Pages that link to "Item:Q5743235"
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The following pages link to An <i>M</i>-Estimator of Spatial Tail Dependence (Q5743235):
Displaying 19 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← 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)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- The tail dependograph (Q2311601) (← links)
- Estimating high quantiles based on dependent circular data (Q2314466) (← links)
- Estimating an extreme Bayesian network via scalings (Q2657186) (← links)
- Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) (← links)
- Total positivity in multivariate extremes (Q6136578) (← links)
- General jackknife empirical likelihood and its applications (Q6172934) (← links)
- Full likelihood inference for max-stable data (Q6541493) (← links)
- Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses (Q6601109) (← links)
- Simultaneous autoregressive models for spatial extremes (Q6626377) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
- Maximum likelihood estimation of elliptical tail (Q6656678) (← links)
