The following pages link to ismev (Q23156):
Displaying 50 items.
- Quality of the Approximation of Ruin Probabilities Regarding to Large Claims (Q2808072) (← links)
- A flexible cure rate model for spatially correlated survival data based on generalized extreme value distribution and Gaussian process priors (Q2829470) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Modeling the distribution of distance data in Euclidean space (Q2979650) (← links)
- Geometric combinatorics and computational molecular biology: Branching polytopes for RNA sequences (Q2979651) (← links)
- Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
- (Q3098662) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Bias-corrected geometric-type estimators of the tail index (Q3186228) (← links)
- Extreme event statistics of daily rainfall: dynamical systems approach (Q3186551) (← links)
- Stochastic models in seed dispersals: random walks and birth–death processes (Q3300991) (← links)
- Condensation in the inhomogeneous zero-range process: an interplay between interaction and diffusion disorder (Q3301319) (← links)
- Statistical mechanics of complex neural systems and high dimensional data (Q3301560) (← links)
- Extreme value theory of evolving phenomena in complex dynamical systems: Firing cascades in a model of a neural network (Q3303836) (← links)
- (Q3387510) (← links)
- Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the <i>r</i>-larger order statistics distribution (Q3390581) (← links)
- Pyramid Quantile Regression (Q3391281) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- A Hierarchical Model for Extreme Wind Speeds (Q3435366) (← links)
- An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire (Q3435767) (← links)
- Anticipating Catastrophes through Extreme Value Modelling (Q3435776) (← links)
- (Q3459404) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
- Empirical evidence for a nonlinear effect of galactic cosmic rays on clouds (Q3503308) (← links)
- The effect of temporal dependence on the estimation of the frequency of extreme ocean climate events (Q3503338) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- A light-tailed conditionally heteroscedastic model with applications to river flows (Q3608186) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- Robust estimation of risks from small samples (Q4561722) (← links)
- Signs of dependence and heavy tails in non-life insurance data (Q4575381) (← links)
- A simulation model for calculating solvency capital requirements for non-life insurance risk (Q4576774) (← links)
- Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (Q4576961) (← links)
- Odd Pareto families of distributions for modeling loss payment data (Q4583600) (← links)
- Explaining the size distribution of cities: Extreme economies (Q4586244) (← links)
- Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method (Q4607342) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Rare event simulation for steady-state probabilities via recurrency cycles (Q4631851) (← links)
- Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
- Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models (Q4636411) (← links)
- Dynamic generalized extreme value modeling via particle filters (Q4638827) (← links)
- Dynamical similarity and universality of drop size and velocity spectra in sprays (Q4647359) (← links)
- Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
- Extremes of Markov Chains with Tail Switching Potential (Q4670778) (← links)
- Two-step methods in VaR prediction and the importance of fat tails (Q4683039) (← links)
- Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities (Q4916436) (← links)
- Parameter Estimation for the Tail Distribution of a Random Sequence (Q4921613) (← links)
