nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Accounting for threshold uncertainty in extreme value estimation
|
Tancredi, Andrea |
|
2006 |
|
2 |
p. 87-106 |
artikel |
2 |
A class of non-Gaussian second order random fields
|
Åberg, Sofia |
|
2010 |
|
2 |
p. 187-222 |
artikel |
3 |
A Class of Tests on the Tail Index
|
Jana Jureková |
|
2001 |
|
2 |
p. 165-183 19 p. |
artikel |
4 |
A Class of Tests on the Tail Index
|
Jurečková, Jana |
|
2001 |
|
2 |
p. 165-183 |
artikel |
5 |
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes
|
Cisneros, Daniela |
|
|
|
2 |
p. 301-330 |
artikel |
6 |
A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling
|
Schliep, Erin M. |
|
2009 |
|
2 |
p. 219-239 |
artikel |
7 |
A continuous updating weighted least squares estimator of tail dependence in high dimensions
|
Einmahl, John H. J. |
|
2017 |
|
2 |
p. 205-233 |
artikel |
8 |
A marginal modelling approach for predicting wildfire extremes across the contiguous United States
|
D’Arcy, Eleanor |
|
|
|
2 |
p. 381-398 |
artikel |
9 |
A measure of dependence for stable distributions
|
Alparslan, Uğur Tuncay |
|
2016 |
|
2 |
p. 303-323 |
artikel |
10 |
Analysis of wildfires and their extremes via spatial quantile autoregressive model
|
Lee, Jongmin |
|
|
|
2 |
p. 353-379 |
artikel |
11 |
An Extremal Limit Theorem for the Argmax Process of Brownian Motion Minus a Parabolic Drift
|
Gerard Hooghiemstra |
|
1998 |
|
2 |
p. 215-240 26 p. |
artikel |
12 |
An Extremal Limit Theorem for the Argmax Process of Brownian Motion Minus a Parabolic Drift
|
Hooghiemstra, Gerard |
|
1998 |
|
2 |
p. 215-240 |
artikel |
13 |
An Isobar-Surfaces Approach to Multidimensional Outlier-Proneness
|
Marie-Francoise Barme-Delcroix |
|
2002 |
|
2 |
p. 131-144 14 p. |
artikel |
14 |
An Isobar-Surfaces Approach to Multidimensional Outlier-Proneness
|
Barme-Delcroix, Marie-Francoise |
|
2002 |
|
2 |
p. 131-144 |
artikel |
15 |
A Poisson process reparameterisation for Bayesian inference for extremes
|
Sharkey, Paul |
|
2016 |
|
2 |
p. 239-263 |
artikel |
16 |
A regionalisation approach for rainfall based on extremal dependence
|
Saunders, K. R. |
|
|
|
2 |
p. 215-240 |
artikel |
17 |
A spatio-temporal dynamic regression model for extreme wind speeds
|
Mahmoudian, Behzad |
|
2014 |
|
2 |
p. 221-245 |
artikel |
18 |
Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes
|
Chen, Wanfang |
|
|
|
2 |
p. 267-292 |
artikel |
19 |
Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
|
Albert, Clément |
|
|
|
2 |
p. 349-380 |
artikel |
20 |
Asymptotic Expansions for the Distribution of the Maximum of Gaussian Random Fields
|
JEAN-MARC AZAÏS |
|
2002 |
|
2 |
p. 181-212 32 p. |
artikel |
21 |
Asymptotic Expansions for the Distribution of the Maximum of Gaussian Random Fields
|
AZAÏS, JEAN-MARC |
|
2002 |
|
2 |
p. 181-212 |
artikel |
22 |
Asymptotic Properties of Sums of Upper Records
|
Arup Bose |
|
2003 |
|
2 |
p. 147-164 18 p. |
artikel |
23 |
Asymptotic Properties of Sums of Upper Records
|
Bose, Arup |
|
2003 |
|
2 |
p. 147-164 |
artikel |
24 |
A Test for Nonlinearity of Time Series with Infinite Variance
|
Sidney Resnick |
|
2000 |
|
2 |
p. 145-172 28 p. |
artikel |
25 |
A Test for Nonlinearity of Time Series with Infinite Variance
|
Resnick, Sidney |
|
2000 |
|
2 |
p. 145-172 |
artikel |
26 |
Basin-wide spatial conditional extremes for severe ocean storms
|
Shooter, Rob |
|
|
|
2 |
p. 241-265 |
artikel |
27 |
Bias correction in extreme value statistics with index around zero
|
Cai, Juan-Juan |
|
2012 |
|
2 |
p. 173-201 |
artikel |
28 |
Book review: quantitative risk management: concepts, techniques and tools, revised edition, by A.F. McNeil, R. Frey and P. Embrechts. Princeton University Press, 2015, ISBN 978-0-691-16627-8, xix + 700 pp.
