Pages that link to "Item:Q2435257"
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The following pages link to A new representation for multivariate tail probabilities (Q2435257):
Displaying 17 items.
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Exchangeable random partitions from max-infinitely-divisible distributions (Q1726841) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- A crossinggram for random fields on lattices (Q6146227) (← links)
- Sub-asymptotic motivation for new conditional multivariate extreme models (Q6541814) (← links)
- New estimation methods for extremal bivariate return curves (Q6626603) (← links)
- Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
