Pages that link to "Item:Q882888"
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The following pages link to Multivariate generalized Pareto distributions (Q882888):
Displaying 50 items.
- Efficient inference and simulation for elliptical Pareto processes (Q110572) (← links)
- Extremes on river networks (Q262381) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- A note on tail dependence regression (Q391808) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- Testing for a multivariate generalized Pareto distribution (Q626274) (← links)
- Some notes on extremal discriminant analysis (Q642227) (← links)
- A flexible family of multivariate Pareto distributions (Q808128) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
- Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
- Univariate and bivariate GPD methods for predicting extreme wind storm losses (Q1023094) (← links)
- Some properties and characterizations for generalized multivariate Pareto distributions (Q1421856) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- The generalized extreme value distribution (Q1927324) (← links)
- Sensitivity of the limit shape of sample clouds from meta densities (Q1932235) (← links)
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
- Testing for a generalized Pareto process (Q1950879) (← links)
- Improved inference for the generalized Pareto distribution (Q1994025) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Climate extreme event attribution using multivariate peaks-over-thresholds modeling and counterfactual theory (Q2044257) (← links)
- A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Predictive compound risk models with dependence (Q2212152) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
- Coupon collector's problem and generalized Pareto distributions (Q2431578) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- A multivariate generalized Burr-Gamma distribution (Q2771485) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
