Works matching IS 13861999 AND DT 2018 AND VI 21 AND IP 1
Results: 6
Multivariate extreme value copulas with factor and tree dependence structures.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 147, doi. 10.1007/s10687-017-0298-0
- By:
- Publication type:
- Article
Multivariate peaks over thresholds models.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 115, doi. 10.1007/s10687-017-0294-4
- By:
- Publication type:
- Article
Emil J. Gumbel's last course on the "Statistical theory of extreme values": a conversation with Tuncel M. Yegulalp.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 97, doi. 10.1007/s10687-017-0299-z
- By:
- Publication type:
- Article
Tail dimension reduction for extreme quantile estimation.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 57, doi. 10.1007/s10687-017-0300-x
- By:
- Publication type:
- Article
Regular variation of a random length sequence of random variables and application to risk assessment.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 27, doi. 10.1007/s10687-017-0297-1
- By:
- Publication type:
- Article
Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 1, doi. 10.1007/s10687-017-0301-9
- By:
- Publication type:
- Article