scientific article; zbMATH DE number 3644242
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(37)- It was 30 years ago today when Laurens de Haan went the multivariate way
- Point processes and multivariate extreme values
- Supremum self-decomposable random vectors
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- My introduction to copulas. An interview with Roger Nelsen
- Inference for copula modeling of discrete data: a cautionary tale and some facts
- Archimedean copulae and positive dependence
- Extreme value theory for multivariate stationary sequences
- Nonparametric estimation of the spectral measure of an extreme value distribution.
- On convergence toward an extreme value distribution in \(C[0,1]\)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Extremes and regular variation
- Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach
- Downside risks in EU carbon and fossil fuel markets
- On the estimation and application of max-stable processes
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
- Hybrid copula estimators
- Maximal coupling of empirical copulas for discrete vectors
- Max-stable processes and the functional \(D\)-norm revisited
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- Modelling the joint distribution of competing risks survival times using copula functions
- Measuring the extremal dependence
- On a distribution form of subcopulas
- A concept of copula robustness and its applications in quantitative risk management
- How to prove Sklar's theorem
- A multivariate piecing-together approach with an application to operational loss data
- Characterization of all copulas associated with non-continuous random variables
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
- Forecasting surrender rates using elliptical copulas and financial variables
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
- Ordinal sums: from triangular norms to bi- and multivariate copulas
- Dependence between two multivariate extremes
- Sklar's theorem obtained via regularization techniques
- A parametric approach to relaxing the independence assumption in relative survival analysis
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