The following pages link to (Q5262085):
Displaying 12 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
