The following pages link to Statistics of Extremes (Q4833245):
Displaying 50 items.
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- A top-cut model for deposits with heavy-tailed grade distribution (Q500784) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← 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)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- The Poisson aggregation process (Q509201) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- 1-Lipschitz power stable aggregation functions (Q526656) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- SIF statistics in micro cracked solid: Effect of crack density, orientation and clustering (Q541076) (← links)
- Statistical downscaling of extreme precipitation events using extreme value theory (Q549636) (← links)
- Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment (Q549650) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Bayesian inference for double Pareto lognormal queues (Q614174) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) (← links)
- Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes (Q666374) (← links)
- Multidimensional extremal dependence coefficients (Q680461) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Max-stable random sup-measures with comonotonic tail dependence (Q737183) (← links)
- On the computation of the extremal index for time series (Q781842) (← links)
- A multivariate extreme value theory approach to anomaly clustering and visualization (Q782638) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- Efficient likelihood-based inference for the generalized Pareto distribution (Q825059) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network (Q832114) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Bayesian comparison of different rainfall depth-duration-frequency relationships (Q841878) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Conditional independence among max-stable laws (Q893441) (← links)
- 3D extreme value analysis for stock return, interest rate and speed of mean reversion (Q896795) (← links)
