Pages that link to "Item:Q4929181"

The following pages link to A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181):

Displaying 10 items.

• Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
• Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
• The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• Spectral Density Ratio Models for Multivariate Extremes (Q4975414) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)