Pages that link to "Item:Q2974910"
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The following pages link to Tail dependence of skew <i>t</i>-copulas (Q2974910):
Displaying 13 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Tail dependence for two skew \(t\) distributions (Q968464) (← links)
- Tail dependence for two skew slash distributions (Q1747432) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Tail dependence functions of the bivariate Hüsler-Reiss model (Q2244550) (← links)
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution (Q2451619) (← links)
- Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151) (← links)
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716) (← links)
- Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
- Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
- Plug-in estimation of dependence characteristics of Archimedean copula via Bézier curve (Q6174111) (← links)
