40 results on '"Nolde, Natalia"'
Search Results
2. Margin-closed regime-switching multivariate time series models
3. Margin-closed vector autoregressive time series models
4. Statistical Techniques for Debris-Flow Frequency–Magnitude Analyses
5. An extreme value approach to CoVaR estimation
6. Copula-based conditional tail indices
7. On the Selection of Loss Severity Distributions to Model Operational Risk
8. Linking representations for multivariate extremes via a limit set
9. Probabilistic prediction of rock avalanche runout using a numerical model
10. Tail Behavior for Bivariate Distributions Based on Pareto Mixtures
11. SAMPLES WITH A LIMIT SHAPE, MULTIVARIATE EXTREMES, AND RISK
12. Elicitability and backtesting: Perspectives for banking regulation
13. Copula-based conditional tail indices
14. Tail Behavior for Bivariate Distributions Based on Pareto Mixtures
15. Sensitivity of the limit shape of sample clouds from meta densities
16. Asymptotic independence for unimodal densities
17. Margin‐closed vector autoregressive time series models.
18. Margin‐closed vector autoregressive time series models
19. ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION
20. REJOINDER: "ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION"
21. Two methodologies to calibrate landslide runout models
22. The Shape of Asymptotic Dependence
23. Stochastic analysis of life insurance surplus
24. Geometric interpretation of the residual dependence coefficient
25. Linking representations for multivariate extremes via a limit set
26. Sensitivity of the limit shape of sample clouds from meta densities
27. Linking representations for multivariate extremes via a limit set
28. ASYMPTOTIC DEPENDENCE FOR LIGHT-TAILED HOMOTHETIC DENSITIES
29. The effect of aggregation on extremes from asymptotically independent light-tailed risks
30. ASYMPTOTIC INDEPENDENCE FOR UNIMODAL DENSITIES
31. Linking representations for multivariate extremes via a limit set
32. Extreme Value Analysis for Financial Risk Management
33. The Shape of Asymptotic Dependence
34. On the selection of loss severity distributions to model operational risk
35. Conditional Extremes in Asymmetric Financial Markets.
36. Conditional Extremes in Asymmetric Financial Markets
37. Challenging the standard dike freeboard: Methods to quantify statistical uncertainties in river flood protection
38. The analysis of extremes in multivariate models: a geometric approach
39. A Bayesian extreme value analysis of debris flows
40. Challenging the standard dike freeboard: Methods to quantify statistical uncertainties in river flood protection.
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