scientific article
From MaRDI portal
Publication:3049592
zbMath0414.60043MaRDI QIDQ3049592
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
multivariate distributionsweak convergence of probability measuresextreme values distributionstype convergencetype of a probability distributionWeibull probability distributions
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Limit theorems in probability theory (60F99)
Related Items (36)
On convergence toward an extreme value distribution in \(C[0,1\)] ⋮ Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang ⋮ My introduction to copulas. An interview with Roger Nelsen ⋮ Inference for copula modeling of discrete data: a cautionary tale and some facts ⋮ Supremum self-decomposable random vectors ⋮ On a distribution form of subcopulas ⋮ A concept of copula robustness and its applications in quantitative risk management ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ A goodness-of-fit test based on Bézier curve estimation of Kendall distribution ⋮ A multivariate piecing-together approach with an application to operational loss data ⋮ Characterization of all copulas associated with non-continuous random variables ⋮ Dependence between two multivariate extremes ⋮ Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions ⋮ Forecasting Surrender Rates Using Elliptical Copulas and Financial Variables ⋮ Hutchinson -- Lai's conjecture for bivariate extreme value copulas. ⋮ Sklar's theorem obtained via regularization techniques ⋮ Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach ⋮ A multivariate Bahadur-Kiefer representation for the empirical Copula process ⋮ Downside risks in EU carbon and fossil fuel markets ⋮ Modelling the joint distribution of competing risks survival times using copula functions ⋮ Testing for a \(\delta \)-neighborhood of a generalized Pareto copula ⋮ Measuring the extremal dependence ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ On the estimation and application of max-stable processes ⋮ Archimedean copulae and positive dependence ⋮ Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution ⋮ It was 30 years ago today when Laurens de Haan went the multivariate way ⋮ Extreme value theory for multivariate stationary sequences ⋮ Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals ⋮ Extremes and regular variation ⋮ Nonparametric estimation of the spectral measure of an extreme value distribution. ⋮ Point processes and multivariate extreme values ⋮ How to Prove Sklar’s Theorem ⋮ Hybrid copula estimators ⋮ Maximal coupling of empirical copulas for discrete vectors ⋮ Max-stable processes and the functional \(D\)-norm revisited
This page was built for publication:
