The following pages link to Kendall distribution functions. (Q1423086):
Displaying 31 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Some results on the convergence of (quasi-) copulas (Q419036) (← links)
- Copula calibration (Q485915) (← links)
- Kendall distributions and level sets in bivariate exchangeable survival models (Q730892) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- On order statistics and Kendall's tau (Q826726) (← links)
- Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
- Kendall distribution functions and associative copulas (Q834519) (← links)
- An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (Q998257) (← links)
- A concept of duality for multivariate exchangeable survival models (Q1037860) (← links)
- Nonparametric estimation of the tree structure of a nested Archimedean copula (Q1623404) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Simultaneous inference for Kendall's tau (Q2048115) (← links)
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property (Q2175172) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- Exact and asymptotic distributions of exceedance statistics for bivariate random sequences (Q2407782) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Cluster Analysis of Time Series via Kendall Distribution (Q2808119) (← links)
- Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← links)
- Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence (Q4632281) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970331) (← links)
- (Q6141218) (← links)
