References in zbMATH (referenced in 265 articles , 1 standard article )

Showing results 1 to 20 of 265.
Sorted by year (citations)

1 2 3 ... 12 13 14 next

  1. Bahraoui, Zuhair; Bahraoui, M. Amin: Extreme quantiles and tail index of a distribution based on kernel estimator (2019)
  2. Béranger, B.; Duong, T.; Perkins-Kirkpatrick, S. E.; Sisson, S. A.: Tail density estimation for exploratory data analysis using kernel methods (2019)
  3. Dhivyaraja, K.; Gaddes, D.; Freeman, E.; Tadigadapa, S.; Panchagnula, M. V.: Dynamical similarity and universality of drop size and velocity spectra in sprays (2019)
  4. Možina, Martin; Demšar, Janez; Bratko, Ivan; Žabkar, Jure: Extreme value correction: a method for correcting optimistic estimations in rule learning (2019)
  5. Bader, Brian; Yan, Jun; Zhang, Xuebin: Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (2018)
  6. Barlow, Anna Maria; Rohrbeck, Christian; Sharkey, Paul; Shooter, Rob; Simpson, Emma S.: A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge (2018)
  7. Castro-Camilo, Daniela; De Carvalho, Miguel; Wadsworth, Jennifer: Time-varying extreme value dependence with application to leading European stock markets (2018)
  8. Denoeux, Thierry; Li, Shoumei: Frequency-calibrated belief functions: review and new insights (2018)
  9. Desmettre, Sascha; De Kock, Johan; Ruckdeschel, Peter; Seifried, Frank Thomas: Generalized Pareto processes and fund liquidity risk (2018)
  10. Gao, Siyang; Shi, Leyuan; Zhang, Zhengjun: A peak-over-threshold search method for global optimization (2018)
  11. Guillou, Armelle; Padoan, Simone A.; Rizzelli, Stefano: Inference for asymptotically independent samples of extremes (2018)
  12. Lee, David; Joe, Harry: Multivariate extreme value copulas with factor and tree dependence structures (2018)
  13. Lee, Xing Ju; Hainy, Markus; McKeone, James P.; Drovandi, Christopher C.; Pettitt, Anthony N.: ABC model selection for spatial extremes models applied to south Australian maximum temperature data (2018)
  14. Luca, Stijn E.; Pimentel, Marco A. F.; Watkinson, Peter J.; Clifton, David A.: Point process models for novelty detection on spatial point patterns and their extremes (2018)
  15. Mdziniso, Nonhle Channon; Cooray, Kahadawala: Odd Pareto families of distributions for modeling loss payment data (2018)
  16. Opitz, Thomas; Huser, Raphaël; Bakka, Haakon; Rue, Håvard: INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (2018)
  17. Owada, Takashi: Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes (2018)
  18. Pires, Juliana F.; Cysneiros, Audrey H. M. A.; Cribari-Neto, Francisco: Improved inference for the generalized Pareto distribution (2018)
  19. Rohrbeck, Christian; Eastoe, Emma F.; Frigessi, Arnoldo; Tawn, Jonathan A.: Extreme value modelling of water-related insurance claims (2018)
  20. Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L.: Multivariate peaks over thresholds models (2018)

1 2 3 ... 12 13 14 next