pickands dependence function Latest Research Papers

Estimation of Pickands dependence function of bivariate extremes under mixing conditions

Lithuanian Mathematical Journal ◽

10.1007/s10986-020-09472-y ◽

2020 ◽

Vol 60 (2) ◽

pp. 129-146

Author(s):

Mohamed Boutahar ◽

Imen Kchaou ◽

Laurence Reboul

Keyword(s):

Mixing Conditions ◽

Dependence Function ◽

Pickands Dependence Function

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Robust estimation of the Pickands dependence function under random right censoring

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2019.03.008 ◽

2019 ◽

Vol 87 ◽

pp. 101-114

Author(s):

Yuri Goegebeur ◽

Armelle Guillou ◽

Jing Qin

Keyword(s):

Robust Estimation ◽

Right Censoring ◽

Dependence Function ◽

Pickands Dependence Function

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A note on the view of the Pickands dependence function as a Lorenz curve

SSRN Electronic Journal ◽

10.2139/ssrn.3938769 ◽

2019 ◽

Author(s):

Andrea Fontanari ◽

Pasquale Cirillo

Keyword(s):

Lorenz Curve ◽

Dependence Function ◽

Pickands Dependence Function

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Local robust estimation of the Pickands dependence function

The Annals of Statistics ◽

10.1214/17-aos1640 ◽

2018 ◽

Vol 46 (6A) ◽

pp. 2806-2843 ◽

Cited By ~ 6

Author(s):

Mikael Escobar-Bach ◽

Yuri Goegebeur ◽

Armelle Guillou

Keyword(s):

Robust Estimation ◽

Dependence Function ◽

Pickands Dependence Function

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Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach

Computational Statistics ◽

10.1007/s00180-017-0750-2 ◽

2017 ◽

Vol 32 (4) ◽

pp. 1515-1532 ◽

Cited By ~ 1

Author(s):

Alireza Ahmadabadi ◽

Burcu Hudaverdi Ucer

Keyword(s):

Nonparametric Estimation ◽

Kernel Regression ◽

Dependence Function ◽

Regression Approach ◽

Pickands Dependence Function

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A new estimator for the Pickands dependence function

Journal of Modern Applied Statistical Methods ◽

10.22237/jmasm/1493597940 ◽

2017 ◽

Vol 16 (1) ◽

pp. 350-363 ◽

Cited By ~ 1

Author(s):

Marta Ferreira

Keyword(s):

Dependence Function ◽

Pickands Dependence Function

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Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2016.10.004 ◽

2017 ◽

Vol 183 ◽

pp. 1-17 ◽

Cited By ~ 12

Author(s):

G. Marcon ◽

S.A. Padoan ◽

P. Naveau ◽

P. Muliere ◽

J. Segers

Keyword(s):

Nonparametric Estimation ◽

Bernstein Polynomials ◽

Dependence Function ◽

Pickands Dependence Function

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New estimators of the Pickands dependence function and a test for extreme-value dependence

The Annals of Statistics ◽

10.1214/11-aos890 ◽

2011 ◽

Vol 39 (4) ◽

pp. 1963-2006 ◽

Cited By ~ 30

Author(s):

Axel Bücher ◽

Holger Dette ◽

Stanislav Volgushev

Keyword(s):

Extreme Value ◽

Dependence Function ◽

Pickands Dependence Function

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Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610921003637462 ◽

2011 ◽

Vol 40 (9) ◽

pp. 1687-1700 ◽

Cited By ~ 2

Author(s):

M. B. Adam ◽

J. A. Tawn

Keyword(s):

Dependence Function ◽

Pickands Dependence Function ◽

Extreme Distribution

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pickands dependence function
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Estimation of Pickands dependence function of bivariate extremes under mixing conditions

Robust estimation of the Pickands dependence function under random right censoring

A note on the view of the Pickands dependence function as a Lorenz curve

Local robust estimation of the Pickands dependence function

Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach

A new estimator for the Pickands dependence function

Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

New estimators of the Pickands dependence function and a test for extreme-value dependence

Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution

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pickands dependence functionRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Estimation of Pickands dependence function of bivariate extremes under mixing conditions

Robust estimation of the Pickands dependence function under random right censoring

A note on the view of the Pickands dependence function as a Lorenz curve

Local robust estimation of the Pickands dependence function

Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach

A new estimator for the Pickands dependence function

Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

New estimators of the Pickands dependence function and a test for extreme-value dependence

Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution

pickands dependence function
Recently Published Documents