Pages that link to "Item:Q1409826"
From MaRDI portal
The following pages link to Effects of mis-specification in bivariate extreme value problems (Q1409826):
Displaying 8 items.
- Influence measures and robust estimators of dependence in multivariate extremes (Q906622) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- Testing for lower tail dependence in extreme value models (Q5107473) (← links)
- A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
- Polynomial Pickands functions (Q5963499) (← links)
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
