Pages that link to "Item:Q2011517"
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The following pages link to Non-linear models for extremal dependence (Q2011517):
Displaying 9 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- The tail dependograph (Q2311601) (← links)
- Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
- Regression‐type models for extremal dependence (Q3299028) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)