Pages that link to "Item:Q4039180"
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The following pages link to Estimating the limit distribution of multivariate extremes (Q4039180):
Displayed 25 items.
- Extremal dependence analysis of network sessions (Q650747) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Poisson and Gaussian approximation of weighted local empirical processes (Q1275952) (← links)
- Estimating the spectral measure of an extreme value distribution (Q1275958) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910) (← links)
- Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Estimation of the coefficient of tail dependence in bivariate extremes (Q1962236) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Copulas: Tales and facts (with discussion) (Q2463697) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- An estimator for the extreme-value index (Q4337148) (← links)
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)