Pages that link to "Item:Q1943759"
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The following pages link to Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759):
Displaying 4 items.
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)