Pages that link to "Item:Q716176"
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The following pages link to Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176):
Displaying 19 items.
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Extremal properties of the skew-\(t\) distribution (Q273767) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- An overview on the progeny of the skew-normal family -- a personal perspective (Q2062793) (← links)
- Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- (Q5879924) (← links)
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations (Q5881140) (← links)
- A Space-Time Skew-<i>t</i> Model for Threshold Exceedances (Q6079970) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- The poly-log Weibull model applied to space-time interpolation of temperature (Q6626010) (← links)
- A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes (Q6626136) (← links)