Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3906818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Measure of Dependence Between two Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analyzing Bivariate Continuous Data Grouped into Categories Defined by Empirical Quantiles of Marginal Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3855979 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some new parametric families of multivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The meta-elliptical distributions with given marginals / rank
 
Normal rank
Property / cites work
 
Property / cites work: The performance of some correlation coefficients for a general bivariate distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of empirical copula processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the tail-dependence coefficient: properties and pitfalls / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the simultaneous associativity of F(x,y) and x+y-F(x,y) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3777247 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate concordance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4493303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386484 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of bivariate copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distributions of multivariate rank order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3704749 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail dependence for elliptically contoured distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate conditional versions of Spearman's rho and related measures of tail dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-parametric Estimation of Tail Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate extreme statistics. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Orthant probabilities for the equicorrelated multivariate normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Nonparametric Tests of Independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation in copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate versions of Blomqvist's beta and Spearman's footrule / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3940670 / rank
 
Normal rank

Revision as of 22:11, 10 July 2024

scientific article
Language Label Description Also known as
English
Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
scientific article

    Statements

    Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (English)
    0 references
    0 references
    0 references
    0 references
    14 October 2015
    0 references
    Blomqvist's beta
    0 references
    copula
    0 references
    tail dependence
    0 references
    asymptotic normality
    0 references
    empirical copula
    0 references
    asymptotic efficiency
    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

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references