Pages that link to "Item:Q1962236"
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The following pages link to Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236):
Displaying 43 items.
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (Q527123) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Permutation test of tail dependence (Q6580623) (← links)
