On approximating dependence function and its derivatives
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Publication:6601113
DOI10.1007/S10687-024-00484-2MaRDI QIDQ6601113
Publication date: 10 September 2024
Published in: Extremes (Search for Journal in Brave)
Cites Work
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- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- Nonparametric estimation of multivariate extreme-value copulas
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Extremes and related properties of random sequences and processes
- Statistical inference using extreme order statistics
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- Tests of symmetry for bivariate copulas
- Testing the symmetry of a dependence structure with a characteristic function
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- Bivariate extreme value theory: Models and estimation
- Limit theory for multivariate sample extremes
- A nonparametric estimation procedure for bivariate extreme value copulas
- A general approach to generate random variates for multivariate copulae
- Prediction Regions for Bivariate Extreme Events
- Statistics of Extremes
- Testing symmetry for bivariate copulas using Bernstein polynomials
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