Pages that link to "Item:Q716176"

The following pages link to Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176):

Displaying 14 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• Extremal properties of the skew-\(t\) distribution (Q273767) (← links)
• Extreme dependence models based on event magnitude (Q391856) (← links)
• Tail asymptotics for the bivariate skew normal (Q901284) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901) (← links)
• Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
• An overview on the progeny of the skew-normal family -- a personal perspective (Q2062793) (← links)
• Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
• Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
• (Q5879924) (← links)
• A Space-Time Skew-<i>t</i> Model for Threshold Exceedances (Q6079970) (← links)