INIS
distribution
100%
performance
80%
asymptotic solutions
80%
modeling
61%
multivariate analysis
58%
netherlands
51%
simulation
51%
indicators
51%
risks
49%
dimensions
48%
least square fit
48%
data
42%
space
38%
statistics
38%
hypothesis
38%
losses
38%
testing
38%
applications
38%
peaks
38%
values
38%
heat
38%
distance
38%
emergencies
38%
credits
38%
climates
38%
kernels
38%
probability
32%
matrices
32%
stocks
29%
market
29%
range
22%
proposals
19%
equations
19%
monte carlo method
19%
atmospherics
19%
sampling
19%
yields
19%
vectors
19%
diseases
17%
additives
12%
noise
12%
diversification
12%
wind
12%
financial data
12%
margins
12%
correlations
12%
weight
12%
capture
12%
speed
12%
carbon 21
10%
Keyphrases
Emergency Admissions
38%
Peaks over Threshold Modeling
38%
Multivariate Generalized Pareto Distribution
38%
Credit Portfolio
38%
Individual Risk Model
38%
Continuous Updating
38%
Extreme Climate Events
38%
Extremal Dependence
38%
Extreme Event Attribution
38%
Modeling Theory
38%
Asymptotic Independence
38%
Dependence Structure
38%
M-estimator
38%
Parameter on the Boundary
38%
Empirical beta Copula
38%
Stable Tail Dependence Function
38%
Counterfactual Theory
38%
Tail Dependence
38%
Extreme Directions
38%
Moderate Heat
29%
Atmospheric Variables
25%
Max-linear Model
25%
Risk Variables
23%
Heat Wave
19%
Temperature Scenarios
19%
Disease Categories
19%
Factor Model
19%
Monotone Functions
19%
Loss Occurrence
19%
Credit Risk
19%
Joint Default
19%
Extreme Quantile
19%
Unobservable Factors
19%
Diversification Effect
19%
Hidden Factors
19%
High Threshold
19%
Data-driven Weight
19%
Additive Noise
19%
Max-stable Process
19%
P-max Stable Laws
19%
Empirical Process
19%
Aggregate Loss
19%
Dependence Modeling
19%
Extreme Value Theory
19%
Tail Dependence Coefficient
19%
Spectral Measure
19%
Marginal Distribution
19%
Financial Data
19%
Max-domain of Attraction
19%
Asymptotic Dependence
19%
Mathematics
Tail Dependence Function
58%
Probability Theory
38%
Copula
38%
Nonparametric Estimation
38%
Extremal
38%
Dependence Structure
38%
Asymptotics
38%
Extreme Value Theory
38%
Extreme Direction
38%
Generalized Pareto Distribution
19%
Asymptotic Distribution
19%
Indicator Function
19%
Linear Projection
19%
Random Vector
19%
Multivariate Distribution
19%
Marginal Distribution
19%
Statistical Theory
19%
Additive Noise
19%
Dimensional Data
19%
Credit Risk
19%
Stock Market
19%
Supplementary Material
12%
Model Selection
12%
Statistical Modeling
12%
Hypothesis Test
12%
Parameter Vector
12%
Parametric Model
12%
Stable Distribution
7%
Probability Density Function
7%
fučík spectrum σ
7%
Dominating Measure
7%
