Pages that link to "Item:Q1848911"
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The following pages link to Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911):
Displayed 23 items.
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
- Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- How to model multivariate extremes if one must? (Q5313467) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)