Pages that link to "Item:Q914296"
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The following pages link to A characterization of Gumbel's family of extreme value distributions (Q914296):
Displaying 8 items.
- On the multivariate probability integral transformation (Q5952108) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- Canadian contributions to environmetrics (Q6059426) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Geometry of generators of triangular norms and copulas (Q6588437) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Effects of covariates on alternating recurrent events in accelerated failure time models (Q6636027) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)