Pages that link to "Item:Q1007480"
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The following pages link to Testing asymptotic independence in bivariate extremes (Q1007480):
Displayed 13 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Regression-type analysis for multivariate extreme values (Q2093406) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Conditional tail independence in Archimedean copula models (Q5235056) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)