Order Statistics of Samples from Multivariate Distributions
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Cited in
(50)- Construction of bivariate S-distributions with copulas
- A test of independence in some copula models
- Limit laws for upper and lower extremes from stationary mixing sequences
- Bivariate Bonferroni inequalities
- Characterizations of geometric distributions based on moments
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Asymptotic properties of bivariate random extremes
- On the trivariate extreme value distributions
- Estimation of risk measures in energy portfolios using modern copula techniques
- Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions
- Multivariate extreme value copulas with factor and tree dependence structures
- Multivariate order statistics: the intermediate case
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- Asymptotic properties of multivariate order statistics with random index
- Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant
- The infinite extendibility problem for exchangeable real-valued random vectors
- A note on the Galambos copula and its associated Berstein function
- On the joint distribution of order statistics from independent non-identical bivariate distributions
- A note on the convergence of trivariate extreme order statistics and extension
- Asymptotic independence of bivariate order statistics
- New estimates and tests of independence in some copula models
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Some new classes of stationary max-stable random fields
- Limit theory for multivariate sample extremes
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
- On blest's measure of rank correlation
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time
- Nonparametric tests for constant tail dependence with an application to energy and finance
- Study of semiparametric copula models via divergences with bivariate censored data
- Limit theorems for univariate and bivariate order statistics with variable ranks
- A compendium of copulas
- A New Test Procedure of Independence in Copula Models via χ2-Divergence
- Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws
- Extreme dependence of multivariate catastrophic losses
- Robust Fits for Copula Models
- Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect
- scientific article; zbMATH DE number 7698718 (Why is no real title available?)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
- Asymptotic maxima of folded distributions with application to the multivariate extreme theory
- Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
- Ordered and censored lifetime data in reliability: an illustrative review
- A new family of copulas based on probability generating functions
- Statistical inference for multivariate extremes via a geometric approach
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Exact simulation of reciprocal Archimedean copulas
- Dispersive and star orders on extreme order statistics from location-scale samples
- On the dependence function of Sibuya in multivariate extreme value theory
- Semiparametric bivariate Archimedean copulas
- Fitting bivariate cumulative returns with copulas
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