Pages that link to "Item:Q1002534"
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The following pages link to A method of moments estimator of tail dependence (Q1002534):
Displayed 15 items.
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- The min-characteristic function: characterizing distributions by their min-linear projections (Q2023839) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Polynomial Pickands functions (Q5963499) (← links)