Pages that link to "Item:Q1633435"
From MaRDI portal
The following pages link to An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435):
Displaying 10 items.
- The empirical beta copula (Q511991) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- A streaming algorithm for bivariate empirical copulas (Q1738002) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
- A crossinggram for random fields on lattices (Q6146227) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)