Pages that link to "Item:Q608320"
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The following pages link to Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320):
Displaying 30 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
- Extreme points of the \(N\)-dimensional elliptope: application to universal copulas (Q2818650) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
- (Q3098520) (← links)
- A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925) (← links)
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)
- Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- On approximating dependence function and its derivatives (Q6601113) (← links)
