Pages that link to "Item:Q1880891"
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The following pages link to Tail dependence from a distributional point of view (Q1880891):
Displaying 17 items.
- Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934) (← links)
- The t Copula and Related Copulas (Q3421330) (← links)
- Diversification for general copula dependence (Q3542547) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- Law of large numbers and large deviations for dependent risks (Q3623412) (← links)
- Limiting Tail Dependence Copulas (Q3652792) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
- Statistical analysis of dependent competing risks model in accelerated life testing under progressively hybrid censoring using copula function (Q4976589) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- (Q5368747) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Analysis of the Expected Shortfall of Aggregate Dependent Risks (Q5490577) (← links)
- Tails of weakly dependent random vectors (Q5964275) (← links)
- On spatial contagion and multivariate GARCH models (Q6570580) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)