Pages that link to "Item:Q2482618"

The following pages link to Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618):

Displaying 40 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Estimating a multidimensional extreme-value distribution (Q689363) (← links)
• On the non-parametric estimation of the bivariate extreme-value distributions (Q749091) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Distribution and dependence-function estimation for bivariate extreme-value distributions. (Q1591604) (← 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)
• On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
• Efficient estimation of the canonical dependence function (Q1887259) (← links)
• Non-linear models for extremal dependence (Q2011517) (← links)
• Discussion about inaccuracy measure in information theory using co-copula and copula dual functions (Q2022552) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
• Inference for Archimax copulas (Q2196206) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Robust estimation of the Pickands dependence function under random right censoring (Q2421402) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
• Projection estimators of Pickands dependence functions (Q5503542) (← links)
• A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
• Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
• Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
• Some generalizations concerning inaccuracy measures (Q6171700) (← links)
• On approximating dependence function and its derivatives (Q6601113) (← links)