Pages that link to "Item:Q2338927"

The following pages link to On the block maxima method in extreme value theory: PWM estimators (Q2338927):

Displaying 32 items.

• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
• Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
• Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
• Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
• Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
• The coupling method in extreme value theory (Q2040094) (← links)
• Robust detection of abnormality in highly corrupted medical images (Q2074290) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← 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)
• Estimation of tail probabilities by repeated augmented reality (Q2241522) (← links)
• On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework (Q2345127) (← links)
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
• Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
• Heavy tail index estimation based on block order statistics (Q5036864) (← links)
• Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach (Q5049418) (← links)
• Strong convergence of multivariate maxima (Q5109504) (← links)
• ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
• Tail inference using extreme U-statistics (Q6158215) (← links)
• On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
• Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)
• Empirical Bayes inference for the block maxima method (Q6565317) (← links)
• Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
• Recognizing a spatial extreme dependence structure: a deep learning approach (Q6626446) (← links)
• Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada (Q6626585) (← links)
• An entropy-based validation of threshold selection technique for extreme value analysis and risk assessment (Q6634972) (← links)
• Online prediction of extreme conditional quantiles via B-spline interpolation (Q6657809) (← links)