Pages that link to "Item:Q418229"
From MaRDI portal
The following pages link to A multivariate piecing-together approach with an application to operational loss data (Q418229):
Displaying 16 items.
- On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- An offspring of multivariate extreme value theory: the \(\max\)-characteristic function (Q730426) (← links)
- Sojourn times and the fragility index (Q765893) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Asymptotic conditional distribution of exceedance counts: fragility index with different margins (Q1926016) (← links)
- Testing for a generalized Pareto process (Q1950879) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
- Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
