Non-parametric estimators of multivariate extreme dependence functions (Q3369527): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Belkacem Abdous / rank
 
Normal rank
Property / author
 
Property / author: Kilani Ghoudi / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: KernSmooth / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/10485250500336379 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2148614324 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040329 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3667778 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-parametric estimation of the limit dependence function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intrinsic estimation of the dependence structure for bivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate extreme value theory: Models and estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Multivariate Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exploiting occurrence times in likelihood inference for componentwise maxima / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a multidimensional extreme-value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the spectral measure of an extreme value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the spectral measure of an extreme value distribution. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a bivariate extreme value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution and dependence-function estimation for bivariate extreme-value distributions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonparametric estimation procedure for bivariate extreme value copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the dependence function in bivariate extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate local polynomial fitting for a probability distribution function and its partial derivatives<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal smoothing factor selection in density estimation: theory and practice. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: A universally acceptable smoothing factor for kernel density estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>L</i><sub>2</sub>Version Of The Double Kernel Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing Splines and Shape Restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONSTRAINED SMOOTHING SPLINES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence measures for extreme value analyses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Understanding Relationships Using Copulas / rank
 
Normal rank

Latest revision as of 09:50, 24 June 2024

scientific article
Language Label Description Also known as
English
Non-parametric estimators of multivariate extreme dependence functions
scientific article

    Statements

    Non-parametric estimators of multivariate extreme dependence functions (English)
    0 references
    2 February 2006
    0 references
    extreme dependence functions
    0 references
    kernel estimator
    0 references
    constrained spline
    0 references
    optimal bandwidth selection
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references