Pages that link to "Item:Q996105"
From MaRDI portal
The following pages link to High risk scenarios and extremes. A geometric approach (Q996105):
Displaying 45 items.
- Group action and shift-compactness (Q425315) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
- The Steinhaus theorem and regular variation: de Bruijn and after (Q740459) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Triangular array limits for continuous time random walks (Q947153) (← links)
- Ergodic theory, abelian groups and point processes induced by stable random fields (Q964783) (← links)
- Meta densities and the shape of their sample clouds (Q972901) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Topological regular variation. I: Slow variation (Q989081) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Multivariate extremes of generalized skew-normal distributions (Q1004275) (← links)
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes (Q1617144) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Exact extreme value, product, and ratio distributions under non-standard assumptions (Q1621951) (← links)
- Functional strong law of large numbers for Betti numbers in the tail (Q2093409) (← links)
- Convergence of persistence diagrams for topological crackle (Q2175001) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- Topological crackle of heavy-tailed moving average processes (Q2280019) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- High-dimensional star-shaped distributions (Q2325269) (← links)
- On \((p_{1},\dots,p_{k})\)-spherical distributions (Q2325275) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Power limits for central order statistics. I. Continuous limit laws (Q2363662) (← links)
- The index theorem of topological regular variation and its applications (Q2389252) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- New power limits for extremes (Q2443886) (← links)
- Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419) (← links)
- Tauberian theorems for matrix regular variation (Q2839392) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Invariant dependence structure under univariate truncation (Q2892899) (← links)
- Asymptotic dependence for light-tailed homothetic densities (Q2898917) (← links)
- Scaling of High-Quantile Estimators (Q3108468) (← links)
- EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
- Asymptotic independence for unimodal densities (Q3578038) (← links)
- Tail asymptotics of light-tailed Weibull-like sums (Q4578296) (← links)
- Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
- LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS (Q5050854) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
- Similarity-based clustering for patterns of extreme values (Q6548801) (← links)
- Central limit theorems and asymptotic independence for local \(U\)-statistics on diverging halfspaces (Q6635735) (← links)
