Pages that link to "Item:Q1591604"
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The following pages link to Distribution and dependence-function estimation for bivariate extreme-value distributions. (Q1591604):
Displaying 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← 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)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Intrinsic estimation of the dependence structure for bivariate extremes (Q1123511) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Estimation of a bivariate extreme value distribution (Q1848512) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- Efficient estimation of the canonical dependence function (Q1887259) (← links)
- Expansions for bivariate extreme value distributions (Q1950697) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← 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)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
- Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution (Q3006294) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- Bivariate extreme value theory: Models and estimation (Q3799509) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
