The following pages link to Statistics of Extremes (Q4833245):
Displaying 50 items.
- Hierarchical Archimax copulas (Q1661344) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- A supermartingale argument for characterizing the functional Hill process weak law for small parameters (Q1678533) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- Predictability of extreme waves in the Lorenz-96 model near intermittency and quasi-periodicity (Q1688034) (← links)
- Human life is unlimited -- but short (Q1693604) (← 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)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- A non-linear mixed model approach for excess of loss benchmark rating (Q1707550) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Extreme quantiles and tail index of a distribution based on kernel estimator (Q1726172) (← links)
- Extremal properties of the univariate extended skew-normal distribution. Part A. (Q1726895) (← links)
- Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Multivariate order statistics: the intermediate case (Q1744724) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Explaining the seismic moment of large earthquakes by heavy and extremely heavy tailed models (Q1761420) (← links)
- Efficient algorithms for heavy-tail analysis under interval uncertainty (Q1761865) (← links)
- Forecaster's dilemma: extreme events and forecast evaluation (Q1790391) (← links)
- Extreme value statistics and traveling fronts: Various applications (Q1856083) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Weibull, RRSB or extreme-value theorists? (Q1938501) (← links)
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- Testing for a generalized Pareto process (Q1950879) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- An enhanced method for tail index estimation under missingness (Q1984154) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution (Q2002033) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
- The min-characteristic function: characterizing distributions by their min-linear projections (Q2023839) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Cyber claim analysis using generalized Pareto regression trees with applications to insurance (Q2034155) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- The coupling method in extreme value theory (Q2040094) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory (Q2044257) (← links)
- Multivariate goodness-of-fit tests based on Wasserstein distance (Q2044339) (← links)
