Pages that link to "Item:Q5337645"
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The following pages link to Analysis of Empirical Bivariate Extremal Distributions (Q5337645):
Displaying 7 items.
- From weakly chaotic dynamics to deterministic subdiffusion via copula modeling (Q721787) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Positive dependence orderings (Q1822151) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
