Pages that link to "Item:Q1749979"
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The following pages link to Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979):
Displaying 17 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Copulas with maximum entropy (Q691414) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- Exchangeable random partitions from max-infinitely-divisible distributions (Q1726841) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091) (← links)
- About the exact simulation of bivariate (reciprocal) Archimax copulas (Q2148720) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Canonical spectral representation for exchangeable max-stable sequences (Q2303028) (← links)
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- (Q3183813) (← links)
- Superposition, reduction of multivariable problems, and approximation (Q5132227) (← links)
- Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487) (← links)
- Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences (Q6547788) (← links)
