Pages that link to "Item:Q4561016"
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The following pages link to A structural break test for extremal dependence in β-mixing random vectors (Q4561016):
Displaying 11 items.
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- A self-normalization test for structural breaks in a regression model for panel data sets (Q6581405) (← links)
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets (Q6617811) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
