Pages that link to "Item:Q2921615"

The following pages link to MAX-stable models for multivariate extremes (Q2921615):

Displaying 38 items.

• Extremal attractors of Liouville copulas (Q110549) (← links)
• Likelihood estimators for multivariate extremes (Q262538) (← links)
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
• Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
• CRPS M-estimation for max-stable models (Q488104) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay (Q828046) (← links)
• It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
• Families of min-stable multivariate exponential and multivariate extreme value distributions (Q1262654) (← links)
• Models for stationary max-stable random fields (Q1424664) (← links)
• Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
• Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
• Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
• Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
• A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
• Principal component analysis for multivariate extremes (Q2044326) (← links)
• Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
• New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks (Q2273002) (← links)
• Canonical spectral representation for exchangeable max-stable sequences (Q2303028) (← links)
• The tail dependograph (Q2311601) (← links)
• The space of \(D\)-norms revisited (Q2340039) (← links)
• Estimating failure probabilities (Q2348732) (← links)
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
• Multivariate Archimax copulas (Q2438634) (← links)
• High-dimensional parametric modelling of multivariate extreme events (Q2802729) (← links)
• Modelling multivariate extreme value distributions (Q3203865) (← links)
• Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
• Sparse regular variation (Q5013249) (← links)
• Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)
• Multivariate extremes over a random number of observations (Q5152171) (← links)
• Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
• (Q5879923) (← links)
• Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences (Q6547788) (← links)
• Max-convolution processes with random shape indicator kernels (Q6596184) (← links)
• Advances in statistical modeling of spatial extremes (Q6602343) (← links)
• Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
• Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions (Q6621626) (← links)
• Multivariate Sparse Clustering for Extremes (Q6631691) (← links)