The following pages link to (Q3405573):
Displaying 22 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Tail dependence from a distributional point of view (Q1880891) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Tail approximation in models that involve long range dependence: the distribution of overflows (Q2864548) (← links)
- Local Estimation of the Conditional Stable Tail Dependence Function (Q4685445) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- (Q4929877) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- An <i>M</i>-Estimator of Spatial Tail Dependence (Q5743235) (← links)
- Estimating POT second-order parameter for bias correction (Q6536885) (← links)
- Multivariate risk models under heavy-tailed risks (Q6570582) (← links)
