Pages that link to "Item:Q834370"

The following pages link to Rank-based inference for bivariate extreme-value copulas (Q834370):

Displaying 50 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← 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)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← 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)
• On quantile based co-risk measures and their estimation (Q830310) (← links)
• On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
• On the covariance of the asymptotic empirical copula process (Q979237) (← links)
• \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
• Flexible modeling based on copulas in nonparametric median regression (Q1012541) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← 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)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
• On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
• Non-linear models for extremal dependence (Q2011517) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Principal component analysis for multivariate extremes (Q2044326) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
• Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
• Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
• Inference for Archimax copulas (Q2196206) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
• Conditional normal extreme-value copulas (Q2231306) (← links)
• Nonparametric multiple contrast tests for general multivariate factorial designs (Q2274938) (← links)
• On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
• Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
• Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)