The following pages link to Limiting Tail Dependence Copulas (Q3652792):
Displaying 9 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- Copulas with given values on the tails (Q2409098) (← links)
- (Q3644677) (← links)
- Copulas with Truncation-Invariance Property (Q3652791) (← links)
- (Q5320914) (← links)