Pages that link to "Item:Q1969723"
From MaRDI portal
The following pages link to Bivariate distributions with given extreme value attractor (Q1969723):
Displayed 17 items.
- Archimax copulas and invariance under transformations (Q557111) (← links)
- Lipschitz continuity of copulas w.r.t. \(L_p\)-norms (Q960897) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- Are copulas unimodal? (Q1400143) (← links)
- Extreme value attractors for star unimodal copulas (Q1600216) (← links)
- Semi-copulas, capacities and families of level sets (Q2269189) (← links)
- A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
- Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts* (Q3023040) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- On the Tail Behavior of Sums of Dependent Risks (Q3632840) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Multivariate survival functions with a min-stable property (Q5926420) (← links)
- On the multivariate probability integral transformation (Q5952108) (← links)