Pages that link to "Item:Q391606"

The following pages link to Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions (Q391606):

Displaying 29 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
• Max-stable random sup-measures with comonotonic tail dependence (Q737183) (← links)
• New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
• The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay (Q828046) (← links)
• Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
• An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
• Higher order alternating sequences (Q1746008) (← links)
• Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
• Non-linear models for extremal dependence (Q2011517) (← links)
• Right-truncated Archimedean and related copulas (Q2038223) (← links)
• Empirical tail copulas for functional data (Q2054523) (← links)
• Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (Q2076958) (← links)
• Stable tail dependence functions -- some basic properties (Q2172583) (← links)
• Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
• Inference for Archimax copulas (Q2196206) (← links)
• On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
• A note on bivariate Archimax copulas (Q2283646) (← links)
• A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas (Q2283655) (← links)
• Canonical spectral representation for exchangeable max-stable sequences (Q2303028) (← links)
• The tail dependograph (Q2311601) (← links)
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Multivariate Archimax copulas (Q2438634) (← links)
• Equivalent representations of max-stable processes via ℓ^<i>p</i>-norms (Q4684926) (← links)
• A Compendium of Copulas (Q5162881) (← links)