The following pages link to Statistics of Extremes (Q4833245):
Displaying 50 items.
- Practical issues with modeling extreme Brazilian rainfall (Q2233636) (← links)
- Estimation of tail probabilities by repeated augmented reality (Q2241522) (← links)
- Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Extreme value modeling for environmental data analysis (Q2254702) (← links)
- Continuous spatial process models for spatial extreme values (Q2260130) (← links)
- Spatial hierarchical modeling of precipitation extremes from a regional climate model (Q2260169) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks (Q2273002) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Improved estimation of the extreme value index using related variables (Q2283048) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring (Q2283054) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Inferences on parametric estimation of distribution tails (Q2304357) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- Ridge regression estimators for the extreme value index (Q2311597) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- On discrimination between classes of distribution tails (Q2314148) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior (Q2317305) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- A Beran-inspired estimator for the Weibull-type tail coefficient (Q2322031) (← links)
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
- Pseudo-convex mixtures generated by shape-extended stable distributions for extremes (Q2323174) (← links)
- Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution (Q2324335) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121) (← links)
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
