Empirical tail copulas for functional data (Q2054523): Difference between revisions

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+Multiplier bootstrap of tail copulas with applications
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+Identifying groups of variables with the potential of being large simultaneously
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+On convergence toward an extreme value distribution in \(C[0,1]\)
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+Weak consistency of extreme value estimators in \(C[0,1]\)
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+Functional regular variations, Pareto processes and peaks over threshold
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+Probabilities of Concurrent Extremes
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+Best attainable rates of convergence for estimators of the stable tail dependence function
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+Asymptotics of the shorth plot
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+An M-estimator for tail dependence in arbitrary dimensions
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+Asymptotic normality of extreme value estimators on \(C[0,1]\)
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+Multivariate Extreme Value Theory and D-Norms
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+The generalized Pareto process; with a view towards application and simulation
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+max-infinitely divisible and max-stable sample continuous processes
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+Nonparametric estimation of multivariate extreme-value copulas
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+Maxima of normal random vectors: Between independence and complete dependence
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+Stationary max-stable fields associated to negative definite functions
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+The tail dependograph
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+Extreme value properties of multivariate \(t\) copulas
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+Bootstrap approximation of tail dependence function
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+Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
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+Non-parametric Estimation of Tail Dependence
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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+W3127464785
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