|
Zhou, Chen |
|
2017 |
|
2 |
p. 489-491 |
artikel |
29 |
Book Review: Scan Statistics and Applications, edited by J. Glaz and N. Balakrishnan. A volume in the Statistics for Industry and Technology series, Birkhäuser, 1999, ISBN 0-8176-4041-X, 368 pp., 10 illus., 79.95
|
Malgorzata Roos |
|
2000 |
|
2 |
p. 197-199 3 p. |
artikel |
30 |
Book Review: Scan Statistics and Applications, edited by J. Glaz and N. Balakrishnan. A volume in the “Statistics for Industry and Technology” series, Birkhäuser, 1999, ISBN 0-8176-4041-X, 368 pp., 10 illus., $79.95
|
Roos, Malgorzata |
|
2000 |
|
2 |
p. 197-199 |
artikel |
31 |
Certain bivariate distributions and random processes connected with maxima and minima
|
Kozubowski, Tomasz J. |
|
2018 |
|
2 |
p. 315-342 |
artikel |
32 |
Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
|
Gardes, Laurent |
|
2010 |
|
2 |
p. 177-204 |
artikel |
33 |
Confidence Intervals and Accuracy Estimation for Heavy-Tailed Generalized Pareto Distributions
|
Nader Tajvidi |
|
2003 |
|
2 |
p. 111-123 13 p. |
artikel |
34 |
Confidence Intervals and Accuracy Estimation for Heavy-Tailed Generalized Pareto Distributions
|
Tajvidi, Nader |
|
2003 |
|
2 |
p. 111-123 |
artikel |
35 |
Convergence of tail sum for records
|
Bose, Arup |
|
2006 |
|
2 |
p. 151-168 |
artikel |
36 |
Correction to: Estimation and uncertainty quantification for extreme quantile regions
|
Beranger, Boris |
|
|
|
2 |
p. 377-378 |
artikel |
37 |
Coupled Continuous Time Random Maxima
|
Hees, Katharina |
|
2017 |
|
2 |
p. 235-259 |
artikel |
38 |
Criteria for Convergence of the Number of Near Maxima for Long Tails
|
Pakes, Anthony G. |
|
2005 |
|
2 |
p. 123-134 |
artikel |
39 |
Dependence Between Extreme Values of Discrete and Continuous Time Locally Stationary Gaussian Processes
|
Hüsler, J. |
|
2005 |
|
2 |
p. 179-190 |
artikel |
40 |
Dependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data
|
Hsing, Tailen |
|
2005 |
|
2 |
p. 99-121 |
artikel |
41 |
Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment
|
Fowler, Hayley J. |
|
2010 |
|
2 |
p. 241-267 |
artikel |
42 |
Detecting distributional changes in samples of independent block maxima using probability weighted moments
|
Kojadinovic, Ivan |
|
2016 |
|
2 |
p. 417-450 |
artikel |
43 |
Detecting tail behavior: mean excess plots with confidence bounds
|
Das, Bikramjit |
|
2015 |
|
2 |
p. 325-349 |
artikel |
44 |
Discrete and Continuous Time Extremes of Gaussian Processes
|
Piterbarg*, Vladimir I. |
|
2005 |
|
2 |
p. 161-177 |
artikel |
45 |
Distribution of the height of local maxima of Gaussian random fields
|
Cheng, Dan |
|
2014 |
|
2 |
p. 213-240 |
artikel |
46 |
Diversification limit of quantiles under dependence uncertainty
|
Bignozzi, Valeria |
|
2016 |
|
2 |
p. 143-170 |
artikel |
47 |
Dynamically evolving Gaussian spatial fields
|
Baxevani, Anastassia |
