Pages that link to "Item:Q4490011"
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The following pages link to Structure de dépendance des lois de valeurs extrêmes bivariées (Q4490011):
Displayed 15 items.
- Factor copula models for multivariate data (Q391802) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← 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)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- Stochastic monotonicity and the Markov product for copulas (Q2041744) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- Regression-type analysis for multivariate extreme values (Q2093406) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)