Pages that link to "Item:Q5379908"
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The following pages link to Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (Q5379908):
Displaying 37 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- A characterization of the normal distribution using stationary max-stable processes (Q262526) (← links)
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment (Q347148) (← links)
- CRPS M-estimation for max-stable models (Q488104) (← links)
- Max-stable processes and stationary systems of Lévy particles (Q491189) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- Exploration and inference in spatial extremes using empirical basis functions (Q2009121) (← links)
- Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes (Q2028570) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- A comparative tour through the simulation algorithms for max-stable processes (Q2075789) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes (Q2244472) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- Probabilities of Concurrent Extremes (Q3121180) (← links)
- Equivalent representations of max-stable processes via ℓ<sup><i>p</i></sup>-norms (Q4684926) (← links)
- Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling (Q5066459) (← links)
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
- Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
- Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387) (← links)
- A Space-Time Skew-<i>t</i> Model for Threshold Exceedances (Q6079970) (← links)
- Total positivity in multivariate extremes (Q6136578) (← links)
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
- The extremes of dependent chi-processes attracted by the Brown-Resnick process (Q6192421) (← links)
- Model-based inference of conditional extreme value distributions with hydrological applications (Q6626108) (← links)
