Pages that link to "Item:Q626284"
From MaRDI portal
The following pages link to Extreme value properties of multivariate \(t\) copulas (Q626284):
Displaying 50 items.
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- Tail dependence comparison of survival Marshall-Olkin copulas (Q937162) (← links)
- Tail dependence for multivariate copulas and its monotonicity (Q998294) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Gaussian copula marginal regression (Q1950871) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
- Extremal properties of the beta-normal distribution (Q2157726) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- Projecting flood-inducing precipitation with a Bayesian analogue model (Q2209862) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
- Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Expansions and penultimate distributions of maxima of bivariate normal random vectors (Q2438509) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