|
2010 |
|
2 |
p. 223-251 |
artikel |
48 |
Dynamic tail inference with log-Laplace volatility
|
Chavez, Gordon V. |
|
|
|
2 |
p. 287-315 |
artikel |
49 |
Editorial: EVA 2021 data challenge on spatiotemporal prediction of wildfire extremes in the USA
|
Opitz, Thomas |
|
|
|
2 |
p. 241-250 |
artikel |
50 |
Editorial: Special issue on marine safety and Rice’s formula
|
Rootzén, Holger |
|
2011 |
|
2 |
p. 153-155 |
artikel |
51 |
Editorial: special issue on statistics of extremes in weather and climate
|
Katz, Richard W. |
|
2010 |
|
2 |
p. 107-108 |
artikel |
52 |
Editorial to the special issue: Statistical modeling of environmental extremes
|
Cooley, Dan |
|
|
|
2 |
p. 197-198 |
artikel |
53 |
Estimating extreme bivariate quantile regions
|
Einmahl, John H. J. |
|
2012 |
|
2 |
p. 121-145 |
artikel |
54 |
Estimating the Mean of Heavy-Tailed Distributions
|
Joachim Johansson |
|
2003 |
|
2 |
p. 91-109 19 p. |
artikel |
55 |
Estimating the Mean of Heavy-Tailed Distributions
|
Johansson, Joachim |
|
2003 |
|
2 |
p. 91-109 |
artikel |
56 |
Estimation and uncertainty quantification for extreme quantile regions
|
Beranger, Boris |
|
|
|
2 |
p. 349-375 |
artikel |
57 |
Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process
|
Kulik, Rafał |
|
2012 |
|
2 |
p. 203-239 |
artikel |
58 |
Estimation of return values for significant wave height from satellite data
|
Rychlik, Igor |
|
2010 |
|
2 |
p. 167-186 |
artikel |
59 |
Estimation of the extremal index using censored distributions
|
Holešovský, Jan |
|
|
|
2 |
p. 197-213 |
artikel |
60 |
Estimation of Value at Risk by Extreme Value Methods
|
Sarah Lauridsen |
|
2000 |
|
2 |
p. 107-144 38 p. |
artikel |
61 |
Estimation of Value at Risk by Extreme Value Methods
|
Lauridsen, Sarah |
|
2000 |
|
2 |
p. 107-144 |
artikel |
62 |
Exact simulation of Brown-Resnick random fields at a finite number of locations
|
Dieker, A. B. |
|
2015 |
|
2 |
p. 301-314 |
artikel |
63 |
Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds
|
Cheng, Dan |
|
2016 |
|
2 |
p. 475-487 |
artikel |
64 |
Extremal dependence measure and extremogram: the regularly varying case
|
Larsson, Martin |
|
2011 |
|
2 |
p. 231-256 |
artikel |
65 |
Extremal Forex Returns in Extremely Large Data Sets
|
Michel M. Dacorogna |
|
2001 |
|
2 |
p. 105-127 23 p. |
artikel |
66 |
Extremal Forex Returns in Extremely Large Data Sets
|
Dacorogna, Michel M. |
|
2001 |
|
2 |
p. 105-127 |
artikel |
67 |
Extremal lifetimes of persistent cycles
|
Chenavier, Nicolas |
|
|
|
2 |
p. 299-330 |
artikel |
68 |
Extremal linkage networks
|
Heydenreich, Markus |
|
|
|
2 |
p. 229-255 |
artikel |
69 |
Extremal Processes with One Jump
|
A.A. Balkema |
|
2000 |
|
2 |
p. 173-195 23 p. |
artikel |
70 |
Extremal Processes with One Jump
|
Balkema, A.A. |
|
2000 |
|
2 |
p. 173-195 |
artikel |
71 |
