Pages that link to "Item:Q4804609"
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The following pages link to Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609):
Displaying 49 items.
- Copula credibility for aggregate loss models (Q2492180) (← links)
- On the regular variation of elliptical random vectors (Q2497802) (← links)
- On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
- Long memory estimation in a non-Gaussian bivariate process (Q2668362) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Asymptotic behaviour of multivariate default probabilities and default correlations under stress (Q2804413) (← links)
- The Bivariate Normal Copula (Q2859290) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- Estimators based on Kendall's tau in multivariate copula models (Q2892457) (← links)
- Copula structure analysis (Q2920266) (← links)
- An exchangeable Kendall's tau for clustered data (Q2925552) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- Tail dependence and skew distributions (Q3169211) (← links)
- Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
- Measurement of aggregate risk with copulas (Q3367416) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Asymptotic independence for unimodal densities (Q3578038) (← links)
- Multivariate extremes, aggregation and risk estimation (Q4646466) (← links)
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
- (Q4969180) (← links)
- Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
- Graphical lassos for meta‐elliptical distributions (Q5166409) (← links)
- Bayesian Gaussian Copula Factor Models for Mixed Data (Q5327294) (← links)
- Insurance Portfolio Risk Retention (Q5379241) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- Unit level small area estimation with copulas (Q5507365) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Tail Conditional Expectations for Elliptical Distributions (Q5715937) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- Image super-resolution with PCA reduced generalized Gaussian mixture models in materials science (Q6115631) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
- Comparison of correlation-based measures of concordance in terms of asymptotic variance (Q6200939) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (Q6574595) (← links)
- Modelling and estimation for bivariate financial returns (Q6574879) (← links)
- Financial modeling with heavy-tailed stable distributions (Q6604383) (← links)
- High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions (Q6620940) (← links)
- Central limit theorems and asymptotic independence for local \(U\)-statistics on diverging halfspaces (Q6635735) (← links)
- An extended trivariate vine copula mixed model for meta-analysis of diagnostic studies in the presence of nonevaluable outcomes (Q6636056) (← links)
- Maximum likelihood estimation of elliptical tail (Q6656678) (← links)
