The following pages link to On Kendall's process (Q1817517):
Displaying 18 items.
- Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity (Q5097178) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Simulating from Exchangeable Archimedean Copulas (Q5436420) (← links)
- (Q5866620) (← links)
- On the multivariate probability integral transformation (Q5952108) (← links)
- A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
- (Q6141218) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
- Plug-in estimation of dependence characteristics of Archimedean copula via Bézier curve (Q6174111) (← links)
- The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion (Q6588950) (← links)
- Nonparametric estimation of multivariate quantiles (Q6625895) (← links)
- Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (Q6626007) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
