Pages that link to "Item:Q3651428"

The following pages link to On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428):

Displaying 25 items.

• Beyond simplified pair-copula constructions (Q443776) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
• Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← 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)
• Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• A two-component copula with links to insurance (Q1697001) (← links)
• Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
• Score tests for covariate effects in conditional copulas (Q2011520) (← links)
• Inference for Archimax copulas (Q2196206) (← links)
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
• Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
• A moment-based test for extreme-value dependence (Q2392731) (← links)
• A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
• Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
• Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
• A copula‐based risk aggregation model (Q5247415) (← links)
• A diagnostic test for specification of copulas under censorship (Q5861008) (← links)
• Nonparametric inference for max-stable dependence (Q5962687) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)