Pages that link to "Item:Q1750101"
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The following pages link to The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101):
Displayed 15 items.
- Exact simulation of reciprocal Archimedean copulas (Q722659) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Exchangeable random partitions from max-infinitely-divisible distributions (Q1726841) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
- About the exact simulation of bivariate (reciprocal) Archimax copulas (Q2148720) (← links)
- Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- How exceptional is the extremal Kendall and Kendall-type convolution (Q6076664) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
