Pages that link to "Item:Q2996576"
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The following pages link to Extremal behavior of Archimedean copulas (Q2996576):
Displaying 43 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- The multivariate piecing-together approach revisited (Q443790) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Spatial tail dependence and survival stability in a class of Archimedean copulas (Q1751493) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- When a copula is Archimax (Q1933696) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Extremes and regular variation (Q2080146) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- Inequalities for Gaussian random variables under Archimedean copula dependence (Q2189752) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima (Q2406580) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
- (Q3016569) (← links)
- (Q3409023) (← links)
- Archimedean copulas, exchangeability, and max-stability (Q4305641) (← links)
- (Q4369038) (← links)
- (Q4801557) (← links)
- Ordering extremes of scale random variables under Archimedean copula (Q4992470) (← links)
- A law of uniform seniority for dependent lives (Q5014495) (← links)
- Extreme Value Theory and Archimedean Copulas (Q5430577) (← links)
- Extreme semilinear copulas (Q6057894) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- How exceptional is the extremal Kendall and Kendall-type convolution (Q6076664) (← links)
- Multivariate risk models under heavy-tailed risks (Q6570582) (← links)
