Pages that link to "Item:Q2513439"
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The following pages link to Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439):
Displaying 16 items.
- RTDE (Q23768) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← 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)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- Influence measures and robust estimators of dependence in multivariate extremes (Q906622) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)
- Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
