Pages that link to "Item:Q2178099"
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The following pages link to A comparison of tail dependence estimators (Q2178099):
Displaying 13 items.
- Comparison between two indicators for the variation regularity of tails of distributions (Q1600222) (← links)
- Tail dependence from a distributional point of view (Q1880891) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
- (Q3405573) (← links)
- Comparison of tail index estimators (Q4259394) (← links)
- (Q4929877) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders (Q5253394) (← links)
- Toward the best constant factor for the Rademacher-Gaussian tail comparison (Q5429613) (← links)
- (Q6174110) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)