Extremal shot noises, heavy tails and max-stable random fields
|
Dombry, Clément |
|
2011 |
|
2 |
p. 129-158 |
artikel |
72 |
Extremes of censored and uncensored lifetimes in survival data
|
Maller, Ross |
|
|
|
2 |
p. 331-361 |
artikel |
73 |
Extremes of Gaussian random fields with regularly varying dependence structure
|
Dȩbicki, Krzysztof |
|
2016 |
|
2 |
p. 333-392 |
artikel |
74 |
Extremes of independent stochastic processes: a point process approach
|
Eyi-Minko, Frédéric |
|
2016 |
|
2 |
p. 197-218 |
artikel |
75 |
Extremes of projections of functional time series on data–driven basis systems
|
Kokoszka, Piotr |
|
2017 |
|
2 |
p. 177-204 |
artikel |
76 |
Extremes of stationary Gaussian storage models
|
Dębicki, Krzysztof |
|
2016 |
|
2 |
p. 273-302 |
artikel |
77 |
Extreme value distribution of a recursive-type detector in a linear model
|
Aue, Alexander |
|
2007 |
|
2 |
p. 135-166 |
artikel |
78 |
Extreme Value Distributions for Random Coupon Collector and Birthday Problems
|
Lars Holst |
|
2001 |
|
2 |
p. 129-145 17 p. |
artikel |
79 |
Extreme Value Distributions for Random Coupon Collector and Birthday Problems
|
Holst, Lars |
|
2001 |
|
2 |
p. 129-145 |
artikel |
80 |
Extreme value distributions of inclusions in six steels
|
Ekengren, Jens |
|
2011 |
|
2 |
p. 257-265 |
artikel |
81 |
Extreme value properties of multivariate t copulas
|
Nikoloulopoulos, Aristidis K. |
|
2008 |
|
2 |
p. 129-148 |
artikel |
82 |
Extreme Value Theory for Queues Via Cycle Maxima
|
Søren Asmussen |
|
1998 |
|
2 |
p. 137-168 32 p. |
artikel |
83 |
Extreme Value Theory for Queues Via Cycle Maxima
|
Asmussen, Søren |
|
1998 |
|
2 |
p. 137-168 |
artikel |
84 |
Fitting phase–type scale mixtures to heavy–tailed data and distributions
|
Bladt, Mogens |
|
2017 |
|
2 |
p. 285-313 |
artikel |
85 |
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
|
Buhl, Sven |
|
2019 |
|
2 |
p. 223-269 |
artikel |
86 |
General max-stable laws
|
Sreehari, M. |
|
2008 |
|
2 |
p. 187-200 |
artikel |
87 |
Gradient boosting with extreme-value theory for wildfire prediction
|
Koh, Jonathan |
|
|
|
2 |
p. 273-299 |
artikel |
88 |
Handling missing extremes in tail estimation
|
Xu, Hui |
|
|
|
2 |
p. 199-227 |
artikel |
89 |
Heavy tailed time series with extremal independence
|
Kulik, Rafał |
|
2015 |
|
2 |
p. 273-299 |
artikel |
90 |
High extrema of Gaussian chaos processes
|
Piterbarg, Vladimir I. |
|
2016 |
|
2 |
p. 253-272 |
artikel |
91 |
Identifying groups of variables with the potential of being large simultaneously
|
Chiapino, Maël |
|
2019 |
|
2 |
p. 193-222 |
artikel |
92 |
Implicit extremes and implicit max–stable laws
|
Scheffler, Hans-Peter |
|
2016 |
|
2 |
p. 265-299 |
artikel |
93 |
Improved threshold diagnostic plots for extreme value analyses
|
Northrop, Paul J. |
|
2014 |
|
2 |
p. 289-303 |
artikel |
94 |
