Inference for asymptotically independent samples of extremes (Q1661337): Difference between revisions

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+On the maximum likelihood estimator for the generalized extreme-value distribution
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@@ Property / cites work @@
+A nonparametric estimation procedure for bivariate extreme value copulas
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+An introduction to statistical modeling of extreme values
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+Using B-splines for nonparametric inference on bivariate extreme-value copulas
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+Strong approximations of the quantile process
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+Q5485944
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+Bivariate tail estimation: dependence in asymptotic independence
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+A short and elementary proof of the main Bahadur-Kiefer theorem
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+Weak convergence of empirical copula processes
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+Asymptotic behavior of the empirical multilinear copula process under broad conditions
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+Tests of independence and randomness based on the empirical copula process
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+Rank-based inference for bivariate extreme-value copulas
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+Nonparametric estimation of an extreme-value copula in arbitrary dimensions
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+Q5255159
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+Testing asymptotic independence in bivariate extremes
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+Bivariate extreme value distributions based on polynomial dependence functions
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+Statistics for near independence in multivariate extreme values
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+Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
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+An introduction to copulas.
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+A New Class of Models for Bivariate Joint Tails
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+An Alternative Point Process Framework for Modeling Multivariate Extreme Values
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+Heavy-Tail Phenomena
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+Hidden regular variation, second order regular variation and asymptotic independence
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+Modelling multivariate extreme value distributions
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+Asymptotic Statistics
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+Empirical processes indexed by estimated functions
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+Weak convergence and empirical processes. With applications to statistics
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+A comparison of dependence function estimators in multivariate extremes
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+A new representation for multivariate tail probabilities
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+Modelling Across Extremal Dependence Classes
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+Nonparametric estimation of the dependence function for a multivariate extreme value distribution
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