Pages that link to "Item:Q1765624"
From MaRDI portal
The following pages link to On Pickands coordinates in arbitrary dimensions (Q1765624):
Displaying 16 items.
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays (Q866606) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Simulation of certain multivariate generalized Pareto distributions (Q1003302) (← links)
- Convex geometry of max-stable distributions (Q1003326) (← links)
- Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- Extremes of weighted Dirichlet arrays (Q2271716) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- Testing for tail independence in extreme value models (Q2502142) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
