Pages that link to "Item:Q1275958"
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The following pages link to Estimating the spectral measure of an extreme value distribution (Q1275958):
Displaying 35 items.
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
- Sparse regular variation (Q5013249) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
- Two-Sample Testing for Tail Copulas with an Application to Equity Indices (Q6190777) (← links)
- Estimating POT second-order parameter for bias correction (Q6536885) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
- Multivariate Sparse Clustering for Extremes (Q6631691) (← links)
- Concentration bounds for the empirical angular measure with statistical learning applications (Q6635715) (← links)
