Pages that link to "Item:Q1424686"
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The following pages link to Hidden regular variation, second order regular variation and asymptotic independence (Q1424686):
Displaying 43 items.
- Four theorems and a financial crisis (Q2353915) (← links)
- Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Self-consistent estimation of conditional multivariate extreme value distributions (Q2443252) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Limit Conditional Distributions for Bivariate Vectors with Polar Representation (Q3562373) (← links)
- Asymptotic independence for unimodal densities (Q3578038) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS (Q4678849) (← links)
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- Modeling Spatial Processes with Unknown Extremal Dependence Class (Q5229925) (← links)
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Toward Optimal Fingerprinting in Detection and Attribution of Changes in Climate Extremes (Q5857117) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- Tail inverse regression: dimension reduction for prediction of extremes (Q6137714) (← links)
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
- Transformed-linear models for time series extremes (Q6604023) (← links)
- Spatial deformation for nonstationary extremal dependence (Q6626395) (← links)
- New estimation methods for extremal bivariate return curves (Q6626603) (← links)
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function (Q6635940) (← links)
