Pages that link to "Item:Q2247935"

The following pages link to A note on nonparametric estimation of bivariate tail dependence (Q2247935):

Displaying 12 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
• Parametric tail copula estimation and model testing (Q928859) (← links)
• Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
• Nonparametric estimation of the tail-dependence coefficient (Q2923332) (← links)
• Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
• A Note on Nonparametric Estimation of the CTE (Q3653517) (← links)
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
• (Q4929877) (← links)