The following pages link to ismev (Q23156):
Displaying 42 items.
- A default Bayesian approach for regression on extremes (Q5193324) (← links)
- Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters (Q5194975) (← links)
- Effects of stochastic parametrization on extreme value statistics (Q5197557) (← links)
- GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE (Q5204667) (← links)
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts (Q5208091) (← links)
- Poisson statistics at the edge of Gaussian beta-ensembles at high temperature (Q5224206) (← links)
- An introduction to gevistic regression mortality models (Q5228147) (← links)
- (Q5230852) (← links)
- Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates (Q5266235) (← links)
- Monte Carlo calibration of avalanches described as Coulomb fluid flows (Q5301841) (← links)
- Intermittent large deviation of chaotic trajectory in Ikeda map: Signature of extreme events (Q5377551) (← links)
- Weather Derivative Risk Measures for Extreme Events (Q5379124) (← links)
- (Q5389895) (← links)
- Estimation of the angular density in bivariate generalized Pareto models (Q5400787) (← links)
- Intensity‐based estimation of extreme loss event probability and value at risk (Q5414534) (← links)
- Methods to Distinguish Between Polynomial and Exponential Tails (Q5418631) (← links)
- Extreme Value Distributions for the Skew-Symmetric Family of Distributions (Q5421530) (← links)
- A Mixture Model for Multivariate Extremes (Q5422026) (← links)
- Bringing Closure to the Plotting Position Controversy (Q5457974) (← links)
- Bootstrap diagnostics and remedies (Q5476448) (← links)
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation (Q5478877) (← links)
- A prediction‐residual approach for identifying rare events in periodic time series (Q5495688) (← links)
- Multi-variate time-series simulation (Q5495701) (← links)
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
- Estimating value-at-risk: a point process approach (Q5697330) (← links)
- Circumspheres of sets of <i>n</i> + 1 random points in the <i>d</i>-dimensional Euclidean unit ball (1 ≤ <i>n</i> ≤ <i>d</i>) (Q5738710) (← links)
- Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation (Q5746742) (← links)
- Generalized Additive Modelling of Sample Extremes (Q5757752) (← links)
- Extreme Shape Analysis (Q5757820) (← links)
- Extremes and extremal indices for level set observables on hyperbolic systems <sup>*</sup> (Q5854634) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Regression models to dependence for exceedance (Q5861152) (← links)
- Trend and Return Level of Extreme Snow Events in New York City (Q5869292) (← links)
- Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion (Q5870673) (← links)
- Competition between slow and fast regimes for extreme first passage times of diffusion (Q5871336) (← links)
- Estimation of the Pareto and related distributions – A reference-intrinsic approach (Q5875241) (← links)
- Improved inference for the generalized Pareto distribution under linear, power and exponential normalization (Q5878539) (← links)
- (Q5879923) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- Zero-inflated generalized extreme value regression model for binary response data and application in health study (Q5887954) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)
