Pages that link to "Item:Q1262654"

The following pages link to Families of min-stable multivariate exponential and multivariate extreme value distributions (Q1262654):

Displaying 32 items.

• Extremal attractors of Liouville copulas (Q110549) (← links)
• Likelihood estimators for multivariate extremes (Q262538) (← links)
• Optimal step-stress test under type-I censoring for multivariate exponential distribution (Q419311) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• Lipschitz continuity of copulas w.r.t. \(L_p\)-norms (Q960897) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
• On the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1202306) (← links)
• On domains of attraction of multivariate extreme value distributions under absolute continuity (Q1375111) (← links)
• Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
• An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
• The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
• Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• (Q3473940) (← links)
• Multivariate extreme‐value distributions with applications to environmental data (Q4311661) (← links)
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• Simulation of multivariate extreme values (Q4942508) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE (Q5204667) (← links)
• Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)