Pages that link to "Item:Q2348439"
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The following pages link to Nonparametric estimation of the conditional tail copula (Q2348439):
Displaying 18 items.
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116) (← links)
- Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
- Local robust estimation of the Pickands dependence function (Q1991678) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- (Q4929877) (← links)
- Bayesian nonparametric estimation of a copula (Q5220707) (← links)
- Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)
- Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)
