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):
Displaying 50 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Extremes on river networks (Q262381) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Dynamic bivariate normal copula (Q295132) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment (Q347148) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Some new classes of stationary max-stable random fields (Q386278) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- A new family of bivariate max-infinitely divisible distributions (Q451294) (← links)
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
- Limiting distributions of maxima under triangular schemes (Q604350) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Some notes on extremal discriminant analysis (Q642227) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Max-stable random sup-measures with comonotonic tail dependence (Q737183) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- 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)
- Conditional independence among max-stable laws (Q893441) (← links)
- Maxima of a triangular array of multivariate Gaussian sequence (Q893960) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Extremes of independent Gaussian processes (Q906611) (← links)
- Extremes of independent chi-square random vectors (Q906630) (← links)
- The asymptotic distribution of the maxima of a Gaussian random field on a lattice (Q907378) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← 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)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- Extremes of space-time Gaussian processes (Q1041058) (← links)
- Maxima of bivariate random vectors: Between independence and complete dependence (Q1341373) (← links)
- A note on maxima of bivariate random vectors (Q1359688) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
