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An estimator of the stable tail dependence function based on the empirical beta copula
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An estimator of the stable tail dependence function based on the empirical beta copula (2018)An estimator of the stable tail dependenc…An M-estimator for tail dependence in arbitrary dimensions (2012)An M-estimator for tail depen…Large sample behavior of the Bernstein copula estimator (2011)Large sample behavior of the …Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Modeling Multivariate Distrib…Stationary max-stable fields associated to negative definite functions (2009)Stationary max-stable fields …Extreme Value Theory (2006)Extreme Value TheoryExtreme Value Theory : An Introduction (2006)Extreme Value Theory : An Int…Extreme value theory : an introduction (2006)Extreme value theory : an int…Non‐parametric Estimation of Tail Dependence (2005)Non‐parametric Estimation of …THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (2004)THE BERNSTEIN COPULA AND ITS …Statistics of Extremes: Theory and Applications (2004)Statistics of Extremes: Theor…Statistics of Extremes (2004)Statistics of ExtremesMultivariate Extreme Value Distributions (2000)Multivariate Extreme Value Di…Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function (1998)Best Attainable Rates of Conv…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Modelling Multivariate Extreme Value Distributions (1990)Modelling Multivariate Extrem…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…An Introduction to Copulas (1999)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Multivariate multiparameter extreme value models and return periods: A copula approach (2010)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Extremal Processes (1964)The structure of extremal processes (1973)Max-infinite divisibility (1977)Bivariate Extreme Value Theory: Models and Estimation (1988)Statistics for near independence in multivariate extreme values (1996)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Extreme Values, Regular Variation and Point Processes (1987)Extreme events: dynamics, statistics and prediction (2011)Space–Time Modelling of Extreme Events (2013)Extreme Correlation of International Equity Markets (2001)Estimating the tail-dependence coefficient: Properties and pitfalls (2005)Selecting copulas for risk management (2007)Extreme-Value Copulas (2010)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Models for Exceedances Over High Thresholds (1990)Dependence Measures for Extreme Value Analyses (1999)Statistical Modeling of Spatial Extremes (2012)Tail Risk and Asset Prices (2014)Understanding Heterogeneity in Clinical Cohorts Using Normative Models: Beyond Case-Control Studies (2016)Power-law distributions in empirical data (2018)Risk management with expectiles (2015)Power Laws in Economics and Finance (2009)
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  • 2011Large sample behavior of the Bernstein copula estimator

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