Pages that link to "Item:Q2001093"
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The following pages link to Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093):
Displaying 16 items.
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- Editorial for the special issue on dependence models (Q2001080) (← links)
- Generalized Pareto copulas: a key to multivariate extremes (Q2008230) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
- (Q3405573) (← links)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
- (Q4929877) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Multivariate modeling of precipitation-induced home insurance risks using data depth (Q6656005) (← links)
