Pages that link to "Item:Q5943006"

The following pages link to An introduction to statistical modeling of extreme values (Q5943006):

Displaying 50 items.

• Discrimination of psychotropic drugs over‐consumers using a threshold exceedance based approach (Q4969884) (← links)
• Extreme value methods for modelling historical series of large volcanic magnitudes (Q4970575) (← links)
• Extreme first passage times of piecewise deterministic Markov processes (Q4990881) (← links)
• Synchronisation conditions in the Kuramoto model and their relationship to seminorms (Q5000115) (← links)
• A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere (Q5006960) (← links)
• (Q5011451) (← links)
• Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution (Q5015929) (← links)
• Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
• An Extreme Value Analysis Of Advanced Age Mortality Data (Q5018742) (← links)
• On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
• Modeling Malicious Hacking Data Breach Risks (Q5027904) (← links)
• Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
• Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
• Investigating precipitation extremes in South Carolina with focus on the state's October 2015 precipitation event (Q5036505) (← links)
• An intermediate muth distribution with increasing failure rate (Q5046815) (← links)
• Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach (Q5049418) (← links)
• Comparison of trend detection methods in GEV models (Q5055133) (← links)
• Bayesian time-varying quantile regression on exceedance (Q5058306) (← links)
• (Q5066201) (← links)
• Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
• Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling (Q5066459) (← links)
• Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty (Q5066495) (← links)
• Primordial black holes from broad spectra: abundance and clustering (Q5067447) (← links)
• (Q5069589) (← links)
• Penalized likelihood approach for the four-parameter kappa distribution (Q5073421) (← links)
• Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
• MEPDF: Multivariate empirical density functions (Q5083986) (← links)
• Leave-One-Out Kernel Density Estimates for Outlier Detection (Q5084456) (← links)
• DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL (Q5088805) (← links)
• Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics (Q5097837) (← links)
• On the performance of the Bayesian composite likelihood estimation of max-stable processes (Q5106978) (← links)
• Strong convergence of multivariate maxima (Q5109504) (← links)
• (Q5121459) (← links)
• Generalized Gumbel distribution (Q5123509) (← links)
• Full Bayesian significance test for extremal distributions (Q5124806) (← links)
• Statistical learning theory for fitting multimodal distribution to rainfall data: an application (Q5124935) (← links)
• Multivariate extreme value analysis and its relevance in a metallographical application (Q5128606) (← links)
• A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144) (← links)
• Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
• Spatial modeling of extreme rainfall in northeast Thailand (Q5130297) (← links)
• Analysis and Simulation of Extremes and Rare Events in Complex Systems (Q5131679) (← links)
• Co-authorship networks and scientific performance: an empirical analysis using the generalized extreme value distribution (Q5137991) (← links)
• Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)
• Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
• L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data (Q5138978) (← links)
• A primer on Bayesian distributional regression (Q5142206) (← links)
• Optimization of Quasi-convex Function over Product Measure Sets (Q5147035) (← links)
• CAN A REGIONAL CLIMATE MODEL REPRODUCE OBSERVED EXTREME TEMPERATURES (Q5148622) (← links)
• Predicting the COVID-19 Spread Using Compartmental Model and Extreme Value Theory with Application to Egypt and Iraq (Q5153018) (← links)
• (Q5154662) (← links)