Distribution and dependence-function estimation for bivariate extreme-value distributions.

From MaRDI portal
Publication:1591604

DOI10.2307/3318758zbMath1067.62540OpenAlexW2035220395MaRDI QIDQ1591604

Nader Tajvidi, Hall, Peter

Publication date: 2000

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081282691



Related Items

Rank-based inference for bivariate extreme-value copulas, Bivariate statistical analysis of TCP-flow sizes and durations, Nonparametric estimation of an extreme-value copula in arbitrary dimensions, Reweighted madogram-type estimator of Pickands dependence function, Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach, Inference for Archimax copulas, Estimating multivariate extremal dependence: a new proposal, A comparison of dependence function estimators in multivariate extremes, A goodness-of-fit test for bivariate extreme-value copulas, A new representation for multivariate tail probabilities, Weighted estimation of the dependence function for an extreme-value distribution, Tail density estimation for exploratory data analysis using kernel methods, Nonparametric estimation of multivariate extreme-value copulas, Statistical models and methods for dependence in insurance data, New estimators of the Pickands dependence function and a test for extreme-value dependence, A general projection framework for constrained smoothing., On estimating extremal dependence structures by parametric spectral measures, A general approach to generate random variates for multivariate copulae, Tail-weighted dependence measures with limit being the tail dependence coefficient, Bayesian uncertainty management in temporal dependence of extremes, Multivariate extreme value theory -- a tutorial, Dependence properties of multivariate max-stable distributions, Nonparametric estimation of the dependence function for a multivariate extreme value distribution, Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials, On Pickands coordinates in arbitrary dimensions, Non-linear models for extremal dependence, Extreme dependence of multivariate catastrophic losses, On the distribution of Pickands coordinates in bivariate EV and GP models, \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas, Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions, Weighted least-squares inference for multivariate copulas based on dependence coefficients, The pairwise beta distribution: A flexible parametric multivariate model for extremes, Polynomial Pickands functions, Non-parametric estimators of multivariate extreme dependence functions, On the effect of long-range dependence on extreme value copula estimation with fixed marginals, Bivariate extreme analysis of Olympic swimming data, Non-parametric Estimation of Tail Dependence, Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework, Estimation of Pickands dependence function of bivariate extremes under mixing conditions, Projection estimators of Pickands dependence functions, A bayesian estimator for the dependence function of a bivariate extreme‐value distribution, Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk, Nonparametric estimation of the conditional tail copula, Bayesian estimation of bivariate Pickands dependence function, Likelihood estimators for multivariate extremes