Pages that link to "Item:Q451184"
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The following pages link to Nonparametric estimation of multivariate extreme-value copulas (Q451184):
Displaying 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- 1-Lipschitz power stable aggregation functions (Q526656) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
- A two-component copula with links to insurance (Q1697001) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← 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)
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- On a class of norms generated by nonnegative integrable distributions (Q2178944) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- A note on the Galambos copula and its associated Berstein function (Q2249910) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Canonical spectral representation for exchangeable max-stable sequences (Q2303028) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- The sinh-arcsinhed logistic family of distributions: properties and inference (Q2351699) (← links)
- On the study of extremes with dependent random right-censoring (Q2418001) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