Inclusion Size Distribution and Endurance Limit of a Hard Steel
|
Hubert Bomas |
|
1999 |
|
2 |
p. 149-164 16 p. |
artikel |
95 |
Inclusion Size Distribution and Endurance Limit of a Hard Steel
|
Bomas, Hubert |
|
1999 |
|
2 |
p. 149-164 |
artikel |
96 |
Invariance Principles for Paced Record Times and Applications
|
Gratiane Ennadifi |
|
1999 |
|
2 |
p. 201-217 17 p. |
artikel |
97 |
Invariance Principles for Paced Record Times and Applications
|
Ennadifi, Gratiane |
|
1999 |
|
2 |
p. 201-217 |
artikel |
98 |
Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach
|
Zhang, Zhongwei |
|
|
|
2 |
p. 339-351 |
artikel |
99 |
kth-order Markov extremal models for assessing heatwave risks
|
Winter, Hugo C. |
|
2016 |
|
2 |
p. 393-415 |
artikel |
100 |
Large Deviations of a Storage Process with Fractional Brownian Motion as Input
|
Vladimir I. Piterbarg |
|
2001 |
|
2 |
p. 147-164 18 p. |
artikel |
101 |
Large Deviations of a Storage Process with Fractional Brownian Motion as Input
|
Piterbarg, Vladimir I. |
|
2001 |
|
2 |
p. 147-164 |
artikel |
102 |
Light tails: all summands are large when the empirical mean is large
|
Broniatowski, Michel |
|
2014 |
|
2 |
p. 305-336 |
artikel |
103 |
Limiting Distributions of Linear Programming Estimators
|
Keith Knight |
|
2001 |
|
2 |
p. 87-103 17 p. |
artikel |
104 |
Limiting Distributions of Linear Programming Estimators
|
Knight, Keith |
|
2001 |
|
2 |
p. 87-103 |
artikel |
105 |
Limit theorems for extremes of strongly dependent cyclo-stationary χ-processes
|
Tan, Zhongquan |
|
2013 |
|
2 |
p. 241-254 |
artikel |
106 |
Limit theorems for record counts and times in the Fα-scheme
|
Doukhan, Paul |
|
2012 |
|
2 |
p. 147-171 |
artikel |
107 |
Location invariant Weiss-Hill estimator
|
Ling, Chengxiu |
|
2011 |
|
2 |
p. 197-230 |
artikel |
108 |
Managing local dependencies in asymptotic theory for maxima of stationary random fields
|
Jakubowski, Adam |
|
2018 |
|
2 |
p. 293-315 |
artikel |
109 |
Maxima of random particles scores in Markov branching process with continuous time
|
Lebedev, A. V. |
|
2007 |
|
2 |
p. 203-216 |
artikel |
110 |
Maximum loss and maximum gain of spectrally negative Lévy processes
|
Vardar-Acar, Ceren |
|
2016 |
|
2 |
p. 301-308 |
artikel |
111 |
Max-stable processes and the functional D-norm revisited
|
Aulbach, Stefan |
|
2014 |
|
2 |
p. 191-212 |
artikel |
112 |
Mixed moment estimator and location invariant alternatives
|
Fraga Alves, M. Isabel |
|
2008 |
|
2 |
p. 149-185 |
artikel |
113 |
Modeling spatial extremes using normal mean-variance mixtures
|
Zhang, Zhongwei |
|
|
|
2 |
p. 175-197 |
artikel |
114 |
Multiple thresholds in extremal parameter estimation
|
Sun, Julian |
|
2018 |
|
2 |
p. 317-341 |
artikel |
115 |
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
|
Embrechts, Paul |
|
2008 |
|
2 |
p. 107-127 |
artikel |
116 |
Multivariate records and hitting scenarios
