Pages that link to "Item:Q2482618"

The following pages link to Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618):

Displaying 24 items.

• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
• A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• A comparison of dependence function estimators in multivariate extremes (Q1703851) (← links)
• On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
• Discussion about inaccuracy measure in information theory using co-copula and copula dual functions (Q2022552) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Inference for Archimax copulas (Q2196206) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Dependence properties of multivariate max-stable distributions (Q2252890) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• Estimating multivariate extremal dependence: a new proposal (Q2960469) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
• A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544) (← links)
• Bayesian estimation of bivariate Pickands dependence function (Q5876494) (← links)
• Some generalizations concerning inaccuracy measures (Q6171700) (← links)