Pages that link to "Item:Q1848512"

The following pages link to Estimation of a bivariate extreme value distribution (Q1848512):

Displaying 36 items.

• Estimating a bivariate tail: a copula based approach (Q391665) (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• On the non-parametric estimation of the bivariate extreme-value distributions (Q749091) (← links)
• Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← 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)
• Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
• Intrinsic estimation of the dependence structure for bivariate extremes (Q1123511) (← links)
• On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions (Q1186650) (← links)
• Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
• Effects of mis-specification in bivariate extreme value problems (Q1409826) (← links)
• Stereology of extremes, bivariate models and computation (Q1419397) (← links)
• Distribution and dependence-function estimation for bivariate extreme-value distributions. (Q1591604) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← 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)
• Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236) (← links)
• Bivariate distributions with given extreme value attractor (Q1969723) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Bilinear form test statistics for extremum estimation (Q2295359) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• Estimating extreme bivariate quantile regions (Q2375848) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• Bivariate extreme statistics. II (Q2921616) (← links)
• Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
• Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
• Bivariate extreme value theory: Models and estimation (Q3799509) (← links)
• Prediction Regions for Bivariate Extreme Events (Q4665405) (← links)
• (Q4717666) (← links)
• EXTREME VALUE DISTRIBUTIONS FOR BIASED SAMPLES (Q5358040) (← links)
• A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
• Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)