Pages that link to "Item:Q1367249"
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The following pages link to Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics (Q1367249):
Displaying 12 items.
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
