References in zbMATH (referenced in 364 articles , 1 standard article )

Showing results 1 to 20 of 364.
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  1. Abu-Awwad, A.; Maume-Deschamps, V.; Ribereau, P.: Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (2020)
  2. Ben Youngman: evgam: An R package for Generalized Additive Extreme Value Models (2020) arXiv
  3. Blanchet, Jose; He, Fei; Murthy, Karthyek: On distributionally robust extreme value analysis (2020)
  4. Bódai, Tamás: An efficient algorithm to estimate the potential barrier height from noise-induced escape time data (2020)
  5. Caby, Theophile; Mantica, Giorgio: Extreme value theory of evolving phenomena in complex dynamical systems: firing cascades in a model of a neural network (2020)
  6. Carney, Meagan; Kantz, Holger; Nicol, Matthew: Analysis and simulation of extremes and rare events in complex systems (2020)
  7. Chen, Jian-Bing; Lyu, Meng-Ze: A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (2020)
  8. Chen, Zaoli; Samorodnitsky, Gennady: Extreme value theory for long-range-dependent stable random fields (2020)
  9. Chiapino, Maël; Clémençon, Stephan; Feuillard, Vincent; Sabourin, Anne: A multivariate extreme value theory approach to anomaly clustering and visualization (2020)
  10. Dey, Asim Kumer; Edwards, Audrene; Das, Kumer Pial: Determinants of high crude oil price: a nonstationary extreme value approach (2020)
  11. Diriba, Tadele Akeba; Debusho, Legesse Kassa: Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (2020)
  12. Lawley, Sean D.: Distribution of extreme first passage times of diffusion (2020)
  13. Lawley, Sean D.; Madrid, Jacob B.: A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3 (2020)
  14. Lehtomaa, Jaakko; Resnick, Sidney I.: Asymptotic independence and support detection techniques for heavy-tailed multivariate data (2020)
  15. Loyara, Vini Yves Bernadin; Guillaume Bagré, Remi; Barro, Diakarya: Estimation of the value at risk using the stochastic approach of Taylor formula (2020)
  16. Lucarini, Valerio: Introduction to the special issue on the statistical mechanics of climate (2020)
  17. Ma, Yaolan; Wei, Bo; Huang, Wei: A nonparametric estimator for the conditional tail index of Pareto-type distributions (2020)
  18. Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher: Trend detection for heteroscedastic extremes (2020)
  19. Moura e Silva, Wyara Vanesa; Ferraz do Nascimento, Fernando; Bourguignon, Marcelo: A change-point model for the (r)-largest order statistics with applications to environmental and financial data (2020)
  20. Ragone, Francesco; Bouchet, Freddy: Computation of extreme values of time averaged observables in climate models with large deviation techniques (2020)

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