Pages that link to "Item:Q2567090"

The following pages link to Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090):

Displaying 50 items.

• A note on tail dependence regression (Q391808) (← links)
• Bivariate rainfall and runoff analysis using entropy and copula theories (Q406168) (← links)
• Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (Q527123) (← links)
• Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
• Copulas, diagonals, and tail dependence (Q529109) (← links)
• The simple econometrics of tail dependence (Q694905) (← links)
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
• Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
• Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• On the tail dependence in bivariate hydrological frequency analysis (Q906353) (← links)
• Modelling total tail dependence along diagonals (Q939329) (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
• On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
• Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
• The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
• Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
• An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
• Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective (Q1741106) (← links)
• Tail dependence from a distributional point of view (Q1880891) (← links)
• On extremal dependence: some contributions (Q1936535) (← links)
• Tail dependence for regularly varying time series (Q1954603) (← links)
• Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• Does terrorism trigger online hate speech? On the association of events and time series (Q2044252) (← links)
• \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• A comparison of tail dependence estimators (Q2178099) (← links)
• A note on nonparametric estimation of bivariate tail dependence (Q2247935) (← links)
• Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• The realization problem for tail correlation functions (Q2363664) (← links)
• Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
• Tail dependence and smoothness of time series (Q2666039) (← links)
• Optimising portfolio diversification and dimensionality (Q2679246) (← links)
• Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
• Tail approximation in models that involve long range dependence: the distribution of overflows (Q2864548) (← links)
• Measuring large comovements in financial markets (Q2873533) (← links)
• Nonparametric estimation of the tail-dependence coefficient (Q2923332) (← links)
• Tail dependence of skew <i>t</i>-copulas (Q2974910) (← links)
• Random threshold driven tail dependence measures with application to precipitation data analysis (Q2977523) (← links)
• Modeling Operational Risk: Estimation and Effects of Dependencies (Q3298512) (← links)