Pages that link to "Item:Q125412"
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The following pages link to A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412):
Displaying 16 items.
- tailDepFun (Q37146) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- Exploration and inference in spatial extremes using empirical basis functions (Q2009121) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Max-linear models in random environment (Q2140875) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Recursive max-linear models with propagating noise (Q2233590) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
- Estimating an extreme Bayesian network via scalings (Q2657186) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)