Pages that link to "Item:Q4364925"

The following pages link to A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925):

Displaying 49 items.

• Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
• Inference for Archimax copulas (Q2196206) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• A note on nonparametric estimation of bivariate tail dependence (Q2247935) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
• Robust estimation of the Pickands dependence function under random right censoring (Q2421402) (← links)
• Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis (Q2828717) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
• Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
• Copulas: A Review and Recent Developments (Q3424143) (← links)
• Bivariate extreme value theory: Models and estimation (Q3799509) (← links)
• Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
• Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
• Estimating the Gumbel-Barnett copula parameter of dependence (Q5114115) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Robust Fits for Copula Models (Q5436418) (← links)
• Projection estimators of Pickands dependence functions (Q5503542) (← links)
• A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
• Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
• Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
• Nonparametric inference for max-stable dependence (Q5962687) (← links)
• Polynomial Pickands functions (Q5963499) (← links)
• A goodness-of fit improvement based on <i>τ</i>-preserving transformation for semiparametric family of copulas (Q6078233) (← links)
• Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
• Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data (Q6110025) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
• On approximating dependence function and its derivatives (Q6601113) (← links)
• Copulae: an overview and recent developments (Q6602358) (← links)
• Directional multivariate extremes in environmental phenomena (Q6625835) (← 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)
• A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)