Pages that link to "Item:Q928859"

The following pages link to Parametric tail copula estimation and model testing (Q928859):

Displaying 16 items.

• Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
• Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
• Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
• A method of moments estimator of tail dependence (Q1002534) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Multivariate peaks over thresholds models (Q1744179) (← links)
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• On functional records and champions (Q2312773) (← links)
• Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
• Polynomial Pickands functions (Q5963499) (← links)