Pages that link to "Item:Q2343968"
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The following pages link to Bias correction in multivariate extremes (Q2343968):
Displayed 18 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- An estimator of the stable tail dependence function based on the empirical beta copula (Q1633435) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Principal component analysis for multivariate extremes (Q2044326) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (Q2076958) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Bias correction in conditional multivariate extremes (Q2180077) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- The tail dependograph (Q2311601) (← links)
- Sparse representation of multivariate extremes with applications to anomaly detection (Q2404407) (← links)
- On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489) (← links)
- Robust estimation of the Pickands dependence function under random right censoring (Q2421402) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Dependent conditional tail expectation for extreme levels (Q6204193) (← links)