Pages that link to "Item:Q3837347"

The following pages link to Statistics for near independence in multivariate extreme values (Q3837347):

Displaying 50 items.

• Measuring the extremal dependence (Q2483876) (← links)
• Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
• Characterizations and examples of hidden regular variation (Q2488443) (← links)
• Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• Testing for tail independence in extreme value models (Q2502142) (← links)
• Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• A new random field on lattices (Q2670777) (← links)
• Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data (Q2686027) (← links)
• Extremal characteristics of conditional models (Q2688194) (← links)
• High-dimensional parametric modelling of multivariate extreme events (Q2802729) (← links)
• On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
• Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
• Extreme residual dependence for random vectors and processes (Q2996577) (← links)
• An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
• Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach (Q3179211) (← links)
• Empirical estimation of tail dependence using copulas: application to Asian markets (Q3375391) (← links)
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← 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)
• Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
• PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
• Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
• Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
• EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
• Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
• (Q4915365) (← links)
• Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
• Simulation of multivariate extreme values (Q4942508) (← links)
• Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models (Q4958339) (← links)
• Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
• Sparse regular variation (Q5013249) (← links)
• Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
• LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS (Q5050854) (← links)
• Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
• Spatial risk measures for max-stable and max-mixture processes (Q5086524) (← links)
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
• Tail-weighted measures of dependence (Q5130181) (← links)
• CAN A REGIONAL CLIMATE MODEL REPRODUCE OBSERVED EXTREME TEMPERATURES (Q5148622) (← links)
• ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
• Tail Dependence Under Sample Failures (Q5216296) (← links)
• Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
• A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
• Geostatistics of extremes (Q5345921) (← links)