Pages that link to "Item:Q764486"
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The following pages link to Tail dependence between order statistics (Q764486):
Displaying 11 items.
- The limiting copula of the two largest order statistics of independent and identically distributed samples (Q367566) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Tail dependence comparison of survival Marshall-Olkin copulas (Q937162) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences (Q2162897) (← links)
- The tail dependograph (Q2311601) (← links)
- On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
- A new variability order based on tail-heaviness (Q3462137) (← links)
- On Dependence Properties of Random Minima and Maxima (Q3622055) (← links)
- Tail Dependence Under Sample Failures (Q5216296) (← links)
- Plug-in estimation of dependence characteristics of Archimedean copula via Bézier curve (Q6174111) (← links)