Pages that link to "Item:Q1397061"
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The following pages link to Tail dependence for elliptically contoured distributions (Q1397061):
Displaying 50 items.
- Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Strong approximations of level exceedences related to multiple hypothesis testing (Q453269) (← links)
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
- Dependence between two multivariate extremes (Q633053) (← links)
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Estimating the tail dependence function of an elliptical distribution (Q880485) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- Tail dependence comparison of survival Marshall-Olkin copulas (Q937162) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- Tail dependence for two skew \(t\) distributions (Q968464) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Tail dependence for multivariate copulas and its monotonicity (Q998294) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Elliptical copulas: Applicability and limitations. (Q1423181) (← links)
- Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Multivariate generalized Marshall-Olkin distributions and copulas (Q2445486) (← links)
- Automated variable selection in vector multiplicative error models (Q2445703) (← links)
- On the regular variation of elliptical random vectors (Q2497802) (← links)
- On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- Asymptotic behaviour of multivariate default probabilities and default correlations under stress (Q2804413) (← links)
- Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- Tail dependence and skew distributions (Q3169211) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
