Pages that link to "Item:Q2914947"
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The following pages link to A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas (Q2914947):
Displayed 6 items.
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- Nonparametric inference for max-stable dependence (Q5962687) (← links)