Pages that link to "Item:Q1617333"
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The following pages link to Operator tail dependence of copulas (Q1617333):
Displaying 8 items.
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- A Markov product for tail dependence functions (Q1998722) (← links)
- A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960) (← links)
- Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Copula - Based Generalizations of OWA Operators (Q5227385) (← links)