The following pages link to Extremes (Q73763):
Displaying 50 items.
- Environmental contours as Voronoi cells (Q2158813) (← links)
- On the asymptotic distribution of the scan statistic for empirical distributions (Q2158814) (← links)
- Heavy-tailed phase-type distributions: a unified approach (Q2158816) (← links)
- Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
- On tail dependence matrices. The realization problem for parametric families (Q2191424) (← links)
- Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
- On distributionally robust extreme value analysis (Q2191428) (← links)
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- Remark on rates of convergence to extreme value distributions via the Stein equations (Q2198599) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Priority statement and some properties of t-lgHill estimator (Q2198605) (← links)
- Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data (Q2231305) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Critical branching processes in random environment with immigration: survival of a single family (Q2231307) (← 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)
- Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
- On agricultural commodities' extreme price risk (Q2231311) (← links)
- First passage times for Slepian process with linear and piecewise linear barriers (Q2231312) (← links)
- Large excursion probabilities for random fields close to Gaussian ones (Q2231313) (← links)
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates (Q2231314) (← links)
- High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709) (← links)
- Maxima of random particles scores in Markov branching processes with continuous time (Q2271710) (← links)
- Conditions based on conditional moments for max-stable limit laws (Q2271711) (← links)
- Extremes of Shepp statistics for the Wiener process (Q2271712) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Extremes of weighted Dirichlet arrays (Q2271716) (← links)
- Improved estimation of the extreme value index using related variables (Q2283048) (← links)
- The largest order statistics for the inradius in an isotropic STIT tessellation (Q2283049) (← links)
- Improving precipitation forecasts using extreme quantile regression (Q2283052) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring (Q2283054) (← links)
- Modeling extreme negative returns using marked renewal Hawkes processes (Q2283055) (← links)
- On the accuracy of Poisson approximation (Q2283056) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Trend detection for heteroscedastic extremes (Q2303026) (← links)
- Simultaneous confidence bands for extremal quantile regression with splines (Q2303027) (← links)
- Canonical spectral representation for exchangeable max-stable sequences (Q2303028) (← links)
- Are extreme value estimation methods useful for network data? (Q2303029) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
