The following pages link to Dynamic bivariate normal copula (Q295132):
Displaying 10 items.
- On tail dependence for Grubbs' copula-function (Q269085) (← links)
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Second-order asymptotics on distributions of maxima of bivariate elliptical arrays (Q1650617) (← links)
- Second-order expansions for maxima of dynamic bivariate normal copulas (Q1687227) (← links)
- Asymptotic behavior of bivariate Gaussian powered extremes (Q2014071) (← links)
- On tail dependence for three-parameter Grubbs' copula (Q2027911) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays (Q2363667) (← links)
- Rates of convergence of powered order statistics from general error distribution (Q5880188) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)