Pages that link to "Item:Q634561"
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The following pages link to Tail order and intermediate tail dependence of multivariate copulas (Q634561):
Displaying 19 items.
- Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)
- LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS (Q5050854) (← links)
- On bivariate Kumaraswamy-distorted copulas (Q5081003) (← links)
- Tail-weighted measures of dependence (Q5130181) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
- Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders (Q5253394) (← links)
- Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
- (Q5879924) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Copula-based conditional tail indices (Q6200942) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Assessing copula models for mixed continuous-ordinal variables (Q6588433) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- Max-convolution processes with random shape indicator kernels (Q6596184) (← links)
- Advances in statistical modeling of spatial extremes (Q6602343) (← links)
