Modelling non-stationarity in asymptotically independent extremes (Q6626684)

scientific article; zbMATH DE number 7933690

Language	Label	Description	Also known as
English	Modelling non-stationarity in asymptotically independent extremes	scientific article; zbMATH DE number 7933690

Statements

instance of

scholarly article

0 references

title

Modelling non-stationarity in asymptotically independent extremes (English)

0 references

author

Callum J. R. Murphy-Barltrop

0 references

Jennifer L. Wadsworth

0 references

published in

Computational Statistics and Data Analysis

0 references

publication date

29 October 2024

0 references

zbMATH Keywords

extremal dependence

0 references

non-stationary processes

0 references

multivariate extremes

0 references

MaRDI profile type

Publication

0 references

cites work

Residual life time at great age

0 references

On the non-parametric prediction of conditionally stationary sequences

0 references

Spectral Density Ratio Models for Multivariate Extremes

0 references

Time-varying extreme value dependence with application to leading European stock markets

0 references

Generalized Additive Modelling of Sample Extremes

0 references

Modelling time series extremes

0 references

An introduction to statistical modeling of extreme values

0 references

Dependence measures for extreme value analyses

0 references

Models and inference for uncertainty in extremal dependence

0 references

Q4272657

0 references

Q3486670

0 references

On the extremal dependence coefficient of multivariate distributions

0 references

Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data

0 references

Polynomial Pickands functions

0 references

Trends in Extreme Value Indices

0 references

A Conditional Approach for Multivariate Extreme Values (with Discussion)

0 references

A simple general approach to inference about the tail of a distribution

0 references

Modeling Spatial Processes with Unknown Extremal Dependence Class

0 references

Non‐stationary conditional extremes of northern North Sea storm characteristics

0 references

Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model

0 references

Statistics for near independence in multivariate extreme values

0 references

Q4363950

0 references

Bayesian inference for the extremal dependence

0 references

Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

0 references

Non-linear models for extremal dependence

0 references

Regression‐type models for extremal dependence

0 references

Exceedance-based nonlinear regression of tail dependence

0 references

New estimation methods for extremal bivariate return curves

0 references

Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function

0 references

Linking representations for multivariate extremes via a limit set

0 references

INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles

0 references

Statistical inference using extreme order statistics

0 references

Q3771297

0 references

Bivariate extreme value theory: Models and estimation

0 references

A new representation for multivariate tail probabilities

0 references

Modelling Across Extremal Dependence Classes

0 references

Q5268958

0 references

Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts

0 references

Identifiers

zbMATH Open document ID

1547.62027

0 references

Mathematics Subject Classification ID

0 references

0 references

10.1016/J.CSDA.2024.108025

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6626684