The following pages link to Bivariate extreme statistics. I (Q773011):
Displaying 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Extremal properties of the skew-\(t\) distribution (Q273767) (← links)
- Characterizations of the class of bivariate Gompertz distributions (Q276986) (← links)
- A Markov-switching model for heat waves (Q288559) (← links)
- Dynamic bivariate normal copula (Q295132) (← links)
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- A class of continuous bivariate distributions with linear sum of hazard gradient components (Q347264) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Estimation of a measure of local correlation for independent samples and time series data (Q361230) (← links)
- Bivariate high-level exceedance and the Chen-Stein theorem in genomics multiple hypothesis testing perspectives (Q383945) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Dependence between two multivariate extremes (Q633053) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays (Q866606) (← links)
- On the max-domain of attractions of bivariate elliptical arrays (Q881411) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Maxima of a triangular array of multivariate Gaussian sequence (Q893960) (← links)
- Influence measures and robust estimators of dependence in multivariate extremes (Q906622) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- A characterization of Gumbel's family of extreme value distributions (Q914296) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Modelling total tail dependence along diagonals (Q939329) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
