//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Einmahl, John H. J."
~subject:"Multivariate Verteilung"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Copulafunktion"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Multivariate distribution
8
Ausreißer
5
Outliers
5
Statistical distribution
5
Statistische Verteilung
5
Estimation theory
4
Schätztheorie
4
Statistical test
4
Statistischer Test
4
Theorie
4
Theory
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
tail dependence
3
Martingal
2
Martingale
2
martingale transformation
2
Brown-resnick process
1
Extreme value statistics
1
Extreme value theory
1
Financial crisis
1
Finanzkrise
1
Khmaladze transform
1
Multivariate Analyse
1
Multivariate analysis
1
Probability theory
1
Regional economics
1
Regionalökonomik
1
Sampling
1
Stichprobenerhebung
1
Tail dependence
1
Time series analysis
1
Wahrscheinlichkeitsrechnung
1
Zeitreihenanalyse
1
copula estimation
1
distribution-free testing
1
empirical process
1
exceedances
1
extreme value statistics
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
8
Author
All
Einmahl, John H. J.
Okhrin, Ostap
20
Lucas, André
13
Härdle, Wolfgang
10
Fischer, Matthias
9
Koopman, Siem Jan
9
Chen, Xiaohong
8
Fermanian, Jean-David
8
Ning, Cathy Q.
8
Amengual, Dante
7
Klein, Ingo
7
McAleer, Michael
7
Segers, Johan
7
Sentana, Enrique
7
Allen, David E.
6
Bouezmarni, Taoufik
6
De Schepper, Ann
6
Dijk, Dick van
6
Manner, Hans
6
Taamouti, Abderrahim
6
Weigert, Florian
6
Anatolyev, Stanislav
5
Creal, Drew
5
Diks, Cees G. H.
5
Hautsch, Nikolaus
5
Jin, Xisong
5
Mangold, Benedikt
5
Ristig, Alexander
5
Winkelmann, Rainer
5
Azam, Kazim
4
Bormann, Carsten
4
Cai, Zongwu
4
Charpentier, Arthur
4
Hallin, Marc
4
Heinen, Andréas
4
Liu, Guannan
4
Michiels, Frederik
4
Okhrin, Yarema
4
Panchenko, Valentyn
4
Patton, Andrew J.
4
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
1
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
3
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
4
Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2017
Persistent link: https://www.econbiz.de/10011764588
Saved in:
5
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
6
An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
Saved in:
7
Superefficient estimation of the marginals by exploiting knowledge on the copula
Einmahl, John H. J.
;
Akker, Ramon van den
-
2010
Persistent link: https://www.econbiz.de/10008746125
Saved in:
8
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->