The following pages link to Extremes (Q73763):
Displaying 50 items.
- Ridge regression estimators for the extreme value index (Q2311597) (← links)
- Managing local dependencies in asymptotic theory for maxima of stationary random fields (Q2311599) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- The tail dependograph (Q2311601) (← links)
- Extremes of stationary random fields on a lattice (Q2322837) (← links)
- On maximum of Gaussian random field having unique maximum point of its variance (Q2322838) (← links)
- Extremes of spherical fractional Brownian motion (Q2322839) (← links)
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (Q2340035) (← links)
- Rice formula for processes with jumps and applications (Q2340036) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- The space of \(D\)-norms revisited (Q2340039) (← links)
- On probability of high extremes for product of two independent Gaussian stationary processes (Q2340040) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- On the asymptotic distribution of the multinomial maximum with an increasing number of classes (Q2352974) (← links)
- Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
- Distribution of the height of local maxima of Gaussian random fields (Q2352976) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Exact simulation of Brown-Resnick random fields at a finite number of locations (Q2352979) (← links)
- On relative stability and weighted laws of large numbers (Q2363658) (← links)
- Limit theorems for counting variables based on records and extremes (Q2363659) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Power limits for central order statistics. I. Continuous limit laws (Q2363662) (← links)
- Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem (Q2363663) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) (← links)
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays (Q2363667) (← links)
- A general estimator for the right endpoint with an application to supercentenarian women's records (Q2363668) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme (Q2375845) (← links)
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Consistency of Hill estimators in a linear preferential attachment model (Q2417998) (← links)
- Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
- Endpoint estimation for observations with normal measurement errors (Q2418000) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
- Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set (Q2418003) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Extreme value theory with operator norming (Q2443883) (← links)
- Estimation of the tail index for lattice-valued sequences (Q2443884) (← links)
- Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
- New power limits for extremes (Q2443886) (← links)
- The convex hull of consecutive pairs of observations from some time series models (Q2443887) (← links)
