Structure de dépendance des lois de valeurs extrêmes bivariées
From MaRDI portal
Publication:4490011
DOI10.1016/S0764-4442(00)00235-4zbMath0951.60014OpenAlexW2032879994MaRDI QIDQ4490011
Publication date: 18 December 2000
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0764-4442(00)00235-4
Related Items (15)
Some copula inference procedures adapted to the presence of ties ⋮ A moment-based test for extreme-value dependence ⋮ Factor copula models for multivariate data ⋮ Strength of tail dependence based on conditional tail expectation ⋮ A novel positive dependence property and its impact on a popular class of concordance measures ⋮ A goodness-of-fit test for bivariate extreme-value copulas ⋮ Hutchinson -- Lai's conjecture for bivariate extreme value copulas. ⋮ Using B-splines for nonparametric inference on bivariate extreme-value copulas ⋮ On the covariance of the asymptotic empirical copula process ⋮ \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas ⋮ Nonparametric rank-based tests of bivariate extreme-value dependence ⋮ Stochastic monotonicity and the Markov product for copulas ⋮ Total positivity of copulas from a Markov kernel perspective ⋮ One- versus multi-component regular variation and extremes of Markov trees ⋮ Regression-type analysis for multivariate extreme values
This page was built for publication: Structure de dépendance des lois de valeurs extrêmes bivariées
