Pages that link to "Item:Q4364925"
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The following pages link to A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925):
Displaying 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- On the non-parametric estimation of the bivariate extreme-value distributions (Q749091) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- Bayesian comparison of different rainfall depth-duration-frequency relationships (Q841878) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Construction of bivariate S-distributions with copulas (Q1010532) (← links)
- Distribution and dependence-function estimation for bivariate extreme-value distributions. (Q1591604) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Estimation of a bivariate extreme value distribution (Q1848512) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- Local robust estimation of the Pickands dependence function (Q1991678) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- A comparative tour through the simulation algorithms for max-stable processes (Q2075789) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
