Pages that link to "Item:Q693746"
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The following pages link to An M-estimator for tail dependence in arbitrary dimensions (Q693746):
Displayed 33 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- CRPS M-estimation for max-stable models (Q488104) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← 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)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Spatial dependence and space-time trend in extreme events (Q2119218) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- The tail dependograph (Q2311601) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Estimating an extreme Bayesian network via scalings (Q2657186) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)