Pages that link to "Item:Q3203865"

The following pages link to Modelling multivariate extreme value distributions (Q3203865):

Displaying 50 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• Extreme Dependence Models (Q73770) (← links)
• A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
• Bayesian model averaging for multivariate extremes (Q130001) (← links)
• Dense classes of multivariate extreme value distributions (Q391525) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
• A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
• Detecting a conditional extreme value model (Q650748) (← links)
• Parametric families of multivariate distributions with given margins (Q689348) (← links)
• Extending statistics of extremes to distributions varying in position and scale and the implications for race models (Q701130) (← links)
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
• Multivariate generalized Pareto distributions (Q882888) (← links)
• Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
• Conditional independence among max-stable laws (Q893441) (← links)
• Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
• Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
• Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
• A Bayesian bivariate failure time regression model. (Q1274150) (← links)
• Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
• Sea and wind: multivariate extremes at work (Q1294760) (← links)
• The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
• On the trivariate extreme value distributions (Q1416469) (← links)
• An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
• Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
• A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Robust bounds in multivariate extremes (Q1704149) (← links)
• Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
• Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Extreme value modeling under power normalization (Q1792375) (← links)
• Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
• A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
• Non-linear models for extremal dependence (Q2011517) (← links)
• A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
• Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
• State-space models for maxima precipitation (Q2197344) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
• Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)