Pages that link to "Item:Q1595995"

The following pages link to Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author (Q1595995):

Displaying 50 items.

• Model misspecification in peaks over threshold analysis (Q79202) (← links)
• Likelihood estimators for multivariate extremes (Q262538) (← links)
• Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
• A moment estimator for the conditional extreme-value index (Q367216) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Modelling interoccurrence times between ozone peaks in Mexico City in the presence of multiple change points (Q468028) (← links)
• Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
• Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption (Q542965) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) (← links)
• Modelling the clustering of extreme events for short-term risk assessment (Q782718) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Conditioning exceedances on covariate processes (Q906628) (← links)
• Extreme-value analysis of teletraffic data (Q956818) (← links)
• A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
• Downscaling extremes: a comparison of extreme value distributions in point-source and gridded precipitation data (Q977651) (← links)
• A discussion on mean excess plots (Q983173) (← links)
• Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis (Q997304) (← links)
• Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
• Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
• Modeling large claims in non-life insurance (Q1199961) (← links)
• Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
• On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
• On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
• Nonparametric estimation of extreme conditional quantiles with functional covariate (Q1633844) (← links)
• A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
• A time dependent Bayesian nonparametric model for air quality analysis (Q1659491) (← links)
• Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model (Q1674817) (← links)
• A Poisson process reparameterisation for Bayesian inference for extremes (Q1675703) (← links)
• Kernel estimation of extreme regression risk measures (Q1697481) (← links)
• On the longest gap between power-rate arrivals (Q1715533) (← links)
• Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
• Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
• Kernel estimators of extreme level curves (Q1761527) (← links)
• Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
• Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
• Modeling threshold exceedance probabilities of spatially correlated time series (Q1951972) (← links)
• Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
• Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
• Extreme partial least-squares (Q2111063) (← links)
• Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance (Q2138265) (← links)
• Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses (Q2138617) (← links)
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← 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)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)