The following pages link to Extremes (Q73763):
Displaying 50 items.
- Conditional sampling for max-stable processes with a mixed moving maxima representation (Q483523) (← links)
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- A spatio-temporal dynamic regression model for extreme wind speeds (Q488093) (← links)
- Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- Light tails: all summands are large when the empirical mean is large (Q488099) (← links)
- New estimators of the extreme value index under random right censoring, for heavy-tailed distributions (Q488101) (← links)
- Extreme values for characteristic radii of a Poisson-Voronoi tessellation (Q488103) (← links)
- CRPS M-estimation for max-stable models (Q488104) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks (Q497482) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) (← links)
- A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (Q508708) (← links)
- Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- Statistical downscaling of extreme precipitation events using extreme value theory (Q549636) (← links)
- Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model (Q549640) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Sources of uncertainty in the extreme value statistics of climate data (Q549646) (← links)
- A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling (Q549647) (← links)
- Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment (Q549650) (← links)
- Extremes of Shepp statistics for Gaussian random walk (Q626270) (← links)
- The mixing advantage is less than 2 (Q626271) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Generalizing the Pareto to the log-Pareto model and statistical inference (Q626281) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- General max-stable laws (Q626287) (← links)
- An extension of almost sure central limit theorem for order statistics (Q626289) (← links)
- A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
- The expected payoff to Internet auctions (Q626292) (← links)
- Conditional limit results for type I polar distributions (Q626293) (← links)
