Distribution and dependence-function estimation for bivariate extreme-value distributions.

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(64)

Multivariate extreme value theory and its usefulness in understanding risk
Statistical models and methods for dependence in insurance data
Bivariate extreme analysis of Olympic swimming data
The pairwise beta distribution: A flexible parametric multivariate model for extremes
Extreme dependence of multivariate catastrophic losses
Bivariate extreme value distributions based on polynomial dependence functions
Non-parametric estimators of multivariate extreme dependence functions
A comparison of dependence function estimators in multivariate extremes
Robust quantile estimation under bivariate extreme value models
A general projection framework for constrained smoothing.
Nonparametric estimation of the dependence function for a multivariate extreme value distribution
Weighted least-squares inference for multivariate copulas based on dependence coefficients
scientific article; zbMATH DE number 4100399 (Why is no real title available?)
Intrinsic estimation of the dependence structure for bivariate extremes
Estimation of a bivariate extreme value distribution
A new representation for multivariate tail probabilities
On the distribution of Pickands coordinates in bivariate EV and GP models
Multivariate extreme value theory -- a tutorial
Nonparametric estimation of the conditional tail copula
On approximating dependence function and its derivatives
Efficient estimation of the canonical dependence function
On the dependence function of Sibuya in multivariate extreme value theory
Estimating multivariate extremal dependence: a new proposal
A general approach to generate random variates for multivariate copulae
Nonparametric estimation of the dependence function in bivariate extreme value distributions
A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
Non-linear models for extremal dependence
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
Inference for Archimax copulas
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
Some comments on the estimation of a dependence index in bivariate extreme value statistics.
scientific article; zbMATH DE number 952758 (Why is no real title available?)
Using B-splines for nonparametric inference on bivariate extreme-value copulas
A nonparametric method for producing isolines of bivariate exceedance probabilities
Likelihood estimators for multivariate extremes
Estimation of Pickands dependence function of bivariate extremes under mixing conditions
On Pickands coordinates in arbitrary dimensions
On the effect of long-range dependence on extreme value copula estimation with fixed marginals
Tail-weighted dependence measures with limit being the tail dependence coefficient
Nonparametric estimation of multivariate extreme-value copulas
Bivariate statistical analysis of TCP-flow sizes and durations
Nonparametric estimation of an extreme-value copula in arbitrary dimensions
Projection estimators of Pickands dependence functions
Reweighted madogram-type estimator of Pickands dependence function
Tail density estimation for exploratory data analysis using kernel methods
New estimators of the Pickands dependence function and a test for extreme-value dependence
Expansions for bivariate extreme value distributions
Multivariate extreme models based on underlying skew-t and skew-normal distributions
Polynomial Pickands functions
On estimating extremal dependence structures by parametric spectral measures
Rank-based inference for bivariate extreme-value copulas
Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
Bivariate extreme value theory: Models and estimation
\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
Bayesian uncertainty management in temporal dependence of extremes
Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Dependence properties of multivariate max-stable distributions
Modification of Pickands' dependence function for ordered bivariate extreme distribution
Bayesian estimation of bivariate Pickands dependence function
Non-parametric Estimation of Tail Dependence
A goodness-of-fit test for bivariate extreme-value copulas
Partial derivatives and confidence intervals of bivariate tail dependence functions
Weighted estimation of the dependence function for an extreme-value distribution

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