scientific article; zbMATH DE number 7698718

MaRDI QIDQ6158757zbMATH OpenFDO

Authors Selim Orhun Susam

Publication date 20 June 2023

Full work available at URL https://dergipark.org.tr/en/pub/ijtsa/issue/76710/885200

zbMATH Keywords

copulaextreme value copulaPickands function

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

Cites work

• A comparison of dependence function estimators in multivariate extremes
• A goodness-of-fit test for bivariate extreme-value copulas
• A nonparametric estimation procedure for bivariate extreme value copulas
• Bayesian inference for the extremal dependence
• Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
• Copulas, diagonals, and tail dependence
• Extreme values of non-stationary random sequences
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• Multivariate concordance
• Multivariate extreme value theory -- a tutorial
• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions
• Order Statistics of Samples from Multivariate Distributions
• Polynomial Pickands functions
• Rank-based inference for bivariate extreme-value copulas
• Sampling from hierarchical Kendall copulas
• Understanding Relationships Using Copulas

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