Inference for asymptotically independent samples of extremes
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Publication:1661337
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Cites work
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 1085999 (Why is no real title available?)
- A comparison of dependence function estimators in multivariate extremes
- A new class of models for bivariate joint tails
- A new representation for multivariate tail probabilities
- A nonparametric estimation procedure for bivariate extreme value copulas
- A short and elementary proof of the main Bahadur-Kiefer theorem
- An alternative point process framework for modeling multivariate extreme values
- An introduction to copulas.
- An introduction to statistical modeling of extreme values
- Asymptotic Statistics
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bivariate extreme value distributions based on polynomial dependence functions
- Bivariate tail estimation: dependence in asymptotic independence
- Characterizations and examples of hidden regular variation
- Empirical processes indexed by estimated functions
- Extreme value theory. An introduction.
- Heavy-Tail Phenomena
- Hidden regular variation, second order regular variation and asymptotic independence
- Madogram and asymptotic independence among maxima
- Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
- Modelling across extremal dependence classes
- Modelling multivariate extreme value distributions
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- On the maximum likelihood estimator for the generalized extreme-value distribution
- Rank-based inference for bivariate extreme-value copulas
- Statistics for near independence in multivariate extreme values
- Statistics of Extremes
- Strong approximations of the quantile process
- Testing asymptotic independence in bivariate extremes
- Tests of independence and randomness based on the empirical copula process
- Using B-splines for nonparametric inference on bivariate extreme-value copulas
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(11)- Generalized Pareto copulas: a key to multivariate extremes
- Madogram and asymptotic independence among maxima
- An alternative point process framework for modeling multivariate extreme values
- Some asymptotic results on extremes of incomplete samples
- On the worst and least possible asymptotic dependence
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
- Conditional tail independence in Archimedean copula models
- Modelling across extremal dependence classes
- Statistics for near independence in multivariate extreme values
- Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model
- Asymptotic theory for the inference of the latent trawl model for extreme values
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