Pages that link to "Item:Q1769776"

The following pages link to Bivariate tail estimation: dependence in asymptotic independence (Q1769776):

Displaying 25 items.

• Characterizations and examples of hidden regular variation (Q2488443) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• Extreme residual dependence for random vectors and processes (Q2996577) (← links)
• Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
• A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
• Statistics for near independence in multivariate extreme values (Q3837347) (← links)
• A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q4819012) (← links)
• Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
• (Q4915365) (← links)
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
• A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
• GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE (Q5204667) (← links)
• Conditional tail independence in Archimedean copula models (Q5235056) (← links)
• A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Hidden regular variation and the rank transform (Q5694150) (← links)
• Asymptotic dependence of bivariate maxima (Q5866066) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
• Two-Sample Testing for Tail Copulas with an Application to Equity Indices (Q6190777) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
• Permutation test of tail dependence (Q6580623) (← links)
• Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets (Q6626007) (← links)
• Too Connected to Fail? Inferring Network Ties From Price Co-Movements (Q6634841) (← links)