Pages that link to "Item:Q990906"
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The following pages link to Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906):
Displaying 24 items.
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947) (← links)
- Testing for bivariate extreme dependence using Kendall's process (Q2914948) (← links)
- Testing extreme value copulas to estimate the quantile (Q2920839) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- Nonparametric inference for max-stable dependence (Q5962687) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
