Pages that link to "Item:Q4911972"
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The following pages link to Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972):
Displayed 13 items.
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Modeling of censored bivariate extremal events (Q397218) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Measuring and comparing risks of different types (Q2670105) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- (Q6174111) (← links)