The following pages link to Bivariate extreme statistics. I (Q773011):
Displaying 50 items.
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Ergodic properties of max-infinitely divisible processes (Q2267516) (← links)
- Extremes of weighted Dirichlet arrays (Q2271716) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Validation of association (Q2306090) (← links)
- Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (Q2340035) (← links)
- Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence (Q2443204) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Spatial extremes: models for the stationary case (Q2493550) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory (Q2511569) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- Extremal properties of M4 processes (Q2513932) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Convergence to bivariate limiting extreme value distributions (Q2626357) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- A new random field on lattices (Q2670777) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- Curve of Correlation for Time Series (Q2821044) (← links)
- Asymptotic dependence for light-tailed homothetic densities (Q2898917) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- Modeling Operational Risk: Estimation and Effects of Dependencies (Q3298512) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Asymptotic independence for unimodal densities (Q3578038) (← links)
- Dependence Information in Parameterized Copulas (Q4019135) (← links)
- Limit theory for multivariate sample extremes (Q4155551) (← links)
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
