The following pages link to ismev (Q23156):
Displaying 50 items.
- Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
- Bayesian estimation of intensity-duration-frequency curves and of the return period associated to a given rainfall event (Q2323550) (← links)
- Modeling non-stationary extreme waves using a point process approach and wavelets (Q2331257) (← links)
- Using a rainfall stochastic generator to detect trends in extreme rainfall (Q2333338) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- Predictability of threshold exceedances in dynamical systems (Q2357353) (← links)
- Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic (Q2392724) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Bernstein polynomial angular densities of multivariate extreme value distributions (Q2407492) (← links)
- A new flexible extreme value model for modeling the extreme value data, with an application to environmental data (Q2407516) (← links)
- Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
- An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk (Q2427205) (← links)
- Extreme value laws in dynamical systems under physical observables (Q2428002) (← links)
- Microstructure-dependent fatigue damage process zone and notch sensitivity index (Q2439610) (← links)
- A double generalized Pareto distribution (Q2439636) (← links)
- Bayesian spline method for assessing extreme loads on wind turbines (Q2441846) (← links)
- Extreme value analysis for evaluating ozone control strategies (Q2443142) (← links)
- Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Modeling extreme values of processes observed at irregular time steps: application to significant wave height (Q2453694) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Comparison of five test of fit for the extreme value distribution (Q2470908) (← links)
- Modelling time series when mean and variability both change (Q2479440) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Inferring extinction from a sighting record (Q2486549) (← links)
- Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Smoothing sample extremes with dynamic models (Q2488453) (← links)
- Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
- Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend (Q2488463) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Seasonal effects of extreme surges (Q2505918) (← links)
- Constructing Bayesian formulations of sparse kernel learning methods (Q2568020) (← links)
- Regression models for exceedance data: a new approach (Q2664999) (← links)
- Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- Spatiotemporal wildfire modeling through point processes with moderate and extreme marks (Q2686054) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Microstructure models and material response by extreme value theory (Q2801327) (← links)
- High-dimensional parametric modelling of multivariate extreme events (Q2802729) (← links)
