Pages that link to "Item:Q5430577"
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The following pages link to Extreme Value Theory and Archimedean Copulas (Q5430577):
Displaying 17 items.
- The limiting copula of the two largest order statistics of independent and identically distributed samples (Q367566) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Limit theorem for the Robin Hood game (Q2322565) (← links)
- Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima (Q2406580) (← links)
- Limit distributions of upper order statistics for families of multivariate distributions (Q2463686) (← links)
- (Q2990082) (← links)
- (Q3183813) (← links)
- Two copulas associated with extremum (Q3402953) (← links)
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- Diversification for general copula dependence (Q3542547) (← links)
- Archimedean copulas, exchangeability, and max-stability (Q4305641) (← links)
- (Q4369038) (← links)
- (Q4801557) (← links)
- Ordering extremes of scale random variables under Archimedean copula (Q4992470) (← links)
- Extreme semilinear copulas (Q6057894) (← links)