Pages that link to "Item:Q626284"

The following pages link to Extreme value properties of multivariate \(t\) copulas (Q626284):

Displaying 22 items.

• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
• Monotonicity of the tail dependence for multivariate \(t\)-copula (Q2918000) (← links)
• Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
• Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
• Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
• Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
• The t Copula and Related Copulas (Q3421330) (← links)
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
• Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
• On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
• Statistical modeling of spatial extremes (Q5962684) (← links)
• Discussion of ``Statistical modeling of spatial extremes'' by A. C. Davison, S. A. Padoan and M. Ribatet (Q5962686) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
• A semi-parametric stochastic generator for bivariate extreme events (Q6540512) (← links)
• A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes (Q6626136) (← links)
• Predicting extreme surges from sparse data using a copula-based hierarchical Bayesian spatial model (Q6626159) (← links)