Pages that link to "Item:Q651018"

The following pages link to New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018):

Displaying 32 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• Robust bounds in multivariate extremes (Q1704149) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
• Local robust estimation of the Pickands dependence function (Q1991678) (← links)
• Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
• Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
• Extreme value analysis of multivariate high-frequency wind speed data (Q2320812) (← links)
• Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• A moment-based test for extreme-value dependence (Q2392731) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
• Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)