//--> //--> //-->
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
~type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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:"Mehrdimensionale Verteilung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
13
Multivariate distribution
13
Theorie
7
Theory
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Estimation theory
5
Outliers
5
Schätztheorie
5
Statistical test
4
Statistischer Test
4
tail dependence
3
Martingal
2
Martingale
2
martingale transformation
2
Brown-resnick process
1
Comparison
1
Customer value
1
Extreme value statistics
1
Extreme value theory
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Khmaladze transform
1
Kundenwert
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Method of moments
1
Modellierung
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
Optionspreistheorie
1
Probability theory
1
Prognoseverfahren
1
Regional economics
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
15
Working Paper
15
Non-commercial literature
13
Language
All
English
13
Author
All
Einmahl, John H. J.
8
Segers, Johan
4
Can, Sami Umut
3
Laeven, Roger J. A.
3
Akker, Ramon van den
2
Krajina, Andrea
2
Werker, Bas J. M.
2
Chen Zhou
1
Croux, Christophe
1
Genest, Christian
1
Glady, Nicolas
1
Goorbergh, Rob Willem Jean van den
1
Haan, Laurens de
1
Khmaladze, Estate V.
1
Kiriliouk, Anna
1
Lemmens, Aurélie
1
Li, Deyuan
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
2
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
SFB 649 discussion paper
24
Discussion paper / Tinbergen Institute
22
Discussion paper
10
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
IWQW discussion paper series
8
Working paper
7
Working papers on finance
7
CEMFI working paper
6
Working paper series
6
Working papers
6
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
6
CORE discussion paper : DP
5
Research paper series / Swiss Finance Institute
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cahiers d'etudes / Banque Centrale du Luxembourg
4
Columbia economics discussion paper series / Department of Economics, Columbia University
4
Cowles Foundation discussion paper
4
Discussion paper series / IZA
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
4
Quaderni del Dipartimento
4
Swiss Finance Institute Research Paper
4
Série des documents de travail
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working papers / Ryerson University, Department of Economics
4
CAMA working paper series
3
CREATES research paper
3
Cambridge working papers in economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Department of Business and Management Science
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper series
3
Discussion papers / Adam Smith Business School, University of Glasgow
3
Discussion papers / Department of Economics, University of California San Diego
3
FAU discussion papers in economics
3
IES working paper
3
NBP working paper
3
Temi di discussione / Banca d'Italia
3
Tinbergen Institute research series
3
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
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:
9
Non-parametric inference for bivariate extreme-value copulas
Segers, Johan
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002453243
Saved in:
10
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
Saved in:
11
Modeling within- and across-customer association in lifetime value with copulas
Glady, Nicolas
;
Lemmens, Aurélie
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008664215
Saved in:
12
A method of moments estimator of tail dependence in elliptical copula models
Krajina, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003865602
Saved in:
13
Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736683
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->