Extremal attractors of Liouville copulas (Q110549): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 1704.03377 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes on river networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic independence for unimodal densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the representation of parametric models for multivariate 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: Q5525727 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tails of multivariate Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272657 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A spectral representation for max-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact simulation of max-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3860550 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing and Modeling Asymmetry in Bivariate Continuous Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3269550 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Liouville distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes of weighted Dirichlet arrays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail asymptotics under beta random scaling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes of aggregated Dirichlet risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood estimators for multivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maxima of normal random vectors: Between independence and complete dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Families of min-stable multivariate exponential and multivariate extreme value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate dependence measures and data analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3945384 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal behavior of Archimedean copulas / 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: Q5253267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: From Archimedean to Liouville copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: The effect of aggregation on extremes from asymptotically independent light-tailed risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal \(t\) processes: elliptical domain of attraction and a spectral representation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models for stationary max-stable random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Max-stable models for multivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Multivariate Extension of the Gamma and Beta Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chain models for threshold exceedances / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalization of the Gamma Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiply monotone functions and their Laplace transforms / rank
 
Normal rank

Latest revision as of 08:38, 14 July 2024

scientific article
Language Label Description Also known as
English
Extremal attractors of Liouville copulas
scientific article

    Statements

    160
    0 references
    68-92
    0 references
    August 2017
    0 references
    8 September 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    Extremal attractors of Liouville copulas (English)
    0 references
    Liouville copula
    0 references
    extremal attractor
    0 references
    extremal function
    0 references
    de Haan decomposition
    0 references
    scaled extremal Dirichlet model
    0 references
    stable tail dependence function
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers