Pages that link to "Item:Q5422026"

The following pages link to A Mixture Model for Multivariate Extremes (Q5422026):

Displaying 43 items.

• Extremal attractors of Liouville copulas (Q110549) (← links)
• Bayesian model averaging for multivariate extremes (Q130001) (← links)
• Likelihood estimators for multivariate extremes (Q262538) (← links)
• A mean-constrained finite mixture of normals model (Q310642) (← links)
• An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
• A multivariate extreme value theory approach to anomaly clustering and visualization (Q782638) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
• Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
• Extreme value modelling of water-related insurance claims (Q1647607) (← links)
• Robust bounds in multivariate extremes (Q1704149) (← links)
• On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
• Bayesian analysis of extreme values by mixture modelling (Q1887257) (← links)
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
• Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
• Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
• Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• The space of \(D\)-norms revisited (Q2340039) (← links)
• Bernstein polynomial angular densities of multivariate extreme value distributions (Q2407492) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• (Q4014968) (← links)
• (Q4874072) (← links)
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
• Multivariate modelling of spatial extremes based on copulas (Q4960693) (← links)
• Spectral Density Ratio Models for Multivariate Extremes (Q4975414) (← links)
• Sparse regular variation (Q5013249) (← links)
• Mixture of extreme-value distributions: identifiability and estimation (Q5349180) (← links)
• (Q5879923) (← links)
• Statistical modeling of spatial extremes (Q5962684) (← links)
• Polynomial Pickands functions (Q5963499) (← links)
• Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data (Q6110025) (← links)
• Simulating flood event sets using extremal principal components (Q6161874) (← links)
• Stochastic ordering in multivariate extremes (Q6601110) (← links)
• Modeling multivariate extremes (Q6604377) (← links)
• Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
• Flexible covariate representations for extremes (Q6626165) (← links)
• Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
• Concentration bounds for the empirical angular measure with statistical learning applications (Q6635715) (← links)
• Maximum likelihood estimation of elliptical tail (Q6656678) (← links)