Pages that link to "Item:Q914296"

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

Displayed 38 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)
• 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)
• 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)
• (Q5389829) ‎ (← links)
• On the multivariate probability integral transformation (Q5952108) ‎ (← links)
• Tails of weakly dependent random vectors (Q5964275) ‎ (← links)