Pages that link to "Item:Q4690973"
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The following pages link to Factor Copula Models for Replicated Spatial Data (Q4690973):
Displayed 9 items.
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Multivariate transformed Gaussian processes (Q2195526) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Mean mixtures of normal distributions: properties, inference and application (Q2312025) (← links)
- Comment (Q4690942) (← links)
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)