Pages that link to "Item:Q3799509"
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The following pages link to Bivariate extreme value theory: Models and estimation (Q3799509):
Displaying 50 items.
- A comparison of two bivariate extreme value distributions (Q2503883) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- The maximum domain of attraction of multivariate extreme value distributions is small (Q2679648) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- High-dimensional parametric modelling of multivariate extreme events (Q2802729) (← links)
- Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- Bivariate extreme statistics. II (Q2921616) (← links)
- Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution (Q3006294) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- (Q3057239) (← links)
- (Q3085439) (← links)
- (Q3098520) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Modelling multivariate extreme value distributions (Q3203865) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- (Q3403776) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- On the Tail Behavior of Sums of Dependent Risks (Q3632840) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- Least Squares estimation for the multivariate weibull model of bougaard based on accelerated life test of system and component (Q3978081) (← links)
- Perspectives about the extreme value statistics. Basic results and open problems (Q3991246) (← links)
- Multivariate extreme‐value distributions with applications to environmental data (Q4311661) (← links)
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
- A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
- Prediction Regions for Bivariate Extreme Events (Q4665405) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- Simulation of multivariate extreme values (Q4942508) (← links)
- Spectral Density Ratio Models for Multivariate Extremes (Q4975414) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- Min-infinite divisibility of the bivariate Marshall–Olkin copulas (Q5079226) (← links)
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- Geostatistics of extremes (Q5345921) (← links)
- (Q5389829) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Bivariate extreme value distributions based on polynomial dependence functions (Q5486377) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
- (Q5879923) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
