Pages that link to "Item:Q449961"

The following pages link to Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961):

Displaying 30 items.

• Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
• Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
• Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
• Estimating a bivariate tail: a copula based approach (Q391665) (← links)
• A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
• Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
• Parametric tail copula estimation and model testing (Q928859) (← links)
• Bootstrap approximation of tail dependence function (Q943615) (← links)
• Threshold copulas and positive dependence (Q956362) (← links)
• Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
• A method of moments estimator of tail dependence (Q1002534) (← links)
• It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Testing asymptotic independence in bivariate extremes (Q1007480) (← 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)
• Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
• Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• Regularly varying random fields (Q2182640) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
• Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
• Statistical inference for tail-based cumulative residual entropy (Q2670125) (← links)
• Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
• Estimating the Mean of Heavy-tailed Distribution under Random Truncation (Q5071348) (← links)
• Projection estimators of Pickands dependence functions (Q5503542) (← links)