Pages that link to "Item:Q1703851"
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The following pages link to A comparison of dependence function estimators in multivariate extremes (Q1703851):
Displaying 10 items.
- On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders (Q5253394) (← links)
- Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
- Full likelihood inference for max-stable data (Q6541493) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)