Pages that link to "Item:Q1744180"
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The following pages link to Multivariate extreme value copulas with factor and tree dependence structures (Q1744180):
Displaying 12 items.
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← 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)
- Structured factor copula models: theory, inference and computation (Q2350038) (← links)
- Linear factor copula models and their properties (Q4646954) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
