Nonparametric inference for max-stable dependence (Q5962687): Difference between revisions

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+TwoCop
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+.3571
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+On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
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+A note on bootstrap approximations for the empirical copula process
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+New estimators of the Pickands dependence function and a test for extreme-value dependence
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+Spatial extremes: models for the stationary case
@@ Property / cites work: Spatial extremes: models for the stationary case / rank @@
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+On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
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+Projection estimators of Pickands dependence functions
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+Rank-based inference for bivariate extreme-value copulas
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+A goodness-of-fit test for bivariate extreme-value copulas
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+Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
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+Nonparametric estimation of multivariate extreme-value copulas
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+Stationary max-stable fields associated to negative definite functions
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+Nonparametric rank-based tests of bivariate extreme-value dependence
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+A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
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+Large-sample tests of extreme-value dependence for multivariate copulas
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+Q3667778
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+Q3825954
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+Testing for equality between two copulas
@@ Property / cites work: Testing for equality between two copulas / rank @@
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+Asymptotic distributions of multivariate rank order statistics
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+Models for stationary max-stable random fields
@@ Property / cites work: Models for stationary max-stable random fields / rank @@
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+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
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+Empirical processes indexed by estimated functions
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