Pages that link to "Item:Q900828"
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The following pages link to Bias-corrected estimation of stable tail dependence function (Q900828):
Displaying 17 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Bias free threshold estimation for jump intensity function (Q2322803) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- A crossinggram for random fields on lattices (Q6146227) (← links)
- Transform MCMC schemes for sampling intractable factor copula models (Q6164840) (← links)
- Dependent conditional tail expectation for extreme levels (Q6204193) (← links)
- Estimating POT second-order parameter for bias correction (Q6536885) (← links)
- Concentration bounds for the empirical angular measure with statistical learning applications (Q6635715) (← links)
