Pages that link to "Item:Q1887258"

The following pages link to Simulating multivariate extreme value distributions of logistic type (Q1887258):

Displaying 32 items.

• Bayesian model averaging for multivariate extremes (Q130001) (← links)
• Dense classes of multivariate extreme value distributions (Q391525) (← links)
• A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
• A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
• Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
• Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• Moment estimation for multivariate extreme value distribution in a nested logistic model (Q1807957) (← links)
• Multivariate extreme value distribution and its Fisher information matrix (Q1913907) (← links)
• Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
• Principal component analysis for multivariate extremes (Q2044326) (← links)
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (Q2203431) (← links)
• Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
• Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
• The tail dependograph (Q2311601) (← links)
• Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
• Multivariate Archimax copulas (Q2438634) (← links)
• Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
• High-dimensional parametric modelling of multivariate extreme events (Q2802729) (← links)
• An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
• (Q4399153) (← links)
• A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
• Simulation of multivariate extreme values (Q4942508) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• A semi-parametric stochastic generator for bivariate extreme events (Q6540512) (← links)
• Government expenditure on the public education system (Q6548622) (← links)