The following pages link to Bivariate extreme statistics. I (Q773011):
Displaying 50 items.
- Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective (Q972889) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Multivariate extremes of generalized skew-normal distributions (Q1004275) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Extremes of space-time Gaussian processes (Q1041058) (← links)
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions (Q1186650) (← links)
- A class of bivariate distributions including the bivariate logistic (Q1249905) (← links)
- Records from a multivariate normal sample (Q1265994) (← links)
- Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics (Q1324584) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- On the rate of convergence to asymptotic independence between order statistics. (Q1427722) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
- Functional equations involving Sibuya's dependence function (Q1647751) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Second-order expansions for maxima of dynamic bivariate normal copulas (Q1687227) (← links)
- Clustering of high values in random fields (Q1693609) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution (Q1779668) (← links)
- Maxima of normal random vectors: Between independence and complete dependence (Q1822864) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- Distribution-function-based bivariate quantiles. (Q1867144) (← links)
- Asymptotic conditional distribution of exceedance counts: fragility index with different margins (Q1926016) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Daily minimum and maximum temperature simulation over complex terrain (Q1951553) (← links)
- Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Asymptotic behavior of bivariate Gaussian powered extremes (Q2014071) (← links)
- Discrete line integral on uniform grids: probabilistic interpretation and applications (Q2032331) (← links)
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Dynamic bivariate mortality modelling (Q2152246) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- A hierarchical testing procedure for three arm non-inferiority trials (Q2157519) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- Projecting flood-inducing precipitation with a Bayesian analogue model (Q2209862) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
