Pages that link to "Item:Q2921614"

The following pages link to A review of extreme value threshold estimation and uncertainty quantification (Q2921614):

Displaying 50 items.

• Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
• Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
• A simple generalisation of the Hill estimator (Q130015) (← links)
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
• Time-varying extreme pattern with dynamic models (Q285844) (← links)
• Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
• Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
• Threshold selection in univariate extreme value analysis (Q826008) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
• Fast computation of large scale marginal extremes with multi-dimensional covariates (Q1659506) (← links)
• Automated selection of \(r\) for the \(r\) largest order statistics approach with adjustment for sequential testing (Q1703831) (← links)
• Extreme value-based methods for modeling elk yearly movements (Q1722629) (← links)
• Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
• A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge (Q1792629) (← links)
• INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (Q1792632) (← links)
• Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
• Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
• Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
• A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
• Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude (Q2135353) (← links)
• Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
• Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
• A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting (Q2273005) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
• Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
• Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
• Regression models for exceedance data: a new approach (Q2664999) (← links)
• An optimal threshod selection approach for the value at risk of the extreme events (Q2680664) (← links)
• US stock returns: are there seasons of excesses? (Q4554515) (← links)
• How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
• Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (Q4632674) (← links)
• Regression models for time-varying extremes (Q4960542) (← links)
• Bayesian time-varying quantile regression on exceedance (Q5058306) (← links)
• (Q5069589) (← links)
• Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
• Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
• A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144) (← links)
• Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)
• Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test (Q5140094) (← links)
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
• Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death (Q5379234) (← links)
• ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
• Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)
• Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)