Pages that link to "Item:Q990906"
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The following pages link to Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906):
Displaying 7 items.
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
