Pages that link to "Item:Q689363"
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The following pages link to Estimating a multidimensional extreme-value distribution (Q689363):
Displaying 33 items.
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Some properties of multivariate extreme value distributions and multivariate tail equivalence (Q1099543) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics (Q1367249) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- Bernstein polynomial angular densities of multivariate extreme value distributions (Q2407492) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- MULTIVARIATE STABLE FUTURES PRICES (Q3126228) (← links)
- A construction principle for multivariate extreme value distributions (Q3174192) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- Multivariate tail equivalence of distributions in extreme value theory (Q3989329) (← links)
- A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications (Q4576914) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
- Sparse regular variation (Q5013249) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- Regional extreme value index estimation and a test of tail homogeneity (Q6139182) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
- Multivariate Sparse Clustering for Extremes (Q6631691) (← links)
