Pages that link to "Item:Q1186650"

The following pages link to On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions (Q1186650):

Displaying 42 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• Likelihood estimators for multivariate extremes (Q262538) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
• Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
• Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
• On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
• On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
• Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
• Bivariate distributions with given extreme value attractor (Q1969723) (← links)
• Local robust estimation of the Pickands dependence function (Q1991678) (← links)
• Non-linear models for extremal dependence (Q2011517) (← links)
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
• Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
• Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
• A Guide for the Selection of a Numerical Methodology Adapted to the Analysis of Extreme Events (Q5259703) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Projection estimators of Pickands dependence functions (Q5503542) (← links)
• A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
• Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
• Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
• Nonparametric inference for max-stable dependence (Q5962687) (← links)