Pages that link to "Item:Q3299028"
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The following pages link to Regression‐type models for extremal dependence (Q3299028):
Displaying 18 items.
- Conditional marginal expected shortfall (Q826003) (← links)
- Almost opposite regression dependence in bivariate distributions (Q894860) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures (Q2028571) (← links)
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- One-component regular variation and graphical modeling of extremes (Q2836228) (← links)
- Extreme regression (Q3434123) (← links)
- (Q4363950) (← links)
- Extremile Regression (Q5881158) (← links)
- Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Modeling Extreme Events: Time-Varying Extreme Tail Shape (Q6626257) (← links)
- Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
