Pages that link to "Item:Q882888"

The following pages link to Multivariate generalized Pareto distributions (Q882888):

Displaying 17 items.

• Multivariate Pareto Distributions: Inference and Financial Applications (Q3566549) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• Correlations in bivariate Pareto distributions (Q5096668) (← links)
• Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
• Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
• Estimation of the angular density in bivariate generalized Pareto models (Q5400787) (← links)
• (Q5879923) (← links)
• Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather (Q6069104) (← links)
• Analysis of wildfires and their extremes via spatial quantile autoregressive model (Q6100562) (← links)
• Total positivity in multivariate extremes (Q6136578) (← links)
• Joint stochastic simulation of extreme coastal and offshore significant wave heights (Q6138647) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (Q6149574) (← links)
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
• Advances in statistical modeling of spatial extremes (Q6602343) (← links)
• Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (Q6621626) (← links)
• A parametric model for distributions with flexible behavior in both tails (Q6626379) (← links)