Pages that link to "Item:Q914296"

The following pages link to A characterization of Gumbel's family of extreme value distributions (Q914296):

Displaying 49 items.

• Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions (Q391606) (← links)
• A test for Archimedeanity in bivariate copula models (Q443784) (← links)
• Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
• A class of multivariate copulas based on products of bivariate copulas (Q495386) (← links)
• Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
• Archimax copulas and invariance under transformations (Q557111) (← links)
• A revision of Kimberling's results -- with an application to max-infinite divisibility of some Archimedean copulas (Q624999) (← links)
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
• Estimating correlation from dichotomized normal variables (Q840732) (← links)
• Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
• Convex geometry of max-stable distributions (Q1003326) (← links)
• Tail dependence functions and vine copulas (Q1041080) (← links)
• A dependent \(F^ \alpha\)-scheme (Q1336937) (← links)
• Copula convergence theorems for tail events. (Q1413327) (← links)
• Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
• De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
• Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
• The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• Bivariate distributions with given extreme value attractor (Q1969723) (← links)
• On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
• Stable tail dependence functions -- some basic properties (Q2172583) (← links)
• Asymptotic domination of sample maxima (Q2175603) (← links)
• The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• On the study of extremes with dependent random right-censoring (Q2418001) (← links)
• Multivariate Archimax copulas (Q2438634) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
• Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
• On the Tail Behavior of Sums of Dependent Risks (Q3632840) (← links)
• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
• Properties of hierarchical Archimedean copulas (Q4918190) (← links)
• A law of uniform seniority for dependent lives (Q5014495) (← links)
• Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
• A method for constructing asymmetric pair-copula and its application (Q5154070) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• (Q5389829) (← links)
• On the multivariate probability integral transformation (Q5952108) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)
• Canadian contributions to environmetrics (Q6059426) (← links)
• Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)