The following pages link to (Q4203249):
Displayed 18 items.
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← 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)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Efficient estimators and LAN in canonical bivariate POT models. (Q1867201) (← links)
- A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045) (← links)
- On the multivariate probability integral transformation (Q5952108) (← links)