Multivariate extreme value copulas with factor and tree dependence structures.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 147, doi. 10.1007/s10687-017-0298-0
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2018 AND VI 21 AND IP 1
Results: 6
1
2
Multivariate peaks over thresholds models.
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- Extremes, 2018, v. 21, n. 1, p. 115, doi. 10.1007/s10687-017-0294-4
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- Publication type:
- Article
3
Emil J. Gumbel's last course on the "Statistical theory of extreme values": a conversation with Tuncel M. Yegulalp.
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- Extremes, 2018, v. 21, n. 1, p. 97, doi. 10.1007/s10687-017-0299-z
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- Publication type:
- Article
4
Tail dimension reduction for extreme quantile estimation.
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- Extremes, 2018, v. 21, n. 1, p. 57, doi. 10.1007/s10687-017-0300-x
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- Publication type:
- Article
5
Regular variation of a random length sequence of random variables and application to risk assessment.
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- Extremes, 2018, v. 21, n. 1, p. 27, doi. 10.1007/s10687-017-0297-1
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- Publication type:
- Article
6
Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations.
- Published in:
- Extremes, 2018, v. 21, n. 1, p. 1, doi. 10.1007/s10687-017-0301-9
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- Publication type:
- Article