Modelling the Dependence of Parametric Bivariate Extreme Value Copulas

Asian Journal of Mathematics & Statistics
doi 10.3923/ajms.2009.41.54
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Science Alert

Related search

The Spatial Structure of European Wind Storms as Characterized by Bivariate Extreme-Value Copulas

Natural Hazards and Earth System Sciences
EarthPlanetary Sciences
2012English

Nonparametric Predictive Inference With Parametric Copulas for Combining Bivariate Diagnostic Tests

Statistics, Optimization and Information Computing
ControlInformation SystemsPattern RecognitionProbabilityUncertaintyComputer VisionOptimizationStatisticsSignal ProcessingArtificial Intelligence
2018English

Modelling Dependence in High Dimensions With Factor Copulas

Finance and Economics Discussion Series
2015English

Semiparametric Bivariate Modelling With Flexible Extremal Dependence

Statistics and Computing
StatisticsProbabilityUncertaintyMathematicsComputational TheoryTheoretical Computer Science
2019English

A Bayesian Semi-Parametric Mixture Model for Bivariate Extreme Value Analysis With Application to Precipitation Forecasting

Statistica Sinica
UncertaintyStatisticsProbability
2021English

Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution

Communications in Statistics - Theory and Methods
StatisticsProbability
2011English

Tail Dependence of Perturbed Copulas

Journal of Statistical Theory and Applications
2016English

Bounds for Trivariate Copulas With Given Bivariate Marginals

Journal of Inequalities and Applications
CombinatoricsApplied MathematicsAnalysisDiscrete Mathematics
2008English

Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice

SSRN Electronic Journal
2008English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy