Pages that link to "Item:Q391665"
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The following pages link to Estimating a bivariate tail: a copula based approach (Q391665):
Displaying 15 items.
- Bivariate copulas parameters estimation using the trimmed L-moments method (Q527126) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Fitting bivariate loss distributions with copulas (Q1293821) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- A note on nonparametric estimation of bivariate tail dependence (Q2247935) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Copulas with given values on the tails (Q2409098) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- (Q3307420) (← links)
- On uniform tail expansions of bivariate copulas (Q4829427) (← links)
