scientific article; zbMATH DE number 7698718

MaRDI QIDQ6158757

Selim Orhun Susam

Publication date: 20 June 2023

Full work available at URL: https://dergipark.org.tr/en/pub/ijtsa/issue/76710/885200

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copulaextreme value copulaPickands function

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

Cites Work

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• Bayesian inference for the extremal dependence
• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
• Copulas, diagonals, and tail dependence
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions
• A goodness-of-fit test for bivariate extreme-value copulas
• Rank-based inference for bivariate extreme-value copulas
• Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
• A comparison of dependence function estimators in multivariate extremes
• Multivariate concordance
• Multivariate extreme value theory -- a tutorial
• Order Statistics of Samples from Multivariate Distributions
• A nonparametric estimation procedure for bivariate extreme value copulas
• Extreme values of non-stationary random sequences
• Understanding Relationships Using Copulas
• Polynomial Pickands functions

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