Pages that link to "Item:Q4399509"
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The following pages link to Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509):
Displaying 50 items.
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← 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)
- 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)
- Kendall distributions and level sets in bivariate exchangeable survival models (Q730892) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
- Effects of mis-specification in bivariate extreme value problems (Q1409826) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Bivariate extension of the Pickands-Balkema-de Haan theorem. (Q1426654) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- The distribution of the probability mass of biconic copulas (Q1750530) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Simulating multivariate extreme value distributions of logistic type (Q1887258) (← 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)
- Dependence properties of multivariate distributions with proportional hazard rate marginals (Q1988638) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Properties of two-dimensional maxima of particle scores in critical branching processes with immigration and continuous time (Q2037654) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions (Q2215135) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← 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)
- A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\) (Q2463698) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Bivariate return periods via 2-copulas (Q2485472) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- On power series related to multivariate records (Q2699773) (← links)
- Multivariate records of particle scores in supercritical branching processes with continuous time (Q2700031) (← links)
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Probabilities of Concurrent Extremes (Q3121180) (← links)
