Pages that link to "Item:Q343977"
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The following pages link to Tail dependence of the Gaussian copula revisited (Q343977):
Displaying 17 items.
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Copulas with given values on the tails (Q2409098) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- (Q3307420) (← links)
- Perturbed Gaussian copula (Q3572012) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- (Q3644677) (← links)
- (Q4593693) (← links)
- On uniform tail expansions of bivariate copulas (Q4829427) (← links)
- LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS (Q5050854) (← links)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)
- A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
- (Q5456158) (← links)
- (Q5879924) (← links)
- Dependence properties of bivariate copula families (Q6588434) (← links)
