Pages that link to "Item:Q483514"
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The following pages link to Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514):
Displaying 12 items.
- Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
- A dependence measure for multivariate and spatial extreme values: Properties and inference (Q4455397) (← links)
- Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
