Pages that link to "Item:Q3411077"
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The following pages link to Non-parametric Estimation of Tail Dependence (Q3411077):
Displaying 16 items.
- Regional extreme value index estimation and a test of tail homogeneity (Q6139182) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Plug-in estimation of dependence characteristics of Archimedean copula via Bézier curve (Q6174111) (← links)
- Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Permutation test of tail dependence (Q6580623) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- Comparing and quantifying tail dependence (Q6607486) (← links)
- The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data (Q6625903) (← links)
- Detecting Structural Differences in Tail Dependence of Financial Time Series (Q6626314) (← links)
- Estimation of marginal excess moments for Weibull-type distributions (Q6635938) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
- On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas (Q6656672) (← links)
