The following pages link to Kendall distribution functions. (Q1423086):
Displayed 14 items.
- 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)
- 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)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948) (← 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)