Pages that link to "Item:Q998294"
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The following pages link to Tail dependence for multivariate copulas and its monotonicity (Q998294):
Displaying 20 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions (Q900540) (← links)
- Tail dependence comparison of survival Marshall-Olkin copulas (Q937162) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Stochastic monotonicity and the Markov product for copulas (Q2041744) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943) (← links)
- The tail dependograph (Q2311601) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Monotonicity of the tail dependence for multivariate \(t\)-copula (Q2918000) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Copulas related to piecewise monotone functions of the interval and associated processes (Q2980142) (← links)
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
