Pages that link to "Item:Q1742736"
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The following pages link to Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736):
Displaying 27 items.
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Multivariate distributions with generalized Pareto conditionals (Q689527) (← links)
- A flexible family of multivariate Pareto distributions (Q808128) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Some properties of the homogeneous multivariate Pareto (IV) distribution (Q1340278) (← links)
- Some properties and characterizations for generalized multivariate Pareto distributions (Q1421856) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory (Q2044257) (← links)
- Principal component analysis for multivariate extremes (Q2044326) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Multivariate Pareto Distributions: Inference and Financial Applications (Q3566549) (← links)
- Some Related Minima Stability and Minima Infinite Divisibility of the General Multivariate Pareto Distributions (Q3622066) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations (Q5881140) (← links)
- Joint stochastic simulation of extreme coastal and offshore significant wave heights (Q6138647) (← links)
- A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (Q6149574) (← links)
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
- Advances in statistical modeling of spatial extremes (Q6602343) (← links)
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (Q6621626) (← links)
