Pages that link to "Item:Q1822864"
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The following pages link to Maxima of normal random vectors: Between independence and complete dependence (Q1822864):
Displaying 50 items.
- A normality criterion for random vectors based on independence (Q1380583) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Second-order asymptotics on distributions of maxima of bivariate elliptical arrays (Q1650617) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Second-order expansions for maxima of dynamic bivariate normal copulas (Q1687227) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution (Q1779668) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- On multivariate Gaussian tails (Q1881414) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Asymptotic behavior of bivariate Gaussian powered extremes (Q2014071) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- Extremal properties of the beta-normal distribution (Q2157726) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes (Q2244472) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Distribution and moments of the vector of the maximum of two absolutely continuous random vectors (Q2251718) (← links)
- Extremes of weighted Dirichlet arrays (Q2271716) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Large deviations of bivariate Gaussian extrema (Q2297813) (← links)
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (Q2340035) (← links)
- Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
- An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121) (← links)
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays (Q2363667) (← links)
- Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization (Q2407761) (← links)
- Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
- On the exact distribution of the maximum of absolutely continuous dependent random variables (Q2475418) (← links)
- Spatial extremes: models for the stationary case (Q2493550) (← links)
- A novel class of bivariate max-stable distributions (Q2493875) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- Asymptotic properties of the empirical spatial extremogram (Q2821478) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays (Q3634555) (← links)
- Extreme order statistics in an equally correlated Gaussian array (Q4311218) (← links)
- On asymptotics of multivariate integrals with applications to records (Q4532395) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
