Pages that link to "Item:Q3414649"
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The following pages link to On uniform tail expansions of multivariate copulas and wide convergence of measures (Q3414649):
Displaying 19 items.
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- On copulas and their diagonals (Q730890) (← links)
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems (Q904699) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- A Markov product for tail dependence functions (Q1998722) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- CHARACTERIZATION OF ASYMPTOTICAL EXPANSIONS OF COPULAS BY THE USE OF HOMOGENEOUS FUNCTIONS (Q3181789) (← links)
- (Q3183808) (← links)
- On uniform tail expansions of bivariate copulas (Q4829427) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
- On copulas with a trapezoid support (Q6076563) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
