Pages that link to "Item:Q5503544"
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The following pages link to A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544):
Displaying 10 items.
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Statistical Bayesian estimators of some functionals in the case of a bivariate exponential distribution (Q2577554) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
- Estimating the Gumbel-Barnett copula parameter of dependence (Q5114115) (← links)
- Bayesian nonparametric estimation of a copula (Q5220707) (← links)
- Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
