An M-estimator for tail dependence in arbitrary dimensions (Q693746): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: POT / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1112.0905 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A construction principle for multivariate extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mixture Model for Multivariate Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272657 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The pairwise beta distribution: A flexible parametric multivariate model for extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric tail copula estimation and model testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theory for multivariate sample extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Best attainable rates of convergence for estimators of the stable tail dependence function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Poisson and Gaussian approximation of weighted local empirical processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A method of moments estimator of tail dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common risk factors in the returns on stocks and bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Understanding Relationships Using Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate Exponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4203249 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics for near independence in multivariate extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concomitant tail behaviour for extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / 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: Functional central limit theorems for processes with positive drift and their inverses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional sampling for spectrally discrete max-stable random fields / rank
 
Normal rank

Latest revision as of 23:09, 5 July 2024

scientific article
Language Label Description Also known as
English
An M-estimator for tail dependence in arbitrary dimensions
scientific article

    Statements

    An M-estimator for tail dependence in arbitrary dimensions (English)
    0 references
    0 references
    0 references
    0 references
    10 December 2012
    0 references
    asymptotic statistics
    0 references
    factor model
    0 references
    M-estimation
    0 references
    multivariate extremes
    0 references
    tail dependence
    0 references

    Identifiers

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