The following pages link to Bivariate extreme statistics. I (Q773011):
Displaying 50 items.
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- (Q4915365) (← links)
- Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models (Q4958339) (← links)
- Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams (Q4970307) (← links)
- Quantile Association Regression Models (Q4975345) (← links)
- Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
- Sparse regular variation (Q5013249) (← links)
- Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution (Q5015929) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- The essential dependence for a group of random vectors (Q5079179) (← links)
- Testing for lower tail dependence in extreme value models (Q5107473) (← links)
- Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (Q5130596) (← links)
- Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies (Q5138647) (← links)
- Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
- Stability and contagion measures for spatial extreme value analyses (Q5179069) (← links)
- Tail Dependence Under Sample Failures (Q5216296) (← links)
- Extended Marshall–Olkin Model and Its Dual Version (Q5272900) (← links)
- A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS (Q5379413) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- (Q5879921) (← links)
- (Q5879923) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- Extremal limit laws for a class of bivariate Poisson vectors (Q5953879) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (Q6067509) (← links)
- Estimating the probability of widespread flood events (Q6069046) (← links)
- Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions (Q6107590) (← links)
- A crossinggram for random fields on lattices (Q6146227) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
- A flexible Clayton-like spatial copula with application to bounded support data (Q6200954) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Sub-asymptotic motivation for new conditional multivariate extreme models (Q6541814) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- The distribution of argmaximum or a winner problem (Q6580278) (← links)
- An efficient workflow for modelling high-dimensional spatial extremes (Q6581672) (← links)
- Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes (Q6601111) (← links)
- Advances in statistical modeling of spatial extremes (Q6602343) (← links)
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
- Max-Linear Competing Factor Models (Q6623161) (← links)
- An exponential-gamma mixture model for extreme Santa Ana winds (Q6625882) (← links)
- A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes (Q6626136) (← links)
- On modeling positive continuous data with spatiotemporal dependence (Q6626180) (← links)
- Modeling short-ranged dependence in block extrema with application to polar temperature data (Q6626382) (← links)
