Pages that link to "Item:Q834370"

The following pages link to Rank-based inference for bivariate extreme-value copulas (Q834370):

Displaying 16 items.

• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947) (← links)
• Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
• Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
• Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
• Modelling oil and gas supply disruption risks using extreme-value theory and copula (Q5128553) (← links)
• Nonparametric Identification of Copula Structures (Q5327295) (← links)
• Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
• Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
• Nonparametric inference for max-stable dependence (Q5962687) (← links)
• Polynomial Pickands functions (Q5963499) (← links)
• Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
• Regional extreme value index estimation and a test of tail homogeneity (Q6139182) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)