|
Dombry, Clément |
|
2018 |
|
2 |
p. 343-361 |
artikel |
117 |
Multivariate subexponential distributions and their applications
|
Samorodnitsky, Gennady |
|
2016 |
|
2 |
p. 171-196 |
artikel |
118 |
New estimators of the extreme value index under random right censoring, for heavy-tailed distributions
|
Worms, Julien |
|
2014 |
|
2 |
p. 337-358 |
artikel |
119 |
Note on the estimation of crossing intensity for Laplace moving average
|
Galtier, Thomas |
|
2010 |
|
2 |
p. 157-166 |
artikel |
120 |
On conditional extreme values of random vectors with polar representation
|
Seifert, Miriam Isabel |
|
2013 |
|
2 |
p. 193-219 |
artikel |
121 |
On distributionally robust extreme value analysis
|
Blanchet, Jose |
|
|
|
2 |
p. 317-347 |
artikel |
122 |
On Exponential Representations of Log-Spacings of Extreme Order Statistics
|
J. Beirlant |
|
2002 |
|
2 |
p. 157-180 24 p. |
artikel |
123 |
On Exponential Representations of Log-Spacings of Extreme Order Statistics
|
Beirlant, J. |
|
2002 |
|
2 |
p. 157-180 |
artikel |
124 |
On Minimal-Moment Generating Functions
|
M.C. Spruill |
|
2002 |
|
2 |
p. 145-155 11 p. |
artikel |
125 |
On Minimal-Moment Generating Functions
|
Spruill, M.C. |
|
2002 |
|
2 |
p. 145-155 |
artikel |
126 |
On Statistical Inference Based on Record Values
|
Andrey Feuerverger |
|
1998 |
|
2 |
p. 169-190 22 p. |
artikel |
127 |
On Statistical Inference Based on Record Values
|
Feuerverger, Andrey |
|
1998 |
|
2 |
p. 169-190 |
artikel |
128 |
On tail dependence matrices
|
Shyamalkumar, Nariankadu D. |
|
|
|
2 |
p. 245-285 |
artikel |
129 |
On tail trend detection: modeling relative risk
|
Haan, Laurens de |
|
2014 |
|
2 |
p. 141-178 |
artikel |
130 |
On the asymptotic distribution of the multinomial maximum with an increasing number of classes
|
Houdré, C. |
|
2014 |
|
2 |
p. 179-190 |
artikel |
131 |
On the asymptotics of supremum distribution for some iterated processes
|
Arendarczyk, Marek |
|
2016 |
|
2 |
p. 451-474 |
artikel |
132 |
On the Extremal Behaviour of Generalised Periodic Sub-Sampled Moving Average Models with Regularly Varying Tails
|
Hall, A. |
|
2005 |
|
2 |
p. 149-160 |
artikel |
133 |
On the Maximum of Bivariate Normal Random Variables
|
Alan P. Ker |
|
2001 |
|
2 |
p. 185-190 6 p. |
artikel |
134 |
On the Maximum of Bivariate Normal Random Variables
|
Ker, Alan P. |
|
2001 |
|
2 |
p. 185-190 |
artikel |
135 |
On the regular variation of ratios of jointly Fréchet random variables
|
Wang, Yizao |
|
2011 |
|
2 |
p. 175-196 |
artikel |
136 |
On the tail behavior of a class of multivariate conditionally heteroskedastic processes
|
Pedersen, Rasmus Søndergaard |
|
2017 |
|
2 |
p. 261-284 |
artikel |
137 |
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
|
Cai, Juan-Juan |
|
|
|
2 |
p. 199-214 |
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