Pages that link to "Item:Q262538"

The following pages link to Likelihood estimators for multivariate extremes (Q262538):

Displaying 34 items.

• Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
• Extremal attractors of Liouville copulas (Q110549) (← links)
• A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
• Non-stationary dependence structures for spatial extremes (Q321454) (← links)
• Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Multivariate peaks over thresholds models (Q1744179) (← links)
• Sensitivity of the limit shape of sample clouds from meta densities (Q1932235) (← links)
• Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
• Parametric models for distributions when interest is in extremes with an application to daily temperature (Q2028588) (← links)
• Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory (Q2044257) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• A comparative tour through the simulation algorithms for max-stable processes (Q2075789) (← links)
• Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude (Q2135353) (← links)
• High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
• Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
• Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities (Q3391110) (← links)
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
• On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions (Q3455816) (← links)
• (Q3678467) (← links)
• Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (Q4632674) (← links)
• Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models (Q4958339) (← links)
• A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data (Q5086084) (← 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)
• Neural networks for parameter estimation in intractable models (Q6115548) (← links)
• Full likelihood inference for max-stable data (Q6541493) (← links)
• Distributed Inference for Spatial Extremes Modeling in High Dimensions (Q6567924) (← links)
• Advances in statistical modeling of spatial extremes (Q6602343) (← links)
• Transformed-linear models for time series extremes (Q6604023) (← links)
• Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
• Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (Q6621626) (← links)
• Simultaneous autoregressive models for spatial extremes (Q6626377) (← links)