Pages that link to "Item:Q1383910"
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The following pages link to Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910):
Displaying 50 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- A characterization of the rate of convergence in bivariate extreme value models (Q1871292) (← links)
- Non-linear models for extremal dependence (Q2011517) (← 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)
- Empirical tail copulas for functional data (Q2054523) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (Q2076958) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- On spatial extremes: with application to a rainfall problem (Q2271339) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Improved estimation of the extreme value index using related variables (Q2283048) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
