Pages that link to "Item:Q4076616"
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The following pages link to Order Statistics of Samples from Multivariate Distributions (Q4076616):
Displayed 43 items.
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Some new classes of stationary max-stable random fields (Q386278) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Exact simulation of reciprocal Archimedean copulas (Q722659) (← links)
- On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Construction of bivariate S-distributions with copulas (Q1010532) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Limit laws for upper and lower extremes from stationary mixing sequences (Q1054092) (← links)
- Bivariate Bonferroni inequalities (Q1207287) (← links)
- Characterizations of geometric distributions based on moments (Q1210235) (← links)
- Families of min-stable multivariate exponential and multivariate extreme value distributions (Q1262654) (← links)
- Asymptotic properties of bivariate random extremes (Q1362174) (← links)
- On the trivariate extreme value distributions (Q1416469) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions (Q1696997) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Multivariate order statistics: the intermediate case (Q1744724) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Asymptotic properties of multivariate order statistics with random index (Q2017713) (← links)
- Asymptotic behavior of the maximum of multivariate order statistics in a norm sense (Q2032339) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- A note on the Galambos copula and its associated Berstein function (Q2249910) (← links)
- On the joint distribution of order statistics from independent non-identical bivariate distributions (Q2338171) (← links)
- A note on the convergence of trivariate extreme order statistics and extension (Q2386815) (← links)
- Asymptotic independence of bivariate order statistics (Q2407768) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- Limit theory for multivariate sample extremes (Q4155551) (← links)
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles (Q4399509) (← links)
- On blest's measure of rank correlation (Q4457768) (← links)
- Study of semiparametric copula models via divergences with bivariate censored data (Q5079144) (← links)
- Limit theorems for univariate and bivariate order statistics with variable ranks (Q5119173) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580) (← links)
- Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect (Q5438344) (← links)
- (Q6158757) (← links)