Pages that link to "Item:Q1383910"
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The following pages link to Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910):
Displaying 10 items.
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Stable Limit Theory for the Variance Targeting Estimator (Q5133523) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
- Dependent conditional tail expectation for extreme levels (Q6204193) (← links)
- Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (Q6626007) (← links)
- Statistical Inference for a Relative Risk Measure (Q6634862) (← links)
