The following pages link to ismev (Q23156):
Displaying 50 items.
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Bayesian stochastic modelling for avalanche predetermination: from a general system framework to return period computations (Q954668) (← links)
- Mixed model-based additive models for sample extremes (Q956350) (← links)
- Data driven estimates for mixtures (Q957036) (← links)
- Smoothing sample extremes: the mixed model approach (Q961868) (← links)
- Random convex hulls and extreme value statistics (Q967627) (← links)
- Downscaling extremes: a comparison of extreme value distributions in point-source and gridded precipitation data (Q977651) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis (Q997304) (← links)
- A regional Bayesian POT model for flood frequency analysis (Q1001505) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Estimation of the generalized Pareto distribution (Q1007361) (← links)
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (Q1010433) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Three-dimensional random Voronoi tessellations: from cubic crystal lattices to Poisson point processes (Q1012704) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Univariate and bivariate GPD methods for predicting extreme wind storm losses (Q1023094) (← links)
- Time series analysis of particle tracking data for molecular motion on the cell membrane (Q1048276) (← links)
- Local polynomial maximum likelihood estimation for Pareto-type distributions. (Q1427526) (← links)
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes (Q1617144) (← links)
- On the statistical properties of viral misinformation in online social media (Q1620386) (← links)
- Geoadditive modeling for extreme rainfall data (Q1621237) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Estimating recurrence intervals of extreme rainfall through a probabilistic modeling approach for different urban cities of Pakistan (Q1639770) (← links)
- A peak-over-threshold search method for global optimization (Q1640234) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Point process models for novelty detection on spatial point patterns and their extremes (Q1662930) (← links)
- Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model (Q1674817) (← links)
- A Poisson process reparameterisation for Bayesian inference for extremes (Q1675703) (← links)
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
- Frequency-calibrated belief functions: review and new insights (Q1687287) (← links)
- Predictability of extreme waves in the Lorenz-96 model near intermittency and quasi-periodicity (Q1688034) (← links)
- Human life is unlimited -- but short (Q1693604) (← links)
- Fuzzy clustering of time series using extremes (Q1697502) (← links)
- Automated selection of \(r\) for the \(r\) largest order statistics approach with adjustment for sequential testing (Q1703831) (← links)
- A Bayesian approach to extended models for exceedance (Q1705548) (← links)
