Pages that link to "Item:Q3837347"
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The following pages link to Statistics for near independence in multivariate extreme values (Q3837347):
Displaying 50 items.
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Basin-wide spatial conditional extremes for severe ocean storms (Q2028585) (← links)
- Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
- Parametric models for distributions when interest is in extremes with an application to daily temperature (Q2028588) (← 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)
- Extremal dependence measure for functional data (Q2078556) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude (Q2135353) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- The distribution of unobserved heterogeneity in competing risks models (Q2306887) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Why scoring functions cannot assess tail properties (Q2326990) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
