Pages that link to "Item:Q4311661"
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The following pages link to Multivariate extreme‐value distributions with applications to environmental data (Q4311661):
Displaying 36 items.
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Limiting distributions of maxima under triangular schemes (Q604350) (← links)
- Some notes on extremal discriminant analysis (Q642227) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation (Q954662) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652) (← links)
- The vine philosopher (Q1696999) (← links)
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- Interpolation of precipitation extremes on a large domain toward IDF curve construction at unmonitored locations (Q2102962) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
- Maxima of independent, non-identically distributed Gaussian vectors (Q2345114) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- A new flexible extreme value model for modeling the extreme value data, with an application to environmental data (Q2407516) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
- Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000) (← links)
- Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach (Q2700536) (← links)
- Modelling multivariate extreme value distributions (Q3203865) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- On a construction of multivariate distributions given some multidimensional marginals (Q5203945) (← links)
- Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
- Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045) (← links)
- Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data (Q6110025) (← links)
- Vine copula structure representations using graphs and matrices (Q6495088) (← links)
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox (Q6581514) (← links)
- Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada (Q6626585) (← links)
- Vines and MAT-labeled graphs (Q6656601) (← links)
