1

On the maximum likelihood estimator for the Generalized Extreme-Value distribution

Year:
2017
Language:
english
File:
PDF, 563 KB
english, 2017
3

Weak convergence of a pseudo maximum likelihood estimator for the extremal index

Year:
2018
Language:
english
File:
PDF, 424 KB
english, 2018
9

A test for Archimedeanity in bivariate copula models

Year:
2012
Language:
english
File:
PDF, 528 KB
english, 2012
10

GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS

Year:
2017
Language:
english
File:
PDF, 505 KB
english, 2017
11

Extreme value copula estimation based on block maxima of a multivariate stationary time series

Year:
2014
Language:
english
File:
PDF, 709 KB
english, 2014
13

A note on nonparametric estimation of bivariate tail dependence

Year:
2014
Language:
english
File:
PDF, 551 KB
english, 2014
17

Detecting breaks in the dependence of multivariate extreme-value distributions

Year:
2017
Language:
english
File:
PDF, 786 KB
english, 2017
20

Inference for heavy tailed stationary time series based on sliding blocks

Year:
2018
Language:
english
File:
PDF, 538 KB
english, 2018
21

Testing model assumptions in functional regression models

Year:
2011
Language:
english
File:
PDF, 307 KB
english, 2011
24

Multiplier bootstrap of tail copulas with applications

Year:
2013
Language:
english
File:
PDF, 392 KB
english, 2013
26

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

Year:
2016
Language:
english
File:
PDF, 651 KB
english, 2016
33

Testing Asymmetry in Dependence with Copula-Coskewness

Year:
2017
Language:
english
File:
PDF, 565 KB
english, 2017
35

Nonparametric inference on Lévy measures and copulas

Year:
2013
Language:
english
File:
PDF, 1.18 MB
english, 2013
36

Dependent multiplier bootstraps for non-degenerate U

Year:
2016
Language:
english
File:
PDF, 567 KB
english, 2016
40

A note on bootstrap approximations for the empirical copula process

Year:
2010
Language:
english
File:
PDF, 226 KB
english, 2010
50

Nonparametric tests for tail monotonicity

Year:
2014
Language:
english
File:
PDF, 465 KB
english, 2014