Pages that link to "Item:Q3799509"
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The following pages link to Bivariate extreme value theory: Models and estimation (Q3799509):
Displaying 17 items.
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
- An introduction to statistical modeling of extreme values (Q5943006) (← links)
- Polynomial Pickands functions (Q5963499) (← links)
- New closed-form efficient estimators for a bivariate Weibull distribution (Q6050709) (← links)
- Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data (Q6110025) (← links)
- Neural networks for parameter estimation in intractable models (Q6115548) (← links)
- Simulating flood event sets using extremal principal components (Q6161874) (← links)
- Multivariate joint probability function of earthquake ground motion prediction equations based on vine copula approach (Q6534762) (← links)
- Hypothesis Testing for Matched Pairs with Missing Data by Maximum Mean Discrepancy: An Application to Continuous Glucose Monitoring (Q6585592) (← links)
- On approximating dependence function and its derivatives (Q6601113) (← links)
- Detecting Structural Differences in Tail Dependence of Financial Time Series (Q6626314) (← links)
- Modeling short-ranged dependence in block extrema with application to polar temperature data (Q6626382) (← links)
- New estimation methods for extremal bivariate return curves (Q6626603) (← links)
- Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
