Pages that link to "Item:Q458105"

The following pages link to Statistical models and methods for dependence in insurance data (Q458105):

Displaying 10 items.

• A note on tail dependence regression (Q391808) (← links)
• Modeling of censored bivariate extremal events (Q397218) (← links)
• Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
• Interval estimation for a measure of tail dependence (Q495494) (← links)
• On the worst and least possible asymptotic dependence (Q901291) (← links)
• Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
• Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics (Q2876184) (← links)