The following pages link to Extremes (Q73763):
Displaying 50 items.
- Editorial: Special issue on marine safety and Rice's formula (Q906599) (← links)
- Note on the estimation of crossing intensity for Laplace moving average (Q906600) (← links)
- Estimation of return values for significant wave height from satellite data (Q906602) (← links)
- A class of non-Gaussian second order random fields (Q906604) (← links)
- Dynamically evolving Gaussian spatial fields (Q906606) (← links)
- Asymptotic properties of near Pfeifer records (Q906607) (← links)
- On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws (Q906610) (← links)
- Extremes of independent Gaussian processes (Q906611) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- A weak law of large numbers for maxima (Q906613) (← links)
- Influence measures and robust estimators of dependence in multivariate extremes (Q906622) (← links)
- Poisson convergence of eigenvalues of circulant type matrices (Q906623) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- Storm processes and stochastic geometry (Q906626) (← links)
- Generalized Pickands' estimators for the tail index parameter and max-semistability (Q906627) (← links)
- Conditioning exceedances on covariate processes (Q906628) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Extremes of independent chi-square random vectors (Q906630) (← links)
- An interview with Laurens de Haan (Q906631) (← links)
- Simulation of Brown-Resnick processes (Q906632) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Extreme value distributions of inclusions in six steels (Q906653) (← links)
- Maxima of moving maxima of continuous functions (Q907278) (← links)
- Discretization of distributions in the maximum domain of attraction (Q907279) (← links)
- Some asymptotic results on extremes of incomplete samples (Q907280) (← links)
- Chord-length distribution functions and Rice formulae. Application to random media (Q907281) (← links)
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
- The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (Q907283) (← links)
- Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912--27.12.1995) (Q907368) (← links)
- The asymptotic distribution of the maxima of a Gaussian random field on a lattice (Q907378) (← links)
- On the characteristic functions for extreme value distributions (Q907379) (← links)
- The influence of sequential extremal processes on the partial sum process (Q907380) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Nonparametric spatial models for extremes: application to extreme temperature data (Q907383) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- The tail behaviour of a random sum of subexponential random variables and vectors (Q928490) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
