Pages that link to "Item:Q5254714"
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The following pages link to Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks (Q5254714):
Displaying 10 items.
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Multiple criteria intelligence tracking for detecting extremes from sequences of risk incidents (Q1018906) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Spectral Density Ratio Models for Multivariate Extremes (Q4975414) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)