Pages that link to "Item:Q3591883"

The following pages link to Local dependence functions for extreme value distributions (Q3591883):

Displaying 9 items.

• Estimation of a measure of local correlation for independent samples and time series data (Q361230) (← links)
• A bifurcation theory for a class of discrete time Markovian stochastic systems (Q1000768) (← links)
• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
• Dependence structure and test of independence for some well-known bivariate distributions (Q1695423) (← links)
• Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions (Q3102872) (← links)
• Copulas: A Review and Recent Developments (Q3424143) (← links)
• Aspects of Dependence in Cuadras–Auge Family (Q3585303) (← links)
• Miscellanea. The local dependence function (Q4364945) (← links)
• Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) (Q6173968) (← links)