Pages that link to "Item:Q626274"
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The following pages link to Testing for a multivariate generalized Pareto distribution (Q626274):
Displaying 11 items.
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
- Testing for a generalized Pareto process (Q1950879) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- Application of the Kolmogorov–Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index (Q3085304) (← links)
- (Q4686961) (← links)
- Testing for trends in excesses over a threshold using the generalized Pareto distribution (Q5142048) (← links)