Pages that link to "Item:Q2497808"
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The following pages link to On the extremal dependence coefficient of multivariate distributions (Q2497808):
Displaying 37 items.
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Dependence between two multivariate extremes (Q633053) (← links)
- Multidimensional extremal dependence coefficients (Q680461) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- On the dependence function of Sibuya in multivariate extreme value theory (Q809504) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Tail dependence of skewed grouped \(t\)-distributions (Q951184) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Indirect estimation of elliptical stable distributions (Q961425) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Tail dependence for multivariate copulas and its monotonicity (Q998294) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics (Q1324584) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- A functional for copulas and quasi-copulas (Q1952670) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- On a family of multivariate copulas for aggregation processes (Q2465343) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
- Aspects of Dependence in Cuadras–Auge Family (Q3585303) (← links)
- Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609) (← links)
- (Q4915365) (← links)
- Tail Dependence Under Sample Failures (Q5216296) (← links)
- Dependence structure of extreme order statistics (Q5221501) (← links)
- Behaviour of multivariate tail dependence coefficients (Q5224270) (← links)
- Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Comparing and quantifying tail dependence (Q6607486) (← links)
- Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)
