Results 201 to 210 of about 166,151,046 (211)

Estimating Extreme Quantiles of Weibull Tail Distributions

Communications in Statistics - Theory and Methods, 2005
Laurent Gardes, Stéphane Girard
exaly  

Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution

Statistics and Probability Letters, 2001
Martin Schlather
exaly  

On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix

Statistics and Probability Letters, 2005
Michael Falk
exaly  

Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization

Scandinavian Journal of Statistics, 2020
Laurent Gardes, Stéphane Girard, Gilles Stupfler   +2 more
exaly  

Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition

Annals of Statistics, 2006
Laurens de Haan, John Einmahl, Deyuan Li   +2 more
exaly  

Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics

Acta Mathematicae Applicatae Sinica, 1997
Yongcheng Qi
exaly  

A novel Bayesian extreme value distribution model of vehicle loads incorporating de-correlated tail fitting: Theory and application to the Nanjing 3rd Yangtze River Bridge

Engineering Structures, 2014
Li Hui, Shunlong Li
exaly  

Modeling Extreme Events: Time-Varying Extreme Tail Shape

Journal of Business and Economic Statistics
Xin Zhang, André Lucas, Bernd Schwaab   +2 more
exaly  

Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios

International Review of Economics and Finance
Qunwei Wang, Dongna Zhang, Xuan Hoa Nghiem   +2 more
exaly  

Dependent conditional tail expectation for extreme levels

Stochastic Processes and Their Applications
Jing Qin, Yuri Goegebeur, Armelle Guillou   +2 more
exaly