Pages that link to "Item:Q834370"
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The following pages link to Rank-based inference for bivariate extreme-value copulas (Q834370):
Displaying 21 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)
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- Modelling oil and gas supply disruption risks using extreme-value theory and copula (Q5128553) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
- Nonparametric inference for max-stable dependence (Q5962687) (← links)
- Polynomial Pickands functions (Q5963499) (← 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)
- Regional extreme value index estimation and a test of tail homogeneity (Q6139182) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← 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)
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)
