The following pages link to Extremes (Q73763):
Displaying 50 items.
- On certain exponential regularity for Gaussian processes (Q2463673) (← links)
- Extreme VaR scenarios in higher dimensions (Q2463674) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- The subexponentiality of products revisited (Q2463677) (← links)
- Tail fit and the Zipf-Pareto law (Q2463679) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- A new method for modelling the space variability of significant wave heights (Q2463682) (← links)
- Extreme value theory in some statistical analysis of genomic sequences (Q2463683) (← links)
- A two-step sequential procedure for detecting an epidemic change (Q2463684) (← links)
- Precise asymptotics for a type of order statistics (Q2463685) (← links)
- Limit distributions of upper order statistics for families of multivariate distributions (Q2463686) (← links)
- Modelling of extreme wave heights and periods through copulas (Q2463688) (← links)
- Limit distributions for the bivariate geometric maxima (Q2463689) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- Convergence of tail sum for records (Q2463695) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\) (Q2463698) (← links)
- On testing extreme value conditions (Q2463699) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Asymptotic Poisson character of extremes in non-stationary Gaussian models (Q2488433) (← links)
- Extremes of normed empirical moment generating function processes (Q2488434) (← links)
- On the relative approximation error of the generalized Pareto approximation for a high quantile (Q2488436) (← links)
- Extremes of integer-valued moving average models with exponential type tails (Q2488437) (← links)
- Condition for convergence of maxima of random triangular arrays (Q2488438) (← links)
- Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Cycle range distributions for Gaussian processes -- exact and approximative results (Q2488444) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Criteria for convergence of the number of near maxima for long tails (Q2488447) (← links)
- Stability of maxima of random variables with multidimensional indices (Q2488448) (← links)
- On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails (Q2488449) (← links)
- Discrete and continuous time extremes of Gaussian processes (Q2488450) (← links)
- Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes (Q2488451) (← links)
- On lower tail probabilities of positive random sums (Q2488452) (← links)
- Smoothing sample extremes with dynamic models (Q2488453) (← links)
- Robust and efficient estimation for the generalized Pareto distribution (Q2488456) (← links)
- Models and inference for corrosion pit depth data (Q2488459) (← links)
- On rates of uniform convergence of lower extreme generalized order statistics (Q2488460) (← links)
- Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
- Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend (Q2488463) (← links)
- Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (Q2488464) (← links)
- Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465) (← links)
- Existence of multivariate max-universal laws (Q2488466) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Some asymptotic results for the number of generalized records (Q2488469) (← links)
- Partial sum process for records (Q2488470) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
