Pages that link to "Item:Q5378145"
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The following pages link to Estimation of Extreme Quantiles for Functions of Dependent Random Variables (Q5378145):
Displaying 16 items.
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Perturbed empirical distribution functions and quantiles under dependence (Q1900324) (← links)
- Quantile predictions for elliptical random fields (Q2011511) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Estimating high quantiles based on dependent circular data (Q2314466) (← links)
- Bounds for quantile-based risk measures of functions of dependent random variables (Q2915291) (← links)
- Testing extreme value copulas to estimate the quantile (Q2920839) (← links)
- (Q3571616) (← links)
- Estimation of Extreme Depth-Based Quantile Regions (Q5381086) (← links)
- Extreme quantile regression for tail single-index varying-coefficient models (Q6106239) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
- Can we weather proof our insurance? (Q6625840) (← links)
