Pages that link to "Item:Q3837347"
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The following pages link to Statistics for near independence in multivariate extreme values (Q3837347):
Displaying 50 items.
- Tail asymptotics for the bivariate skew normal (Q901284) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- Influence measures and robust estimators of dependence in multivariate extremes (Q906622) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- A method of moments estimator of tail dependence (Q1002534) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Testing the tail-dependence based on the radial component (Q1003303) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
- Tails of multivariate Archimedean copulas (Q1021851) (← links)
- Fourier methods for testing multivariate independence (Q1023517) (← links)
- Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics (Q1324584) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- An extreme value analysis of the last century crises across industries in the U.S. economy (Q1655601) (← links)
- Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
- Extremes of \(q\)-Ornstein-Uhlenbeck processes (Q1660308) (← links)
- Inference for asymptotically independent samples of extremes (Q1661337) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Tail relation between return and volume in the US stock market: an analysis based on extreme value theory (Q1670217) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
