Pages that link to "Item:Q2923332"

The following pages link to Nonparametric estimation of the tail-dependence coefficient (Q2923332):

Displaying 23 items.

• A flexible and tractable class of one-factor copulas (Q340843) (← links)
• Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
• Nonparametric confidence intervals for tail dependence based on copulas (Q505609) (← links)
• Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
• An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
• A comparison of tail dependence estimators (Q2178099) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Conditional normal extreme-value copulas (Q2231306) (← links)
• A note on nonparametric estimation of bivariate tail dependence (Q2247935) (← links)
• Exceedance-based nonlinear regression of tail dependence (Q2322842) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
• Tail dependence and smoothness of time series (Q2666039) (← links)
• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• (Q3405573) (← links)
• Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
• (Q4929877) (← links)
• A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081) (← links)
• A new blocks estimator for the extremal index (Q6078230) (← links)
• Plug-in estimation of dependence characteristics of Archimedean copula via Bézier curve (Q6174111) (← links)