Pages that link to "Item:Q3369527"

The following pages link to Non-parametric estimators of multivariate extreme dependence functions (Q3369527):

Displaying 17 items.

• Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
• (Q5226051) (← links)
• Projection estimators of Pickands dependence functions (Q5503542) (← links)
• A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
• Multivariate Sparse Clustering for Extremes (Q6631691) (← links)