Pages that link to "Item:Q1822864"
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The following pages link to Maxima of normal random vectors: Between independence and complete dependence (Q1822864):
Displayed 27 items.
- Conditional limiting distribution of type III elliptical random vectors (Q864269) (← links)
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays (Q866606) (← links)
- On the max-domain of attractions of bivariate elliptical arrays (Q881411) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Maxima of bivariate random vectors: Between independence and complete dependence (Q1341373) (← links)
- A note on maxima of bivariate random vectors (Q1359688) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution (Q1779668) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- On multivariate Gaussian tails (Q1881414) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Spatial extremes: models for the stationary case (Q2493550) (← links)
- A novel class of bivariate max-stable distributions (Q2493875) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays (Q3634555) (← links)
- On asymptotics of multivariate integrals with applications to records (Q4532395) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect (Q5438344) (← links)
- Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045) (← links)
- Extremal limit laws for a class of bivariate Poisson vectors (Q5953879) (← links)
