Non-parametric estimators of multivariate extreme dependence functions
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Cites work
- L2Version Of The Double Kernel Method
- A nonparametric estimation procedure for bivariate extreme value copulas
- A universally acceptable smoothing factor for kernel density estimates
- Bivariate extreme value theory: Models and estimation
- CONSTRAINED SMOOTHING SPLINES
- Dependence measures for extreme value analyses
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- Estimating a multidimensional extreme-value distribution
- Estimating the spectral measure of an extreme value distribution
- Estimation of a bivariate extreme value distribution
- Exploiting occurrence times in likelihood inference for componentwise maxima
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- Intrinsic estimation of the dependence structure for bivariate extremes
- Multivariate local polynomial fitting for a probability distribution function and its partial derivatives∗
- Non-parametric estimation of the limit dependence function
- Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
- Nonparametric estimation of the dependence function in bivariate extreme value distributions
- Nonparametric estimation of the spectral measure of an extreme value distribution.
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
- Smoothing Splines and Shape Restrictions
- Statistics of Multivariate Extremes
- Understanding Relationships Using Copulas
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Cited in
(19)- Bias-corrected and robust estimation of the bivariate stable tail dependence function
- A comparison of dependence function estimators in multivariate extremes
- Semi-parametric estimation of multivariate extreme expectiles
- Extremal dependence measure for functional data
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
- Bias correction in multivariate extremes
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- Testing for bivariate extreme dependence using Kendall's process
- Estimating multivariate extremal dependence: a new proposal
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation
- A note on asymptotic normality of a copula function in regression model
- Projection estimators of Pickands dependence functions
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
- Multivariate Sparse Clustering for Extremes
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
- Rank-based inference for bivariate extreme-value copulas
- Nonparametric rank-based tests of bivariate extreme-value dependence
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