Pages that link to "Item:Q2502142"

The following pages link to Testing for tail independence in extreme value models (Q2502142):

Displaying 8 items.

• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (Q549643) (← links)
• Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
• Testing the tail-dependence based on the radial component (Q1003303) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
• Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
• Testing for lower tail dependence in extreme value models (Q5107473) (← links)
• Estimation of the angular density in bivariate generalized Pareto models (Q5400787) (← links)