The following pages link to Trends in Extreme Value Indices (Q6040686):
Displaying 11 items.
- Extremes of associated variables. (Q1423159) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Trend detection for heteroscedastic extremes (Q2303026) (← links)
- Comparison of trend detection methods in GEV models (Q5055133) (← links)
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
- Extreme value inference for heterogeneous power law data (Q6177326) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
- Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
- Modeling Extreme Events: Time-Varying Extreme Tail Shape (Q6626257) (← links)
- Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)