Pages that link to "Item:Q943615"
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The following pages link to Bootstrap approximation of tail dependence function (Q943615):
Displaying 15 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Comparison of GPS observations made in a forestry setting using functional data analysis (Q2887047) (← links)
- Multivariate risk models under heavy-tailed risks (Q6570582) (← links)
- Space-time trends and dependence of precipitation extremes in north-western Germany (Q6626142) (← links)
