Nonparametric estimation of the dependence function for a multivariate extreme value distribution
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Cites work
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- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- Intrinsic estimation of the dependence structure for bivariate extremes
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- On Pickands coordinates in arbitrary dimensions
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
- Simulating multivariate extreme value distributions of logistic type
- Software for the analysis of extreme events: The current state and future directions
Cited in
(47)- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- Inference for asymptotically independent samples of extremes
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
- A comparison of dependence function estimators in multivariate extremes
- On estimating extremal dependence structures by parametric spectral measures
- Efficient estimation of the canonical dependence function
- Weighted estimation of the dependence function for an extreme-value distribution
- Non-linear models for extremal dependence
- Discussion about inaccuracy measure in information theory using co-copula and copula dual functions
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
- A horse race between the block maxima method and the peak-over-threshold approach
- Extremal dependence measure for functional data
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
- Inference for Archimax copulas
- Multivariate extreme value theory -- a tutorial
- Dependence properties of multivariate max-stable distributions
- Nonparametric estimation of the conditional tail copula
- Detecting breaks in the dependence of multivariate extreme-value distributions
- Robust estimation of the Pickands dependence function under random right censoring
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals
- Estimating multivariate extremal dependence: a new proposal
- Extremal behavior of Archimedean copulas
- Non-parametric estimators of multivariate extreme dependence functions
- Nonparametric estimation of multivariate extreme-value copulas
- Statistical models and methods for dependence in insurance data
- A general approach to generate random variates for multivariate copulae
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation
- Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
- Nonparametric estimation of extremal dependence
- Projection estimators of Pickands dependence functions
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
- Bayesian estimation of bivariate Pickands dependence function
- Non-parametric estimation of the limit dependence function
- Nonparametric estimation of the dependence function in bivariate extreme value distributions
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Some generalizations concerning inaccuracy measures
- A goodness-of-fit test for bivariate extreme-value copulas
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- On approximating dependence function and its derivatives
- Copula-based extropy measures, properties, and dependence in bivariate distributions
- Estimating a multidimensional extreme-value distribution
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- On the non-parametric estimation of the bivariate extreme-value distributions
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- On the dependence function of Sibuya in multivariate extreme value theory
- Rank-based inference for bivariate extreme-value copulas
- Nonparametric rank-based tests of bivariate extreme-value dependence
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