Pages that link to "Item:Q5926463"
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The following pages link to Non-parametric estimation of the limit dependence function (Q5926463):
Displaying 12 items.
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Bivariate distributions with given extreme value attractor (Q1969723) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Projection estimators of Pickands dependence functions (Q5503542) (← links)
