Pages that link to "Item:Q3837347"

The following pages link to Statistics for near independence in multivariate extreme values (Q3837347):

Displaying 50 items.

• MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351) (← links)
• Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
• On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
• A Mixture Model for Multivariate Extremes (Q5422026) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Projection estimators of Pickands dependence functions (Q5503542) (← links)
• Hidden regular variation and the rank transform (Q5694150) (← links)
• Extreme Shape Analysis (Q5757820) (← links)
• Toward Optimal Fingerprinting in Detection and Attribution of Changes in Climate Extremes (Q5857117) (← links)
• Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
• Asymptotic dependence of bivariate maxima (Q5866066) (← links)
• (Q5879924) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
• Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations (Q5881140) (← links)
• Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)
• Statistical modeling of spatial extremes (Q5962684) (← links)
• Polynomial Pickands functions (Q5963499) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)
• Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
• A Space-Time Skew-<i>t</i> Model for Threshold Exceedances (Q6079970) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
• Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
• Modeling the spatial behavior of the meteorological drivers' effects on extreme ozone (Q6179642) (← links)
• Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
• Empirical Bayes estimation for the conditional extreme value model (Q6537816) (← links)
• Sub-asymptotic motivation for new conditional multivariate extreme models (Q6541814) (← links)
• Distributed Inference for Spatial Extremes Modeling in High Dimensions (Q6567924) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
• Permutation test of tail dependence (Q6580623) (← links)
• Max-convolution processes with random shape indicator kernels (Q6596184) (← 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)
• Model-based inference of conditional extreme value distributions with hydrological applications (Q6626108) (← links)
• Detecting Structural Differences in Tail Dependence of Financial Time Series (Q6626314) (← links)
• Spatial dependence of extreme seas in the North East Atlantic from satellite altimeter measurements (Q6626390) (← links)
• Spatial deformation for nonstationary extremal dependence (Q6626395) (← links)
• Recognizing a spatial extreme dependence structure: a deep learning approach (Q6626446) (← links)
• New estimation methods for extremal bivariate return curves (Q6626603) (← links)
• Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)
• Multivariate Sparse Clustering for Extremes (Q6631691) (← links)
• Too Connected to Fail? Inferring Network Ties From Price Co-Movements (Q6634841) (← links)
• Statistical Inference for a Relative Risk Measure (Q6634862) (← links)
• Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning (Q6637459) (← links)
• Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)