Pages that link to "Item:Q4665873"

The following pages link to Inference for Clusters of Extreme Values (Q4665873):

Displaying 50 items.

• Model misspecification in peaks over threshold analysis (Q79202) (← links)
• Estimation of the extremal index using censored distributions (Q83310) (← links)
• An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Likelihood estimation of the extremal index (Q111096) (← links)
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
• A Markov-switching model for heat waves (Q288559) (← links)
• Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
• Estimating the upcrossings index (Q384754) (← links)
• Modeling clusters of extreme values (Q483518) (← links)
• A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
• Modelling the clustering of extreme events for short-term risk assessment (Q782718) (← links)
• Extremal clustering in non-stationary random sequences (Q825998) (← links)
• Statistical inference for inter-arrival times of extreme events in bursty time series (Q829734) (← links)
• Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network (Q832114) (← links)
• Leader nodes in communities for information spreading (Q832130) (← links)
• Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
• The extremal index for GARCH(1,1) processes (Q907366) (← links)
• A software review for extreme value analysis (Q907385) (← links)
• Vector generalized linear and additive extreme value models (Q928489) (← links)
• Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Bayesian inference for clustered extremes (Q1003325) (← links)
• Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model (Q1674817) (← links)
• \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
• Clusters of extremes: modeling and examples (Q1692076) (← links)
• The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles (Q1792637) (← links)
• New estimators for the extremal index and other cluster characteristics (Q1880890) (← links)
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
• A sliding blocks estimator for the extremal index (Q1952012) (← links)
• Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• Basin-wide spatial conditional extremes for severe ocean storms (Q2028585) (← links)
• Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
• Extremal clustering under moderate long range dependence and moderately heavy tails (Q2074983) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
• Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
• Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
• Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)