Pages that link to "Item:Q482081"
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The following pages link to Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081):
Displaying 17 items.
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← 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)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925) (← links)
- Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
- Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
