreme value problems (Q1409826) (← links)
- Stereology of extremes, bivariate models and computation (Q1419397) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Distribution and dependence-function estimation for bivariate extreme-value distributions. (Q1591604) (← links)
- Extreme value attractors for star unimodal copulas (Q1600216) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Tail relation between return and volume in the US stock market: an analysis based on extreme value theory (Q1670217) (← links)
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Estimation of a bivariate extreme value distribution (Q1848512) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- Moment estimation for multivariate extreme value distribution (Q1891682) (← links)
- Multivariate survival models for repeated and correlated events (Q1901759) (← links)
- Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Four-decision tests for stochastic dominance, with an application to environmental psychophysics (Q2176798) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Spatial prediction using bivariate exponential distribution (Q2319540) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Modelling of extreme wave heights and periods through copulas (Q2463688) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
