Pages that link to "Item:Q1880891"

The following pages link to Tail dependence from a distributional point of view (Q1880891):

Displaying 50 items.

• Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
• Bernoulli and tail-dependence compatibility (Q303963) (← links)
• Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
• Estimating a bivariate tail: a copula based approach (Q391665) (← links)
• Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
• Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• The bivariate normal copula function is regularly varying (Q643238) (← links)
• Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
• On the worst and least possible asymptotic dependence (Q901291) (← links)
• Semiparametric bivariate Archimedean copulas (Q901593) (← links)
• On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
• The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
• Tail inference: where does the tail begin? (Q907362) (← links)
• Modelling total tail dependence along diagonals (Q939329) (← links)
• Threshold copulas and positive dependence (Q956362) (← links)
• Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
• Bayesian copula selection (Q1010423) (← links)
• Tail dependence functions and vine copulas (Q1041080) (← links)
• Copula convergence theorems for tail events. (Q1413327) (← links)
• Operator tail dependence of copulas (Q1617333) (← 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)
• Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• Tail dependence for two skew slash distributions (Q1747432) (← links)
• Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
• Diversification of aggregate dependent risks (Q1888896) (← links)
• Right-truncated Archimedean and related copulas (Q2038223) (← links)
• Environmental contours as Voronoi cells (Q2158813) (← links)
• Stable tail dependence functions -- some basic properties (Q2172583) (← links)
• A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960) (← links)
• Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151) (← links)
• Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
• Univariate conditioning of vine copulas (Q2350041) (← links)
• Extremes for coherent risk measures (Q2374125) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
• Dependence structure of some bivariate distributions (Q2832183) (← links)
• Invariant dependence structure under univariate truncation: the high-dimensional case (Q2863089) (← links)
• Tail approximation in models that involve long range dependence: the distribution of overflows (Q2864548) (← links)
• Invariant dependence structure under univariate truncation (Q2892899) (← links)
• Random threshold driven tail dependence measures with application to precipitation data analysis (Q2977523) (← links)
• Extremal behavior of Archimedean copulas (Q2996576) (← links)
• Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
• (Q3183809) (← links)
• (Q3183812) (← links)
• Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)