Pages that link to "Item:Q3411077"

The following pages link to Non-parametric Estimation of Tail Dependence (Q3411077):

Displaying 50 items.

• Tail dependence and heavy tailedness in extreme risks (Q2038251) (← links)
• Empirical tail copulas for functional data (Q2054523) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Extremes and regular variation (Q2080146) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
• \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
• Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (Q2150853) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• A comparison of tail dependence estimators (Q2178099) (← links)
• Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151) (← links)
• Asset allocation: new evidence through network approaches (Q2241054) (← links)
• Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
• A note on nonparametric estimation of bivariate tail dependence (Q2247935) (← links)
• Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
• On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• On functional records and champions (Q2312773) (← links)
• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
• Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
• Nonparametric estimation of the conditional tail copula (Q2348439) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
• Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
• On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Tail dependence and smoothness of time series (Q2666039) (← links)
• Nonparametric estimation of the tail-dependence coefficient (Q2923332) (← links)
• (Q3405573) (← links)
• A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
• A comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banks (Q4579899) (← links)
• A semi-parametric approach to risk management (Q4647288) (← links)
• (Q4915365) (← links)
• Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
• (Q4929877) (← links)
• Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams (Q4970307) (← links)
• Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
• Estimating mean-standard deviation ratios of financial data (Q5126978) (← links)
• Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623) (← links)
• Stability and contagion measures for spatial extreme value analyses (Q5179069) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• Semi-polynomial copulas (Q5419458) (← links)
• Absolutely Continuous Copulas with Given Diagonal Sections (Q5494727) (← links)
• Asymptotic dependence of bivariate maxima (Q5866066) (← links)
• Estimation of multivariate tail quantities (Q6115547) (← links)