A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181): Difference between revisions

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+On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
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+Empirical likelihood as a goodness-of-fit measure
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+A construction principle for multivariate extreme value distributions
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+Consistency of the beta kernel density function estimator
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+EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
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+Beta kernel estimators for density functions
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+Dependence measures for extreme value analyses
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+The pairwise beta distribution: A flexible parametric multivariate model for extremes
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+Using Empirical Likelihood to Combine Data: Application to Food Risk Assessment
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+Nonparametric estimation of the spectral measure of an extreme value distribution.
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+Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
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+Statistics for near independence in multivariate extreme values
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+Blockwise empirical Euclidean likelihood for weakly dependent processes
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+Empirical likelihood for linear models
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+Q3667778
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+Empirical likelihood and general estimating equations
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