The following pages link to ismev (Q23156):
Displaying 50 items.
- Tolerance intervals in statistical software and robustness under model misspecification (Q2129243) (← links)
- How do mobility restrictions and social distancing during COVID-19 affect oil price? (Q2136047) (← links)
- Extreme events in dynamical systems and random walkers: a review (Q2144474) (← links)
- Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
- Spatial generalized linear models with non-Gaussian translation processes (Q2163485) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data (Q2174726) (← links)
- Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368) (← links)
- A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3 (Q2179884) (← links)
- Distribution of extreme first passage times of diffusion (Q2184651) (← links)
- On distributionally robust extreme value analysis (Q2191428) (← links)
- A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (Q2194342) (← links)
- On pricing approximate queries (Q2195392) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- State-space models for maxima precipitation (Q2197344) (← links)
- Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (Q2203431) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Extreme value theory for long-range-dependent stable random fields (Q2209306) (← links)
- Generalized dimensions, large deviations and the distribution of rare events (Q2223395) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- Practical issues with modeling extreme Brazilian rainfall (Q2233636) (← links)
- Regression models for change point data in extremes (Q2233641) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Spatio-temporal modelling of extreme storms (Q2258573) (← links)
- A hierarchical model for the analysis of spatial rainfall extremes (Q2259827) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Computing bounds on the expected maximum of correlated normal variables (Q2270188) (← links)
- Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks (Q2273002) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Topological crackle of heavy-tailed moving average processes (Q2280019) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Exploration of probabilistic mould growth assessment (Q2284577) (← links)
- Extreme-value-theoretic estimation of local intrinsic dimensionality (Q2287722) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Determinants of high crude oil price: a nonstationary extreme value approach (Q2301217) (← links)
- Trend detection for heteroscedastic extremes (Q2303026) (← links)
- Are extreme value estimation methods useful for network data? (Q2303029) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
- A multi-period multi-commodity lot-sizing problem with supplier selection, storage selection and discounts for the process industry (Q2312332) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
- Spatial prediction using bivariate exponential distribution (Q2319540) (← links)
- Extreme value theory in medical sciences: modeling total high cholesterol levels (Q2320782) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
