The following pages link to Extremes (Q73763):
Displaying 50 items.
- On the minimum and maximum of bivariate lognormal random variables (Q2488472) (← links)
- Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
- Correction to: ``Integral functionals and the bootstrap for the tail empirical process'' (Q2688189) (← links)
- Palm theory for extremes of stationary regularly varying time series and random fields (Q2688190) (← links)
- Conditions for finiteness and bounds on moments of record values from iid continuous life distributions (Q2688191) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Extremal characteristics of conditional models (Q2688194) (← links)
- Running minimum in the best-choice problem (Q2688195) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- On extreme regression quantiles (Q5926462) (← links)
- Non-parametric estimation of the limit dependence function (Q5926463) (← links)
- Large deviation probabilities for square-Gaussian stochastic processes (Q5926464) (← links)
- Extreme shock models (Q5926465) (← links)
- On the influence of weights on extremes (Q5926466) (← links)
- A comparison of methods for estimating the extremal index (Q5936308) (← links)
- Penultimate approximations in extreme value theory (Q5936309) (← links)
- Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience (Q5936310) (← links)
- Approximations for bivariate extreme values (Q5936311) (← links)
- Estimation of value at risk by extreme value methods (Q5942928) (← links)
- A test for nonlinearity of time series with infinite variance (Q5942929) (← links)
- Extremal processes with one jump (Q5942930) (← links)
- Dependence measures for extreme value analyses (Q5943415) (← links)
- A bootstrap-based method to achieve optimality in estimating the extreme-value index (Q5943416) (← links)
- Limit theorems for the maximum terms of a sequence of random variables with marginal geometric distributions (Q5943417) (← links)
- On the convergence rates of extreme generalized order statistics (Q5943418) (← links)
- Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology (Q5954055) (← links)
- Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics (Q5954056) (← links)
- Estimation of a support curve via order statistics (Q5954057) (← links)
- A directory of coefficients of tail dependence (Q5954058) (← links)
- Testing the Gumbel hypothesis by Galton's ratio (Q5954059) (← links)
- Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA (Q6100553) (← links)
- Reconstruction of incomplete wildfire data using deep generative models (Q6100554) (← links)
- Gradient boosting with extreme-value theory for wildfire prediction (Q6100555) (← links)
- A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes (Q6100557) (← links)
- Simple random forest classification algorithms for predicting occurrences and sizes of wildfires (Q6100558) (← links)
- Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach (Q6100559) (← links)
- Analysis of wildfires and their extremes via spatial quantile autoregressive model (Q6100562) (← links)
- A marginal modelling approach for predicting wildfire extremes across the contiguous United States (Q6100565) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Gradient boosting for extreme quantile regression (Q6144813) (← links)
- High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields (Q6144814) (← links)
- Tail processes and tail measures: an approach via Palm calculus (Q6144815) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Causality in extremes of time series (Q6151143) (← links)
- Random networks with heterogeneous reciprocity (Q6151144) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
- Remembering Ross Leadbetter: some personal recollections (Q6176324) (← links)
- Large nearest neighbour balls in hyperbolic stochastic geometry (Q6176325) (← links)
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
