The following pages link to Extremes (Q73763):
Displaying 50 items.
- Asymptotics of maxima of discrete random variables (Q1424685) (← links)
- Hidden regular variation, second order regular variation and asymptotic independence (Q1424686) (← links)
- Likelihood based confidence intervals for the tail index (Q1424687) (← links)
- Asymptotics of dominated Gaussian maxima (Q1424688) (← links)
- Strong domain of attraction of extreme generalized order statistics (Q1424689) (← links)
- Semi-parametric estimation of the second order parameter in statistics of extremes (Q1424690) (← links)
- Small defects and inhomogeneities in fatigue strength: experiments, models and statistical implications (Q1582502) (← links)
- Inclusion size distribution and endurance limit of a hard steel (Q1582505) (← links)
- Random features of the fatigue limit (Q1582508) (← links)
- Tail index estimation and an exponential regression model (Q1582511) (← links)
- Invariance principles for paced record times and applications (Q1582513) (← links)
- Processes of \(r^{th}\) largest (Q1633429) (← links)
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- The tail process revisited (Q1633433) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Prediction of catastrophes in space over time (Q1633436) (← links)
- A Poisson process reparameterisation for Bayesian inference for extremes (Q1675703) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- On the asymptotics of supremum distribution for some iterated processes (Q1675710) (← links)
- Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds (Q1675711) (← links)
- Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Revised ed. (Q1675712) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- Clusters of extremes: modeling and examples (Q1692076) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology (Q1692079) (← links)
- Distribution-free inference in record series (Q1692080) (← links)
- A generalization of the maximal-spacings in several dimensions and a convexity test (Q1692081) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
- Extreme values of the uniform order 1 autoregressive processes and missing observations (Q1692084) (← links)
- On shape of high massive excursions of trajectories of Gaussian homogeneous fields (Q1692085) (← links)
- Human life is unlimited -- but short (Q1693604) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- A new non-parametric detector of univariate outliers for distributions with unbounded support (Q1693607) (← links)
- Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
- Clustering of high values in random fields (Q1693609) (← links)
- On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Tail dimension reduction for extreme quantile estimation (Q1744176) (← links)
- Emil J. Gumbel's last course on the ``Statistical theory of extreme values'': a conversation with Tuncel M. Yegulalp (Q1744178) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Estimating the mean of heavy-tailed distributions (Q1775992) (← links)
