Extreme Value Modeling and Risk Analysis
Latest Publications

TOTAL DOCUMENTS

25

(FIVE YEARS 0)

H-INDEX

3

(FIVE YEARS 0)

Published By Chapman And Hall/CRC

9780429161193

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Nonparametric Estimation of Extremal Dependence Anna Kiriliouk, Johan Segers, and Michał Warchoł

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-21 ◽

2016 ◽

pp. 373-396 ◽

Cited By ~ 1

Keyword(s):

Nonparametric Estimation ◽

Extremal Dependence

Analysis of Bivariate Survival Data Based on Copulas with Log-Generalized Extreme Value Marginals

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-27 ◽

2016 ◽

pp. 495-512

Keyword(s):

Survival Data ◽

Extreme Value ◽

Generalized Extreme Value ◽

Bivariate Survival ◽

Bivariate Survival Data

Modelling Extremes Using Approximate Bayesian Computation

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-18 ◽

2016 ◽

pp. 301-326 ◽

Cited By ~ 1

Keyword(s):

Approximate Bayesian Computation ◽

Bayesian Computation ◽

Approximate Bayesian

The Analysis of Safety Data from Clinical Trials

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-26 ◽

2016 ◽

pp. 481-494

Keyword(s):

Clinical Trials ◽

Safety Data

Threshold Selection in Extreme Value Analysis

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-8 ◽

2016 ◽

pp. 89-106

Keyword(s):

Extreme Value ◽

Extreme Value Analysis ◽

Threshold Selection ◽

Value Analysis

Multivariate Extreme Value Analysis

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-6 ◽

2016 ◽

pp. 43-60 ◽

Cited By ~ 1

Keyword(s):

Extreme Value ◽

Extreme Value Analysis ◽

Value Analysis ◽

Multivariate Extreme Value

Extreme Dependence Models

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-20 ◽

2016 ◽

pp. 345-372

Keyword(s):

Extreme Dependence ◽

Dependence Models

Interplay of Insurance and Financial Risks with Bivariate Regular Variation

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-24 ◽

2016 ◽

pp. 439-458

Keyword(s):

Regular Variation ◽

Financial Risks

Max-Autoregressive and Moving Maxima Models for Extremes

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-12 ◽

2016 ◽

pp. 173-198

Weather and Climate Disasters

Extreme Value Modeling and Risk Analysis ◽

10.1201/b19721-25 ◽

2016 ◽

pp. 459-480

Keyword(s):

Weather And Climate ◽

Climate Disasters