Pages that link to "Item:Q1822864"

The following pages link to Maxima of normal random vectors: Between independence and complete dependence (Q1822864):

Displaying 29 items.

• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
• One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
• Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
• On the performance of the Bayesian composite likelihood estimation of max-stable processes (Q5106978) (← links)
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Extreme events of Markov chains (Q5233162) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Robust Fits for Copula Models (Q5436418) (← links)
• Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect (Q5438344) (← links)
• Maxima of skew elliptical triangular arrays (Q5739183) (← links)
• Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045) (← links)
• Extremal limit laws for a class of bivariate Poisson vectors (Q5953879) (← links)
• Statistical modeling of spatial extremes (Q5962684) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
• Total positivity in multivariate extremes (Q6136578) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Simulating flood event sets using extremal principal components (Q6161874) (← links)
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
• The extremes of dependent chi-processes attracted by the Brown-Resnick process (Q6192421) (← links)
• A semi-parametric stochastic generator for bivariate extreme events (Q6540512) (← links)
• Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses (Q6601109) (← links)
• Stochastic ordering in multivariate extremes (Q6601110) (← links)
• Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (Q6621626) (← links)
• Model-based inference of conditional extreme value distributions with hydrological applications (Q6626108) (← links)
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning (Q6637459) (← links)