Empirical tail copulas for functional data

Autor: John H. J. Einmahl, Johan Segers

Publikováno v: Annals of Statistics, Vol. 49, no. 5, p. 2672-2696 (2021)
The Annals of Statistics, 49(5), 2672-2696. Institute of Mathematical Statistics

For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of these function

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4ad7bea516d3d4ec7da8dd35907e8a1
https://doi.org/10.1214/21-aos2050

Most Economical Robust Selection Procedures for Location Parameters

Autor: Dalal, S. R., Hall, W. J.

Publikováno v: The Annals of Statistics, 1979 Nov 01. 7(6), 1321-1328.

Externí odkaz: https://www.jstor.org/stable/2958547

Uniform Asymptotic Normality of the Maximum Likelihood Estimator

Autor: Sweeting, T. J.

Publikováno v: The Annals of Statistics, 1980 Nov 01. 8(6), 1375-1381.

Externí odkaz: https://www.jstor.org/stable/2240949

Empirical Tail Copulas for Functional Data

For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of these function

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dris___00893::d2d74b4358159b6bc74a8a7d67238fb1

Empirical Tail Copulas for Functional Data

For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of these function

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dris___01181::2bf3e2127a7f09db2f51b6df1d7d7b74
https://research.tilburguniversity.edu/en/publications/edc722e6-cc70-4221-87a2-8493156e1ab3