The following pages link to ismev (Q23156):
Displaying 50 items.
- Improving parameter estimation using constrained optimization methods (Q4925430) (← links)
- 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)
- 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)
- (Q5069589) (← links)
- Penalized likelihood approach for the four-parameter kappa distribution (Q5073421) (← links)
- Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
- MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions (Q5082826) (← links)
- MEPDF: Multivariate empirical density functions (Q5083986) (← links)
- Leave-One-Out Kernel Density Estimates for Outlier Detection (Q5084456) (← 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)
- (Q5121459) (← links)
- Evolution of Athletic Records: Statistical Effects versus Real Improvements (Q5123266) (← links)
- A Universal QQ-Plot for Continuous Non-homogeneous Populations (Q5123358) (← 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)
- Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model (Q5129006) (← 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)
- (Q5154662) (← links)
- Bias and size corrections in extreme value modeling (Q5160262) (← links)
- On the superposition of heterogeneous traffic at large time scales (Q5168844) (← links)
- (Q5172872) (← links)
