Pages that link to "Item:Q424823"
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The following pages link to On the copula for multivariate extreme value distributions (Q424823):
Displaying 30 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- The limiting copula of the two largest order statistics of independent and identically distributed samples (Q367566) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- A note on the representation of parametric models for multivariate extremes (Q626291) (← links)
- Extremes of the mass distribution associated with a trivariate quasi-copula (Q883520) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- A characterization of Gumbel's family of extreme value distributions (Q914296) (← links)
- Some properties of multivariate extreme value distributions and multivariate tail equivalence (Q1099543) (← links)
- Extreme value attractors for star unimodal copulas (Q1600216) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Sensitivity of the limit shape of sample clouds from meta densities (Q1932235) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions (Q2215135) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Limit distributions of upper order statistics for families of multivariate distributions (Q2463686) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- (Q3183813) (← links)
- Two copulas associated with extremum (Q3402953) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925) (← links)
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
- (Q4997519) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
- (Q5256010) (← links)
