Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions

By  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 24, 2014-12 ,pp. : 5318-5325

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Method for Multivariate Probability Distributions Construction via Parameter Dependence

By Filus Jerzy K.  

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 4, 2013-02 ,pp. : 716-721

Taylor & Francis Ltd

Access to resources Recommend Favorite

Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence

By Schmid Friedrich  

Metrika, Vol. 66, Iss. 3, 2007-11 ,pp. : 323-354

Springer Publishing Company

Access to resources Recommend Favorite

Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation

By Eastoe Emma   Heffernan Janet   Tawn Jonathan  

Extremes, Vol. 17, Iss. 1, 2014-03 ,pp. : 25-43

Springer Publishing Company

Access to resources Recommend Favorite

Multivariate Matrix-Exponential Distributions

By Bladt Mogens  

Stochastic Models, Vol. 26, Iss. 1, 2010-01 ,pp. : 1-26

Taylor & Francis Ltd

Access to resources Recommend Favorite