Pages that link to "Item:Q1931856"
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The following pages link to Extremal dependence of copulas: a tail density approach (Q1931856):
Displaying 20 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- (Q3183813) (← links)
- (Q3307420) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- (Q3644677) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Extreme semilinear copulas (Q6057894) (← links)
