Pages that link to "Item:Q451184"
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The following pages link to Nonparametric estimation of multivariate extreme-value copulas (Q451184):
Displaying 20 items.
- 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)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
- (Q3085439) (← links)
- (Q3098520) (← links)
- A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Multivariate modelling of spatial extremes based on copulas (Q4960693) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Non-parametric estimation of copula based mutual information (Q5078457) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables (Q5219938) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Nonparametric inference for max-stable dependence (Q5962687) (← links)
- Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- A crossinggram for random fields on lattices (Q6146227) (← links)
- On approximating dependence function and its derivatives (Q6601113) (← links)
