Pages that link to "Item:Q3551039"
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The following pages link to A New Class of Models for Bivariate Joint Tails (Q3551039):
Displaying 36 items.
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (Q2028587) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- On the tail behaviour of aggregated random variables (Q2079609) (← links)
- Regression-type analysis for multivariate extreme values (Q2093406) (← links)
- Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case (Q2244594) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Asymptotic independence for unimodal densities (Q3578038) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- Statistics for near independence in multivariate extreme values (Q3837347) (← links)
- Spectral Density Ratio Models for Multivariate Extremes (Q4975414) (← links)
- Sparse regular variation (Q5013249) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE (Q5204667) (← links)
- Modelling Across Extremal Dependence Classes (Q5378159) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- New estimation methods for extremal bivariate return curves (Q6626603) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
