Pages that link to "Item:Q4844053"
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The following pages link to Statistical Methods for Multivariate Extremes: An Application to Structural Design (Q4844053):
Displaying 50 items.
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Structural equation modeling of multivariate gamma density (Q467981) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Estimation of parameter of Morgenstern type bivariate exponential distribution using concomitants of order statistics (Q545144) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Environmental contours as Voronoi cells (Q2158813) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- On spatial extremes: with application to a rainfall problem (Q2271339) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Efficient Bayesian sampling inspection for industrial processes based on transformed spatio-temporal data (Q4675956) (← links)
- Simulation of multivariate extreme values (Q4942508) (← links)
- Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
