Pages that link to "Item:Q1769776"
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The following pages link to Bivariate tail estimation: dependence in asymptotic independence (Q1769776):
Displaying 50 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← 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)
- Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
- Flexible multivariate Hill estimators (Q2190231) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
