Pages that link to "Item:Q2435217"
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The following pages link to Multiplier bootstrap of tail copulas with applications (Q2435217):
Displaying 13 items.
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Detecting Structural Differences in Tail Dependence of Financial Time Series (Q6626314) (← links)
