The following pages link to Extremes (Q73763):
Displaying 50 items.
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
- Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- Causal modelling of heavy-tailed variables and confounders with application to river flow (Q6176331) (← links)
- Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing (Q6191614) (← links)
- Point process convergence for symmetric functions of high-dimensional random vectors (Q6536819) (← links)
- Extremes of locally-homogenous vector-valued Gaussian processes (Q6536820) (← links)
- Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses (Q6601109) (← links)
- Stochastic ordering in multivariate extremes (Q6601110) (← links)
- Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes (Q6601111) (← links)
- Generalized Pareto regression trees for extreme event analysis (Q6601112) (← links)
- On approximating dependence function and its derivatives (Q6601113) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
- On Gaussian triangular arrays in the case of strong dependence (Q6635937) (← links)
- Estimation of marginal excess moments for Weibull-type distributions (Q6635938) (← links)
- Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics (Q6635939) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
- The longest edge in discrete and continuous long-range percolation (Q6635941) (← links)
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- Publication:508709 (← links)
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- Publication:508716 (← links)