Pages that link to "Item:Q3203865"

The following pages link to Modelling multivariate extreme value distributions (Q3203865):

Displaying 37 items.

• The tail dependograph (Q2311601) (← links)
• Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
• Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
• Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
• Modelling of extreme wave heights and periods through copulas (Q2463688) (← links)
• Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
• Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
• High-dimensional parametric modelling of multivariate extreme events (Q2802729) (← links)
• Generalized logistic models and its orthant tail dependence (Q2882853) (← links)
• MAX-stable models for multivariate extremes (Q2921615) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution (Q3006294) (← links)
• An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
• Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
• Multivariate distributions with support above the diagonal (Q3159871) (← links)
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
• (Q3614274) (← links)
• Bivariate extreme value theory: Models and estimation (Q3799509) (← links)
• Multivariate extreme‐value distributions with applications to environmental data (Q4311661) (← links)
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
• Models and inference for uncertainty in extremal dependence (Q4547585) (← links)
• The moments of the Gompertz distribution and maximum likelihood estimation of its parameters (Q4576850) (← links)
• Simulation of multivariate extreme values (Q4942508) (← links)
• Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
• Multivariate extreme value analysis and its relevance in a metallographical application (Q5128606) (← links)
• Multivariate extremes over a random number of observations (Q5152171) (← links)
• Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
• (Q5248113) (← links)
• Modelling Across Extremal Dependence Classes (Q5378159) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Bivariate extreme value distributions based on polynomial dependence functions (Q5486377) (← links)
• Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
• A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation (Q5857128) (← links)
• Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
• Total positivity in multivariate extremes (Q6136578) (← links)
• Distributed Inference for Spatial Extremes Modeling in High Dimensions (Q6567924) (← links)
• Model-based inference of conditional extreme value distributions with hydrological applications (Q6626108) (← links)